AREG.L vs. GLRA.L
Compare and contrast key facts about abrdn Future Real Estate UCITS ETF (AREG.L) and SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L).
AREG.L and GLRA.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. GLRA.L is a passively managed fund by State Street that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 16, 2019.
Performance
AREG.L vs. GLRA.L - Performance Comparison
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AREG.L vs. GLRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AREG.L abrdn Future Real Estate UCITS ETF | 2.37% | 0.47% | 4.44% |
GLRA.L SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap | 3.48% | 2.20% | 6.74% |
Different Trading Currencies
AREG.L is traded in GBp, while GLRA.L is traded in USD. To make them comparable, the GLRA.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 lower than GLRA.L's 3.48% return.
AREG.L
- 1D
- 0.86%
- 1M
- -6.69%
- YTD
- 2.37%
- 6M
- 1.71%
- 1Y
- 4.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLRA.L
- 1D
- 1.26%
- 1M
- -5.30%
- YTD
- 3.48%
- 6M
- 3.79%
- 1Y
- 5.67%
- 3Y*
- 4.71%
- 5Y*
- 3.16%
- 10Y*
- —
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AREG.L vs. GLRA.L - Expense Ratio Comparison
Both AREG.L and GLRA.L have an expense ratio of 0.40%.
Return for Risk
AREG.L vs. GLRA.L — Risk / Return Rank
AREG.L
GLRA.L
AREG.L vs. GLRA.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 SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.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 | GLRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.37 | -0.05 |
Sortino ratioReturn per unit of downside risk | 0.52 | 0.60 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.74 | -0.25 |
Martin ratioReturn relative to average drawdown | 1.65 | 2.36 | -0.70 |
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 | GLRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.37 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.03 | +0.26 |
Correlation
The correlation between AREG.L and GLRA.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. GLRA.L - Dividend Comparison
Neither AREG.L nor GLRA.L has paid dividends to shareholders.
Drawdowns
AREG.L vs. GLRA.L - Drawdown Comparison
The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum GLRA.L drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for AREG.L and GLRA.L.
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Drawdown Indicators
| AREG.L | GLRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -38.24% | +19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -11.74% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.18% | — |
Current DrawdownCurrent decline from peak | -7.41% | -8.24% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -15.41% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.59% | +0.22% |
Volatility
AREG.L vs. GLRA.L - Volatility Comparison
The current volatility for abrdn Future Real Estate UCITS ETF (AREG.L) is 4.67%, while SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) has a volatility of 5.92%. This indicates that AREG.L experiences smaller price fluctuations and is considered to be less risky than GLRA.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 | GLRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 5.92% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 10.02% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 15.32% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 15.80% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 20.83% | -8.42% |