AREG.L vs. DTRE.L
AREG.L (abrdn Future Real Estate UCITS ETF) and DTRE.L (First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist) are both REIT funds. AREG.L is actively managed, while DTRE.L is passively managed. Over the past year, AREG.L returned 8.96% vs 9.85% for DTRE.L. Their correlation of 0.84 suggests significant overlap in exposure. AREG.L charges 0.40%/yr vs 0.60%/yr for DTRE.L.
Performance
AREG.L vs. DTRE.L - Performance Comparison
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Returns By Period
In the year-to-date period, AREG.L achieves a 4.96% return, which is significantly lower than DTRE.L's 6.86% return.
AREG.L
- 1D
- 0.01%
- 1M
- -0.69%
- YTD
- 4.96%
- 6M
- 4.44%
- 1Y
- 8.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DTRE.L
- 1D
- 0.22%
- 1M
- 1.70%
- YTD
- 6.86%
- 6M
- 7.79%
- 1Y
- 9.85%
- 3Y*
- 1.50%
- 5Y*
- —
- 10Y*
- —
AREG.L vs. DTRE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AREG.L abrdn Future Real Estate UCITS ETF | 4.96% | 0.47% | 4.44% |
DTRE.L First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist | 6.86% | 0.17% | -1.67% |
Correlation
The correlation between AREG.L and DTRE.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2024 | 0.84 |
The correlation between AREG.L and DTRE.L has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
AREG.L vs. DTRE.L — Risk / Return Rank
AREG.L
DTRE.L
AREG.L vs. DTRE.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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.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 | DTRE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.18 | -0.25 |
| Martin ratioReturn relative to average drawdown | 2.93 | 3.52 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AREG.L | DTRE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | -0.25 | +0.62 |
Drawdowns
AREG.L vs. DTRE.L - Drawdown Comparison
The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum DTRE.L drawdown of -31.20%. Use the drawdown chart below to compare losses from any high point for AREG.L and DTRE.L.
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Drawdown Indicators
| AREG.L | DTRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -31.20% | +12.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -8.29% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.76% | — |
Current DrawdownCurrent decline from peak | -5.07% | -18.18% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -20.26% | +14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.79% | +0.26% |
Volatility
AREG.L vs. DTRE.L - Volatility Comparison
The current volatility for abrdn Future Real Estate UCITS ETF (AREG.L) is 3.21%, while First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.L) has a volatility of 4.08%. This indicates that AREG.L experiences smaller price fluctuations and is considered to be less risky than DTRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AREG.L | DTRE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.08% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.35% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 12.56% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 15.82% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 15.82% | -3.42% |
AREG.L vs. DTRE.L - Expense Ratio Comparison
AREG.L has a 0.40% expense ratio, which is lower than DTRE.L's 0.60% expense ratio.
Dividends
AREG.L vs. DTRE.L - Dividend Comparison
AREG.L has not paid dividends to shareholders, while DTRE.L's dividend yield for the trailing twelve months is around 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AREG.L abrdn Future Real Estate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTRE.L First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist | 2.61% | 2.74% | 2.42% | 2.20% | 1.17% |
Frequently Asked Questions
AREG.L and DTRE.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AREG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AREG.L is cheaper with a 0.40% expense ratio, compared with 0.60% for DTRE.L.
They also come from different issuers: abrdn and First Trust. Their fees differ too: 0.40% for AREG.L and 0.60% for DTRE.L.
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