Summary
DTRE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 8.39% Volatility 15.64% Sharpe 0.04
Official loaded data — not a live quote.

FIRST TRUST ALERIAN DISRUPTIVE TECHNOLOGY REAL ESTATE ETF

Symbol: DTRE

Exchange: NYSE

Sector: Realestate

Category: Global Real Estate

Inception date: 27/08/2007

Latest date: 03/06/2026

Current price: $41.75

Expense ratio: 0.60%

Assets under management
$16.7M
-0.85% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.62%

Ann. -45.94% (Sharpe / Sortino numerator)

Volatility

17.39%

Sharpe ratio

-2.851

VaR 95%

-1.58%

CVaR 95%: -2.10%
Max drawdown: -8.27%
Sortino ratio: -4.422
Calmar ratio: -5.55

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

0.27%

Ann. 6.12% (Sharpe / Sortino numerator)

Volatility

14.94%

Sharpe ratio

0.166

VaR 95%

-1.48%

CVaR 95%: -1.99%
Max drawdown: -9.76%
Sortino ratio: 0.232
Calmar ratio: 0.63

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

7.52%

Ann. 5.80% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

0.167

VaR 95%

-1.43%

CVaR 95%: -1.84%
Max drawdown: -9.76%
Sortino ratio: 0.232
Calmar ratio: 0.59

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

8.39%

Ann. 4.32% (Sharpe / Sortino numerator)

Volatility

15.64%

Sharpe ratio

0.044

VaR 95%

-1.53%

CVaR 95%: -2.38%
Max drawdown: -10.63%
Sortino ratio: 0.057
Calmar ratio: 0.41

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

15.71%

Ann. 3.24% (Sharpe / Sortino numerator)

Volatility

15.62%

Sharpe ratio

-0.025

VaR 95%

-1.59%

CVaR 95%: -2.33%
Max drawdown: -20.65%
Sortino ratio: -0.034
Calmar ratio: 0.16

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

14.70%

Ann. 2.92% (Sharpe / Sortino numerator)

Volatility

16.68%

Sharpe ratio

-0.042

VaR 95%

-1.66%

CVaR 95%: -2.36%
Max drawdown: -20.65%
Sortino ratio: -0.063
Calmar ratio: 0.14

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.036%

Best day

2.613%

08/04/2026
Worst day

-2.607%

25/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $42.11 $42.11 $41.73 $41.75 3,200
02/06/2026 $42.13 $42.13 $42.13 $42.13 200
01/06/2026 $42.44 $42.44 $42.44 $42.44 100
29/05/2026 $43.09 $43.09 $43.09 $43.09 200
28/05/2026 $43.07 $43.28 $43.07 $43.28 200
27/05/2026 $43.12 $43.12 $43.12 $43.12 100
26/05/2026 $42.96 $42.96 $42.96 $42.96 100
22/05/2026 $42.69 $42.88 $42.41 $42.88 2,100
21/05/2026 $42.89 $42.89 $42.89 $42.89 400
20/05/2026 $42.29 $42.75 $42.28 $42.75 600