{"schemaVersion":1,"ticker":"DTRE","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/dtre/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, DTRE against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/dtre/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"MSCI World Index","namedIn":"its shareholder report","status":"priced","via":"URTH","r2":0.1868,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":7.1906502,"ref":12.46318311,"gap":-5.27253291}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"URTH","name":"MSCI World Index","namedIn":"its shareholder report","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"DTRE","b":"URTH","window":{"from":"2012-01-20","to":"2026-10-30","firstReturn":"2012-01-27","weeklyReturns":771,"years":14.78,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01736616,"perWeek":0.0003339646,"days":3697,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.9209285,"b":4.20315071,"edge":"URTH","lead":"URTH"},"annualised":{"a":0.04501224,"b":0.11765689,"edge":"URTH","lead":"URTH"},"price":{"a":0.22431141,"b":2.95210506,"edge":"URTH","lead":"URTH"},"volatility":{"a":0.18683053,"b":0.15611603,"edge":"URTH","lead":"URTH"},"downsideDeviation":{"a":0.13232828,"b":0.10930783,"edge":"URTH","lead":"URTH"},"maxDrawdown":{"a":-0.41025134,"b":-0.32662873,"edge":"URTH","lead":"URTH","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.04435616,"b":0.10625889,"edge":"URTH","lead":"URTH"},"sharpe":{"a":0.2374139,"b":0.68064049,"edge":"URTH","lead":"URTH"},"sortino":{"a":0.33519792,"b":0.97210679,"edge":"URTH","lead":"URTH"},"calmar":{"a":0.1097187,"b":0.36021599,"edge":"URTH","lead":"URTH"}},"relative":{"DTRE":{"on":"URTH","beta":0.86547406,"r2":0.52300688,"alpha":-0.04760815,"alphaT":-1.41348828,"alphaLow":-0.11372638,"alphaHigh":0.01851009,"upsideCapture":0.58722928,"downsideCapture":0.84175274,"treynor":0.05125071,"trackingError":0.13073187,"informationRatio":-0.47350905,"upWeeks":448,"downWeeks":315,"treynorReference":0.10625889,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"URTH","lead":"URTH"},"downsideCapture":{"edge":"DTRE","lead":"DTRE"},"treynor":{"edge":"URTH","lead":"URTH"},"informationRatio":{"edge":null,"lead":"URTH","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DTRE":{"kept":"2026-11-01","distributions":53,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":771,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.9209285}},"URTH":{"kept":"2026-11-01","distributions":31,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":771,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.20315071}}}}}