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

IUSP.L vs. AREG.L

Last updated Jun 5, 2026

IUSP.L (iShares US Property Yield UCITS ETF) and AREG.L (abrdn Future Real Estate UCITS ETF) are both REIT funds. IUSP.L is passively managed, while AREG.L is actively managed. Over the past year, IUSP.L returned 16.59% vs 8.96% for AREG.L. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

IUSP.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Property Yield UCITS ETF (IUSP.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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Returns By Period

In the year-to-date period, IUSP.L achieves a 13.45% return, which is significantly higher than AREG.L's 4.96% return.

IUSP.L

1D
0.01%
1M
2.07%
YTD
13.45%
6M
13.27%
1Y
16.59%
3Y*
8.66%
5Y*
5.55%
10Y*
6.52%

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)

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

2026 (YTD)20252024
IUSP.L
iShares US Property Yield UCITS ETF		13.45%-3.93%12.73%
AREG.L
abrdn Future Real Estate UCITS ETF		4.96%0.47%4.44%

Correlation

The correlation between IUSP.L and AREG.L is 0.89, 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

0.89

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

0.91

The correlation between IUSP.L and AREG.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares US Property Yield UCITS ETF

abrdn Future Real Estate UCITS ETF

Often compared with IUSP.L:
IUSP.L vs. IWDP.LIUSP.L vs. IPRP.LIUSP.L vs. VNQIUSP.L vs. IUKP.LIUSP.L vs. BBOX.LIUSP.L vs. HPRO.LIUSP.L vs. GBRE.L
Often compared with AREG.L:
AREG.L vs. GLRA.LAREG.L vs. WNEW.LAREG.L vs. XDER.LAREG.L vs. IASP.LAREG.L vs. HPRD.LAREG.L vs. GBRE.LAREG.L vs. DPYA.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSP.L
IUSP.L Risk / Return Rank: 4141
Overall Rank
IUSP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IUSP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
IUSP.L Omega Ratio Rank: 3636
Omega Ratio Rank
IUSP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUSP.L Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IUSP.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.

IUSP.LAREG.LDifference
Sharpe ratioReturn per unit of total volatility
1.31
0.78

+0.53

Sortino ratioReturn per unit of downside risk
1.89
1.17

+0.71

Omega ratioGain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratioReturn relative to maximum drawdown

2.59

0.94

+1.65

Martin ratioReturn relative to average drawdown

6.00

2.93

+3.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUSP.L Sharpe Ratio is 1.31, which is higher than the AREG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IUSP.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

IUSP.LAREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.78

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.37

-0.03

Drawdowns

IUSP.L vs. AREG.L - Drawdown Comparison

The maximum IUSP.L drawdown since its inception was -62.68%, 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 IUSP.L and AREG.L.

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Drawdown Indicators

IUSP.LAREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.68%

-18.47%

-44.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-9.54%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

—

—

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

-2.07%

-5.07%

+3.00%

Average Drawdown

Average peak-to-trough decline

-11.16%

-5.59%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.05%

-0.29%

Volatility

IUSP.L vs. AREG.L - Volatility Comparison

iShares US Property Yield UCITS ETF (IUSP.L) has a higher volatility of 3.53% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 3.21%. This indicates that IUSP.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

IUSP.LAREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.21%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

9.12%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

11.37%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

12.40%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

12.40%

+7.04%

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

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

Dividends

IUSP.L vs. AREG.L - Dividend Comparison

IUSP.L's dividend yield for the trailing twelve months is around 4.01%, 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%
IUSP.L
iShares US Property Yield UCITS ETF		4.01%4.31%3.87%4.00%4.62%2.87%4.40%4.08%5.87%4.28%4.37%4.42%

Frequently Asked Questions

IUSP.L and AREG.L have a correlation of 0.89, 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.

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

They also come from different issuers: iShares and abrdn.

Portfolio Optimizer

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