AREG.L vs. DPYA.L

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Future Real Estate UCITS ETF (AREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L).

AREG.L and DPYA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AREG.L is an actively managed fund by abrdn. It was launched on Feb 22, 2023. DPYA.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on May 10, 2018.

Performance

AREG.L vs. DPYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in abrdn Future Real Estate UCITS ETF (AREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). The values are adjusted to include any dividend payments, if applicable.

AREG.L vs. DPYA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AREG.L abrdn Future Real Estate UCITS ETF	1.50%	0.47%	4.44%
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc)	2.17%	1.47%	7.17%

Different Trading Currencies

AREG.L is traded in GBp, while DPYA.L is traded in USD. To make them comparable, the DPYA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AREG.L achieves a 1.50% return, which is significantly lower than DPYA.L's 2.17% return.

AREG.L

• 1D: -0.08%
• 1M: -8.20%
• YTD: 1.50%
• 6M: 1.42%
• 1Y: 3.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DPYA.L

• 1D: -0.24%
• 1M: -7.39%
• YTD: 2.17%
• 6M: 1.96%
• 1Y: 4.42%
• 3Y*: 3.91%
• 5Y*: 2.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AREG.L vs. DPYA.L - Expense Ratio Comparison

AREG.L has a 0.40% expense ratio, which is lower than DPYA.L's 0.59% expense ratio.

DPYA.L

iShares Developed Markets Property Yield UCITS ETF USD (Acc)

AREG.L

abrdn Future Real Estate UCITS ETF

Return for Risk

AREG.L vs. DPYA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AREG.L

AREG.L Risk / Return Rank: 18
AREG.L Sharpe Ratio Rank: 19
AREG.L Sortino Ratio Rank: 17
AREG.L Omega Ratio Rank: 17
AREG.L Calmar Ratio Rank: 19
AREG.L Martin Ratio Rank: 20

DPYA.L

DPYA.L Risk / Return Rank: 26
DPYA.L Sharpe Ratio Rank: 27
DPYA.L Sortino Ratio Rank: 26
DPYA.L Omega Ratio Rank: 26
DPYA.L Calmar Ratio Rank: 26
DPYA.L Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AREG.L vs. DPYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Real Estate UCITS ETF (AREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AREG.L	DPYA.L	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.31	-0.03
Sortino ratio Return per unit of downside risk	0.46	0.50	-0.04
Omega ratio Gain probability vs. loss probability	1.06	1.07	-0.01
Calmar ratio Return relative to maximum drawdown	0.35	0.41	-0.06
Martin ratio Return relative to average drawdown	1.17	1.43	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AREG.L vs. DPYA.L - Sharpe Ratio Comparison

The current AREG.L Sharpe Ratio is 0.27, which is comparable to the DPYA.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of AREG.L and DPYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AREG.L	DPYA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.31	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.16	+0.10

Correlation

The correlation between AREG.L and DPYA.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AREG.L vs. DPYA.L - Dividend Comparison

Neither AREG.L nor DPYA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AREG.L vs. DPYA.L - Drawdown Comparison

The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum DPYA.L drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for AREG.L and DPYA.L.

Drawdown Indicators

	AREG.L	DPYA.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.47%	-42.96%	+24.49%
Max Drawdown (1Y) Largest decline over 1 year	-10.24%	-11.39%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.79%	—
Current Drawdown Current decline from peak	-8.20%	-9.67%	+1.47%
Average Drawdown Average peak-to-trough decline	-5.73%	-12.59%	+6.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.93%	+0.03%

Volatility

AREG.L vs. DPYA.L - Volatility Comparison

The current volatility for abrdn Future Real Estate UCITS ETF (AREG.L) is 4.73%, while iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) has a volatility of 5.33%. This indicates that AREG.L experiences smaller price fluctuations and is considered to be less risky than DPYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AREG.L	DPYA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	5.33%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	8.57%	8.95%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	14.36%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.41%	14.97%	-2.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.41%	17.06%	-4.65%