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

Performance

AREG.L vs. IUSP.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 US Property Yield UCITS ETF (IUSP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
AREG.L
abrdn Future Real Estate UCITS ETF
2.37%0.47%4.44%
IUSP.L
iShares US Property Yield UCITS ETF
5.32%-3.93%12.73%

Returns By Period

In the year-to-date period, AREG.L achieves a 2.37% return, which is significantly lower than IUSP.L's 5.32% return.


AREG.L

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

IUSP.L

1D
-0.02%
1M
-4.93%
YTD
5.32%
6M
3.54%
1Y
2.53%
3Y*
6.12%
5Y*
5.62%
10Y*
5.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both AREG.L and IUSP.L have an expense ratio of 0.40%.


Return for Risk

AREG.L vs. IUSP.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

IUSP.L
IUSP.L Risk / Return Rank: 1616
Overall Rank
IUSP.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IUSP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IUSP.L Omega Ratio Rank: 1414
Omega Ratio Rank
IUSP.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IUSP.L Martin Ratio Rank: 1717
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. IUSP.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 US Property Yield UCITS ETF (IUSP.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.LIUSP.LDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.16

+0.16

Sortino ratio

Return per unit of downside risk

0.52

0.32

+0.20

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.02

Calmar ratio

Return relative to maximum drawdown

0.49

0.27

+0.22

Martin ratio

Return relative to average drawdown

1.65

0.79

+0.86

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

The current AREG.L Sharpe Ratio is 0.32, which is higher than the IUSP.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of AREG.L and IUSP.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.LIUSP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.16

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.04

Correlation

The correlation between AREG.L and IUSP.L is 0.91, 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. IUSP.L - Dividend Comparison

AREG.L has not paid dividends to shareholders, while IUSP.L's dividend yield for the trailing twelve months is around 4.21%.


TTM20252024202320222021202020192018201720162015
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%
IUSP.L
iShares US Property Yield UCITS ETF
4.21%4.31%3.87%4.00%4.62%2.87%4.40%4.08%5.87%4.28%4.37%4.41%

Drawdowns

AREG.L vs. IUSP.L - Drawdown Comparison

The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum IUSP.L drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for AREG.L and IUSP.L.


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Drawdown Indicators


AREG.LIUSP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-62.47%

+44.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-12.56%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

Current Drawdown

Current decline from peak

-7.41%

-7.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-5.74%

-11.21%

+5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.12%

-0.31%

Volatility

AREG.L vs. IUSP.L - Volatility Comparison

abrdn Future Real Estate UCITS ETF (AREG.L) has a higher volatility of 4.67% compared to iShares US Property Yield UCITS ETF (IUSP.L) at 4.31%. This indicates that AREG.L's price experiences larger fluctuations and is considered to be riskier than IUSP.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.LIUSP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.31%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

9.01%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

15.79%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

16.70%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

19.54%

-7.13%