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

Performance

AREG.L vs. DTRE.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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF Dist (DTRE.L). The values are adjusted to include any dividend payments, if applicable.

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

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


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

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

AREG.L
AREG.L Risk / Return Rank: 2222
Overall Rank
AREG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AREG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
AREG.L Omega Ratio Rank: 2121
Omega Ratio Rank
AREG.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
AREG.L Martin Ratio Rank: 2323
Martin Ratio Rank

DTRE.L
DTRE.L Risk / Return Rank: 2424
Overall Rank
DTRE.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DTRE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
DTRE.L Omega Ratio Rank: 2222
Omega Ratio Rank
DTRE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DTRE.L Martin Ratio Rank: 2626
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. 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.LDTRE.LDifference
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

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

The current AREG.L Sharpe Ratio is 0.78, which is comparable to the DTRE.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AREG.L and DTRE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AREG.LDTRE.LDifference

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.LDTRE.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.07%

-18.18%

+13.11%

Average Drawdown

Average peak-to-trough decline

-5.59%

-20.26%

+14.67%

Ulcer Index

Depth 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.LDTRE.LDifference

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%.


PositionTTM2025202420232022
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.

Portfolio Optimizer

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