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

Performance

TREG.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Global Real Estate UCITS ETF (TREG.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

TREG.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, TREG.L achieves a 2.95% return, which is significantly lower than AREG.L's 4.94% return.


TREG.L

1D
-0.38%
1M
-3.10%
YTD
2.95%
6M
1.90%
1Y
10.15%
3Y*
7.67%
5Y*
3.19%
10Y*

AREG.L

1D
0.53%
1M
-1.99%
YTD
4.94%
6M
4.49%
1Y
8.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
TREG.L
VanEck Global Real Estate UCITS ETF
2.95%6.62%6.94%
AREG.L
abrdn Future Real Estate UCITS ETF
4.94%0.47%4.44%

Correlation

The correlation between TREG.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

0.95

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

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Return for Risk

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

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

TREG.L
TREG.L Risk / Return Rank: 2424
Overall Rank
TREG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 2323
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREG.L Martin Ratio Rank: 2525
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: 2020
Calmar Ratio Rank
AREG.L Martin Ratio Rank: 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TREG.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.


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

+0.11

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

1.08

0.93

+0.15

Martin ratioReturn relative to average drawdown

3.50

2.91

+0.59

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

The current TREG.L Sharpe Ratio is 0.89, which is comparable to the AREG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TREG.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


TREG.LAREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.78

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.37

-0.14

Drawdowns

TREG.L vs. AREG.L - Drawdown Comparison

The maximum TREG.L drawdown since its inception was -35.66%, 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 TREG.L and AREG.L.


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Drawdown Indicators


TREG.LAREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.66%

-18.47%

-17.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.54%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-6.88%

-5.08%

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.40%

-5.60%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.04%

-0.15%

Volatility

TREG.L vs. AREG.L - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TREG.L) and abrdn Future Real Estate UCITS ETF (AREG.L) have volatilities of 3.46% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TREG.LAREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

3.45%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

9.16%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

11.37%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

12.41%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

12.41%

+4.56%

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

TREG.L has a 0.25% expense ratio, which is lower than AREG.L's 0.40% expense ratio.


Dividends

TREG.L vs. AREG.L - Dividend Comparison

TREG.L's dividend yield for the trailing twelve months is around 3.43%, while AREG.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AREG.L
abrdn Future Real Estate UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TREG.L
VanEck Global Real Estate UCITS ETF
3.43%3.57%3.48%3.64%4.54%1.82%4.49%3.41%

Frequently Asked Questions


With a correlation of 0.95, TREG.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.

On fees, TREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TREG.L is cheaper with a 0.25% expense ratio, compared with 0.40% for AREG.L.

They also come from different issuers: VanEck and abrdn. Their fees differ too: 0.25% for TREG.L and 0.40% for AREG.L.

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