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AREG.L vs. DPYG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AREG.L vs. DPYG.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 GBP Hedged (Dist) (DPYG.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

AREG.L is traded in GBp, while DPYG.L is traded in GBP. To make them comparable, the DPYG.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 2.37% return, which is significantly higher than DPYG.L's 0.71% return.


AREG.L

1D
0.86%
1M
-6.69%
YTD
2.37%
6M
1.71%
1Y
4.35%
3Y*
5Y*
10Y*

DPYG.L

1D
-0.07%
1M
-7.39%
YTD
0.71%
6M
0.24%
1Y
5.87%
3Y*
6.61%
5Y*
1.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AREG.L has a 0.40% expense ratio, which is lower than DPYG.L's 0.64% expense ratio.


Return for Risk

AREG.L vs. DPYG.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: 1919
Overall Rank
AREG.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AREG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
AREG.L Omega Ratio Rank: 1818
Omega Ratio Rank
AREG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
AREG.L Martin Ratio Rank: 2121
Martin Ratio Rank

DPYG.L
DPYG.L Risk / Return Rank: 2323
Overall Rank
DPYG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DPYG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
DPYG.L Omega Ratio Rank: 2323
Omega Ratio Rank
DPYG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
DPYG.L Martin Ratio Rank: 2424
Martin Ratio Rank
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. DPYG.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 GBP Hedged (Dist) (DPYG.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.LDPYG.LDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.44

-0.12

Sortino ratio

Return per unit of downside risk

0.52

0.67

-0.15

Omega ratio

Gain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratio

Return relative to maximum drawdown

0.49

0.51

-0.03

Martin ratio

Return relative to average drawdown

1.65

2.07

-0.42

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

The current AREG.L Sharpe Ratio is 0.32, which is comparable to the DPYG.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AREG.L and DPYG.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.


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Sharpe Ratios by Period


AREG.LDPYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.44

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.16

+0.14

Correlation

The correlation between AREG.L and DPYG.L is 0.87, 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. DPYG.L - Dividend Comparison

AREG.L has not paid dividends to shareholders, while DPYG.L's dividend yield for the trailing twelve months is around 3.00%.


TTM20252024202320222021202020192018
AREG.L
abrdn Future Real Estate UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DPYG.L
iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)
3.00%3.02%3.11%3.00%3.71%2.13%2.98%2.95%2.99%

Drawdowns

AREG.L vs. DPYG.L - Drawdown Comparison

The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum DPYG.L drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for AREG.L and DPYG.L.


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Drawdown Indicators


AREG.LDPYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-42.55%

+24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-11.48%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

Current Drawdown

Current decline from peak

-7.41%

-8.31%

+0.90%

Average Drawdown

Average peak-to-trough decline

-5.74%

-11.98%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.84%

-0.03%

Volatility

AREG.L vs. DPYG.L - Volatility Comparison

abrdn Future Real Estate UCITS ETF (AREG.L) and iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) have volatilities of 4.67% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AREG.LDPYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.47%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

7.75%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

14.24%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

15.08%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

17.51%

-5.10%