REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Digital Realty Trust ($DLR)

Sector: Data Center  •  Exchange / CIK: NYSE / 0001297996  •  Properties: 310 Assets
Trading at a 6.1% discount to NAV
Safety Score: 86/100 (Safe)  |  Credit: BBB+ / Baa2

Live Share Price

$172.37
52W Range: $146.23 - $208.14

Valuation Multiples

25.0x P/AFFO
P/FFO: 25.5x  |  FFO/sh: $6.75

Net Asset Value (NAV)

$182.00
Prem/Disc: -6.1%  |  Cap: 6.39%

Dividend Cash Flow

2.83% Yield
$4.88/yr (Quarterly)  |  Payout: 70.7%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.9x. Portfolio leased occupancy is 96.2% with a weighted average lease term (WALT) of 8.2 years. Senior credit rating of BBB+ / Baa2 provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $1.2200 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Franklin Park Chicago Metro Mega-Facility Franklin Park, IL 520,000 sq ft 96.5% SEC Sched III
Ashburn Hyperscale Campus (Building G) Ashburn, VA 450,000 sq ft 100.0% SEC Sched III
Ashburn Hyperscale Cloud Campus Building H Ashburn, VA 420,000 sq ft 100.0% SEC Sched III
Dallas Telecom Corridor Campus Richardson, TX 380,000 sq ft 93.0% SEC Sched III
Santa Clara Silicon Valley Interconnection Center Santa Clara, CA 310,000 sq ft 99.1% SEC Sched III
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
1.03
Index Tracking (Market Neutral)
Annualized Alpha (α)
-2.48%
Trailing VNQ
Sharpe Ratio (vs VNQ)
-0.07 vs 0.04
-0.11 Spread
Max Drawdown (1-Yr)
-16.3% vs -11.4%
-4.9% vs VNQ
DLR vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric DLR VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 1.03 1.00 +0.03 (Index Tracking (Market Neutral))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 -2.48% 0.00% (Baseline) Trailing VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 -0.07 0.04 -0.11
Sortino Ratio
Downside semi-variance risk-adjusted return
 -0.07 0.03 -0.10
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 27.6% 13.9% +13.7% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -16.3% -11.4% -4.9% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 -1.1% 4.1% -5.2% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.27 Corr: 0.52 27% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 50.8% 51.6% -0.8% vs Benchmark
QuantStats Analytical Synthesis: DLR displays a Beta of 1.03 relative to VNQ with 0.27 R² correlation. Annualized volatility is 27.6% (13.6% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at -2.48% (Trailing VNQ) with a Sharpe ratio of -0.07 against 0.04 for VNQ, and a maximum drawdown of -16.3%.
SEC CIK: 0001297996  |  Principal Executive Officer: Andrew P. Power  |  Total PEO Compensation: $13,850,000 (112:1)
Official SEC Accession: 0001297996-26-000025
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.