Summary
DTCR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 44.53% Volatility 23.31% Sharpe 2.00
Official loaded data — not a live quote.

GLOBAL X DATA CENTER & DIGITAL INFRASTRUCTURE ETF

Symbol: DTCR

Exchange: NASDAQ

Sector: Technology

Category: Real Estate

Inception date: 27/10/2020

Latest date: 20/07/2026

Current price: $27.60

Expense ratio: 0.50%

Assets under management
$2.6B
-0.22% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-14.66%

Ann. -27.73% (Sharpe / Sortino numerator)

Volatility

27.90%

Sharpe ratio

-1.124

VaR 95%

-2.40%

CVaR 95%: -3.39%
Max drawdown: -9.28%
Sortino ratio: -1.914
Calmar ratio: -2.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.45%

Ann. 58.93% (Sharpe / Sortino numerator)

Volatility

25.26%

Sharpe ratio

2.189

VaR 95%

-2.39%

CVaR 95%: -2.95%
Max drawdown: -12.02%
Sortino ratio: 3.739
Calmar ratio: 4.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.84%

Ann. 37.77% (Sharpe / Sortino numerator)

Volatility

24.69%

Sharpe ratio

1.383

VaR 95%

-2.42%

CVaR 95%: -3.12%
Max drawdown: -12.89%
Sortino ratio: 2.227
Calmar ratio: 2.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

44.53%

Ann. 50.18% (Sharpe / Sortino numerator)

Volatility

23.31%

Sharpe ratio

1.997

VaR 95%

-2.12%

CVaR 95%: -3.17%
Max drawdown: -12.89%
Sortino ratio: 2.804
Calmar ratio: 3.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

81.69%

Ann. 28.63% (Sharpe / Sortino numerator)

Volatility

22.21%

Sharpe ratio

1.125

VaR 95%

-2.14%

CVaR 95%: -3.18%
Max drawdown: -24.96%
Sortino ratio: 1.546
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

111.01%

Ann. 25.09% (Sharpe / Sortino numerator)

Volatility

21.09%

Sharpe ratio

1.017

VaR 95%

-2.09%

CVaR 95%: -2.90%
Max drawdown: -24.96%
Sortino ratio: 1.484
Calmar ratio: 1.01

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.159%

Best day

4.638%

06/02/2026
Worst day

-5.52%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.66 $28.00 $27.54 $27.60 767,700
17/07/2026 $27.07 $27.66 $26.77 $27.40 791,700
16/07/2026 $27.99 $28.07 $27.41 $27.54 1,161,800
15/07/2026 $28.63 $28.74 $27.86 $28.32 933,200
14/07/2026 $28.89 $28.90 $28.27 $28.53 955,500
13/07/2026 $28.69 $28.80 $28.30 $28.39 855,400
10/07/2026 $29.03 $29.29 $28.93 $29.24 608,400
09/07/2026 $29.08 $29.33 $28.96 $29.11 1,571,500
08/07/2026 $28.04 $28.60 $27.98 $28.59 1,231,000
07/07/2026 $28.24 $28.48 $27.92 $28.26 1,865,300