Actually, although an active DI is probably a good idea, a passive DI will solve the same problem.
A DI box is little more than an electrical transformer; the "hot" side of the unbalanced signal is wound around one side of a ferrous metal ring. On the other side of the ring is another loop of wire that feeds the "balanced" output. Alternating current produced by the instrument passes through the loop one one side, and induces a magnetic field in the ring. The magnetic field then induces a current in the loop of wire on the opposite side.
While this process is "work", and will thus reduce the remaining power of the signal, an XLR signal is expected to be 20dBm less powerful than most unbalanced signals. A 10dB change is an increase or reduction of 10x the original signal, so a signal that is 20dBm lower than another is 1/100 or 1% of the wattage of that signal. So, your original signal loses 1% (plus a little overhead) of its original wattage to create the balanced XLR signal. I guarantee you that you will not notice a loss of 1% of your signal wattage; that's less than 1dB, and 3dB is the minimum change in volume level that a human can notice.
You still shouldn't use a Y-splitter; this will form a parallel circuit, with very low impedance (an "easy" path) on the side of the DI. That will cause most of the signal (not just half; almost all, really) to go through the DI side of the split and back into the instrument, instead of the very high-impedance path through the pedals and into the amp. Instead, use the DI's "thru" input, which engages either passive circuitry that puts the transformer in series with the rest of the chain, or active circuitry that includes a gain stage to boost the "thru" signal back up to its original level. Either way, you should be able to plug the DI into your effects chain with a couple of simple patch cables, like any other "effect", and see little difference in tone. The better the DI, the less it will color your tone; Radial is a good brand but you'll pay for it.