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

Performance

GBRE.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.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

GBRE.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, GBRE.L achieves a 6.19% return, which is significantly higher than AREG.L's 4.96% return.


GBRE.L

1D
0.29%
1M
-1.75%
YTD
6.19%
6M
5.11%
1Y
11.03%
3Y*
5.36%
5Y*
2.07%
10Y*
3.81%

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)

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


2026 (YTD)20252024
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
6.19%1.33%6.26%
AREG.L
abrdn Future Real Estate UCITS ETF
4.96%0.47%4.44%

Correlation

The correlation between GBRE.L and AREG.L is 0.95, 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

0.95

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

0.96

The correlation between GBRE.L and AREG.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

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

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

GBRE.L
GBRE.L Risk / Return Rank: 2828
Overall Rank
GBRE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBRE.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GBRE.L Omega Ratio Rank: 2626
Omega Ratio Rank
GBRE.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
GBRE.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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.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.


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

+0.20

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.28

0.94

+0.34

Martin ratioReturn relative to average drawdown

4.35

2.93

+1.42

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

The current GBRE.L Sharpe Ratio is 0.98, which is comparable to the AREG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GBRE.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


GBRE.LAREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.78

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.37

0.00

Drawdowns

GBRE.L vs. AREG.L - Drawdown Comparison

The maximum GBRE.L drawdown since its inception was -35.15%, 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 GBRE.L and AREG.L.


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Drawdown Indicators


GBRE.LAREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-18.47%

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-9.54%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

Current Drawdown

Current decline from peak

-5.92%

-5.07%

-0.85%

Average Drawdown

Average peak-to-trough decline

-9.97%

-5.59%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.05%

-0.49%

Volatility

GBRE.L vs. AREG.L - Volatility Comparison

SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) has a higher volatility of 3.39% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 3.21%. This indicates that GBRE.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


GBRE.LAREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.21%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

9.12%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.37%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

12.40%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

12.40%

+3.58%

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

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


Dividends

GBRE.L vs. AREG.L - Dividend Comparison

GBRE.L's dividend yield for the trailing twelve months is around 0.75%, while AREG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
0.75%1.45%2.73%2.66%2.84%1.79%2.76%3.25%4.30%3.99%2.40%2.09%

Frequently Asked Questions


With a correlation of 0.95, GBRE.L and AREG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GBRE.L and AREG.L have the same expense ratio: 0.40% per year.

They also come from different issuers: State Street and abrdn.

Portfolio Optimizer

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