Summary
DTRE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.05% 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: 20/07/2026

Current price: $43.06

Expense ratio: 0.60%

Assets under management
$14.2M
-0.19% 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

3.88%

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

0.10%

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

8.99%

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

11.05%

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

10.78%

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

13.93%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.046%

Best day

2.613%

08/04/2026
Worst day

-2.567%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $43.14 $43.14 $43.05 $43.06 300
17/07/2026 $43.51 $43.51 $43.43 $43.50 500
16/07/2026 $43.42 $43.42 $43.42 $43.42 100
15/07/2026 $42.77 $42.77 $42.77 $42.77 100
14/07/2026 $42.30 $42.58 $42.30 $42.58 200
13/07/2026 $42.25 $42.48 $42.25 $42.48 600
10/07/2026 $41.97 $42.36 $41.97 $42.36 700
09/07/2026 $42.10 $42.22 $42.10 $42.22 100
08/07/2026 $41.94 $41.99 $41.94 $41.99 700
07/07/2026 $42.42 $42.42 $42.42 $42.42 100