R8T.DE vs. ARAW.DE

Last updated Apr 2, 2026

Compare and contrast key facts about abrdn Future Real Estate UCITS ETF (R8T.DE) and abrdn Future Raw Materials UCITS ETF (ARAW.DE).

R8T.DE and ARAW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. R8T.DE is an actively managed fund by abrdn. It was launched on Feb 22, 2023. ARAW.DE is an actively managed fund by abrdn. It was launched on May 9, 2025.

Performance

R8T.DE vs. ARAW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Real Estate UCITS ETF (R8T.DE) and abrdn Future Raw Materials UCITS ETF (ARAW.DE). The values are adjusted to include any dividend payments, if applicable.

R8T.DE vs. ARAW.DE - Yearly Performance Comparison

	2026 (YTD)	2025
R8T.DE abrdn Future Real Estate UCITS ETF	2.57%	0.09%
ARAW.DE abrdn Future Raw Materials UCITS ETF	17.38%	94.76%

Returns By Period

In the year-to-date period, R8T.DE achieves a 2.57% return, which is significantly lower than ARAW.DE's 17.38% return.

R8T.DE

• 1D: 0.97%
• 1M: -6.48%
• YTD: 2.57%
• 6M: 1.66%
• 1Y: 0.19%
• 3Y*: 3.24%
• 5Y*: —
• 10Y*: —

ARAW.DE

• 1D: 4.84%
• 1M: -10.54%
• YTD: 17.38%
• 6M: 46.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

R8T.DE vs. ARAW.DE - Expense Ratio Comparison

R8T.DE has a 0.40% expense ratio, which is lower than ARAW.DE's 0.45% expense ratio.

ARAW.DE

abrdn Future Raw Materials UCITS ETF

R8T.DE

abrdn Future Real Estate UCITS ETF

Return for Risk

R8T.DE vs. ARAW.DE — Risk / Return Rank

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

R8T.DE

R8T.DE Risk / Return Rank: 12
R8T.DE Sharpe Ratio Rank: 12
R8T.DE Sortino Ratio Rank: 12
R8T.DE Omega Ratio Rank: 13
R8T.DE Calmar Ratio Rank: 12
R8T.DE Martin Ratio Rank: 12

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.

R8T.DE vs. ARAW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Real Estate UCITS ETF (R8T.DE) and abrdn Future Raw Materials UCITS ETF (ARAW.DE). 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.

	R8T.DE	ARAW.DE	Difference
Sharpe ratio Return per unit of total volatility	0.01	—	—
Sortino ratio Return per unit of downside risk	0.20	—	—
Omega ratio Gain probability vs. loss probability	1.04	—	—
Calmar ratio Return relative to maximum drawdown	0.03	—	—
Martin ratio Return relative to average drawdown	0.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	R8T.DE	ARAW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	5.00	-4.90

Correlation

The correlation between R8T.DE and ARAW.DE is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

R8T.DE vs. ARAW.DE - Dividend Comparison

Neither R8T.DE nor ARAW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

R8T.DE vs. ARAW.DE - Drawdown Comparison

The maximum R8T.DE drawdown since its inception was -21.76%, which is greater than ARAW.DE's maximum drawdown of -20.41%. Use the drawdown chart below to compare losses from any high point for R8T.DE and ARAW.DE.

Drawdown Indicators

	R8T.DE	ARAW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.76%	-20.41%	-1.35%
Max Drawdown (1Y) Largest decline over 1 year	-18.35%	—	—
Current Drawdown Current decline from peak	-14.50%	-10.61%	-3.89%
Average Drawdown Average peak-to-trough decline	-7.36%	-2.70%	-4.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.88%	—	—

Volatility

Volatility by Period

	R8T.DE	ARAW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.24%	30.33%	-4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	30.33%	-11.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	30.33%	-11.50%