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

Performance

DPYG.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) and abrdn Future Real Estate UCITS ETF (AREG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DPYG.L is traded in GBP, while AREG.L is traded in GBp. To make them comparable, the AREG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPYG.L achieves a 6.70% return, which is significantly higher than AREG.L's 4.96% return.


DPYG.L

1D
0.24%
1M
-0.72%
YTD
6.70%
6M
7.50%
1Y
11.15%
3Y*
8.45%
5Y*
1.37%
10Y*

AREG.L

1D
0.01%
1M
-0.69%
YTD
4.96%
6M
4.44%
1Y
8.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DPYG.L and AREG.L is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2024

0.87

The correlation between DPYG.L and AREG.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

DPYG.L vs. AREG.L — Risk / Return Rank

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

DPYG.L
DPYG.L Risk / Return Rank: 2828
Overall Rank
DPYG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DPYG.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
DPYG.L Omega Ratio Rank: 2727
Omega Ratio Rank
DPYG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DPYG.L Martin Ratio Rank: 3030
Martin Ratio Rank

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
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.

DPYG.L vs. AREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) and abrdn Future Real Estate UCITS ETF (AREG.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.


DPYG.LAREG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.24

0.94

+0.30

Martin ratioReturn relative to average drawdown

4.23

2.93

+1.30

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

The current DPYG.L Sharpe Ratio is 1.00, which is comparable to the AREG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DPYG.L and AREG.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


DPYG.LAREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.78

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.37

-0.17

Drawdowns

DPYG.L vs. AREG.L - Drawdown Comparison

The maximum DPYG.L drawdown since its inception was -42.55%, which is greater than AREG.L's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for DPYG.L and AREG.L.


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Drawdown Indicators


DPYG.LAREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.55%

-18.47%

-24.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-9.54%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

Current Drawdown

Current decline from peak

-2.86%

-5.07%

+2.21%

Average Drawdown

Average peak-to-trough decline

-11.78%

-5.59%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.05%

-0.40%

Volatility

DPYG.L vs. AREG.L - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) has a higher volatility of 3.43% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 3.21%. This indicates that DPYG.L's price experiences larger fluctuations and is considered to be riskier than AREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPYG.LAREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.21%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

9.12%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

11.37%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

12.40%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

12.40%

+5.03%

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

DPYG.L has a 0.64% expense ratio, which is higher than AREG.L's 0.40% expense ratio.


Dividends

DPYG.L vs. AREG.L - Dividend Comparison

DPYG.L's dividend yield for the trailing twelve months is around 2.95%, while AREG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
DPYG.L
iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)
2.95%3.02%3.11%3.00%3.71%2.13%2.98%2.95%2.99%

Frequently Asked Questions


DPYG.L and AREG.L have a correlation of 0.84, 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 0.64% for DPYG.L.

They also come from different issuers: iShares and abrdn. Their fees differ too: 0.64% for DPYG.L and 0.40% for AREG.L.

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