The Detrended Fluctuation Analysis (DFA) is widely employed to quantify the fractal dynamics of R-R intervals (RRI). This is usually done by estimating a short-and a long-term coefficient, but it is still unclear how much the information provided by such a bi-scale DFA is independent of that of traditional spectral indices. However, more sophisticated DFA approaches have been recently proposed, including the multifractal-multiscale DFA and the DFA for magnitude and sign of RRI changes. The aim of our work is to investigate whether novel DFA approaches allow extracting the information on the nonlinear RRI dynamics that traditional spectral methods cannot retrieve.We selected 4-hour segments of beat-by-beat RRI series from a 24-hour Holter recording, one during daytime (wake), one at night (sleep) in a healthy volunteer. From the wake segment, we generated 100 surrogate series shuffling the phases but preserving the power spectrum, and then from each of the resulting RRI series, we generated the series of the sign and the series of the magnitude of successive RRI changes. We generated similar series from the sleep recording. Thus, we finally obtained 6 original beat-to-beat series to be compared with 600 surrogate series, each of 4-hour duration.The comparison between original and surrogate series showed that for this experimental setting, the traditional monofractal DFA provides the same information retrievable by the power spectrum. However, specific components of the multifractal DFA reveal information not detectable by the power spectrum, particularly in the sleep condition. Furthermore, the DFA of the magnitude of RRI changes reflects important nonlinear components. Therefore, these more sophisticated DFA approaches might effectively improve the clinical value of RRI variability analysis.