AREG.L vs. IWDP.L
Compare and contrast key facts about abrdn Future Real Estate UCITS ETF (AREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L).
AREG.L and IWDP.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. IWDP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006.
Performance
AREG.L vs. IWDP.L - Performance Comparison
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AREG.L vs. IWDP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AREG.L abrdn Future Real Estate UCITS ETF | 2.37% | 0.47% | 4.44% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 2.63% | 1.71% | 6.61% |
Returns By Period
In the year-to-date period, AREG.L achieves a 2.37% return, which is significantly lower than IWDP.L's 2.63% return.
AREG.L
- 1D
- 0.86%
- 1M
- -6.69%
- YTD
- 2.37%
- 6M
- 1.71%
- 1Y
- 4.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWDP.L
- 1D
- 0.47%
- 1M
- -6.32%
- YTD
- 2.63%
- 6M
- 1.75%
- 1Y
- 4.68%
- 3Y*
- 4.22%
- 5Y*
- 2.30%
- 10Y*
- 3.52%
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AREG.L vs. IWDP.L - Expense Ratio Comparison
AREG.L has a 0.40% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.
Return for Risk
AREG.L vs. IWDP.L — Risk / Return Rank
AREG.L
IWDP.L
AREG.L vs. IWDP.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 Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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 | IWDP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.36 | -0.04 |
Sortino ratioReturn per unit of downside risk | 0.52 | 0.56 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.57 | -0.08 |
Martin ratioReturn relative to average drawdown | 1.65 | 1.80 | -0.14 |
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 | IWDP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.36 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.26 | +0.04 |
Correlation
The correlation between AREG.L and IWDP.L is 0.96, 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. IWDP.L - Dividend Comparison
AREG.L has not paid dividends to shareholders, while IWDP.L's dividend yield for the trailing twelve months is around 3.07%.
| 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% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.07% | 3.13% | 3.17% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
Drawdowns
AREG.L vs. IWDP.L - Drawdown Comparison
The maximum AREG.L drawdown since its inception was -18.47%, smaller than the maximum IWDP.L drawdown of -59.04%. Use the drawdown chart below to compare losses from any high point for AREG.L and IWDP.L.
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Drawdown Indicators
| AREG.L | IWDP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -59.04% | +40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -9.70% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.66% | — |
Current DrawdownCurrent decline from peak | -7.41% | -7.22% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -11.11% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.73% | +0.08% |
Volatility
AREG.L vs. IWDP.L - Volatility Comparison
abrdn Future Real Estate UCITS ETF (AREG.L) has a higher volatility of 4.67% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) at 4.18%. This indicates that AREG.L's price experiences larger fluctuations and is considered to be riskier than IWDP.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 | IWDP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.18% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 8.17% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 13.07% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.41% | 13.79% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 15.58% | -3.17% |