AREG.L vs. IUKP.L
AREG.L (abrdn Future Real Estate UCITS ETF) and IUKP.L (iShares UK Property UCITS ETF) are both REIT funds. AREG.L is actively managed, while IUKP.L is passively managed. Over the past year, AREG.L returned 8.96% vs -4.48% for IUKP.L. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.
Performance
AREG.L vs. IUKP.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 higher than IUKP.L's -3.75% return.
AREG.L
- 1D
- 0.01%
- 1M
- -0.69%
- YTD
- 4.96%
- 6M
- 4.44%
- 1Y
- 8.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUKP.L
- 1D
- 0.96%
- 1M
- 1.62%
- YTD
- -3.75%
- 6M
- -2.64%
- 1Y
- -4.48%
- 3Y*
- -3.49%
- 5Y*
- -7.61%
- 10Y*
- -4.20%
AREG.L vs. IUKP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AREG.L abrdn Future Real Estate UCITS ETF | 4.96% | 0.47% | 4.44% |
IUKP.L iShares UK Property UCITS ETF | -3.75% | 4.80% | -9.30% |
Correlation
The correlation between AREG.L and IUKP.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2024 | 0.61 |
The correlation between AREG.L and IUKP.L has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.
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Return for Risk
AREG.L vs. IUKP.L — Risk / Return Rank
AREG.L
IUKP.L
AREG.L vs. IUKP.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 UK Property UCITS ETF (IUKP.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 | IUKP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | -0.25 | +1.19 |
| Martin ratioReturn relative to average drawdown | 2.93 | -0.58 | +3.51 |
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 | IUKP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | -0.24 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.36 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | -0.18 | +0.55 |
Drawdowns
AREG.L vs. IUKP.L - Drawdown Comparison
The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum IUKP.L drawdown of -81.01%. Use the drawdown chart below to compare losses from any high point for AREG.L and IUKP.L.
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Drawdown Indicators
| AREG.L | IUKP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -81.01% | +62.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -17.67% | +8.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.63% | — |
Current DrawdownCurrent decline from peak | -5.07% | -61.46% | +56.39% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -51.12% | +45.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 7.72% | -4.67% |
Volatility
AREG.L vs. IUKP.L - Volatility Comparison
The current volatility for abrdn Future Real Estate UCITS ETF (AREG.L) is 3.21%, while iShares UK Property UCITS ETF (IUKP.L) has a volatility of 6.51%. This indicates that AREG.L experiences smaller price fluctuations and is considered to be less risky than IUKP.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 | IUKP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 6.51% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 15.21% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 18.88% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 21.29% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 20.84% | -8.44% |
AREG.L vs. IUKP.L - Expense Ratio Comparison
Both AREG.L and IUKP.L have an expense ratio of 0.40%.
Dividends
AREG.L vs. IUKP.L - Dividend Comparison
AREG.L has not paid dividends to shareholders, while IUKP.L's dividend yield for the trailing twelve months is around 0.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
IUKP.L iShares UK Property UCITS ETF | 0.04% | 0.04% | 0.05% | 0.04% | 0.04% | 0.02% | 0.02% | 0.03% | 0.04% | 0.03% | 0.03% | 0.02% |
Frequently Asked Questions
AREG.L and IUKP.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AREG.L and IUKP.L have the same expense ratio: 0.40% per year.
They also come from different issuers: abrdn and iShares.
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