XDER.L vs. AREG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and abrdn Future Real Estate UCITS ETF (AREG.L).

XDER.L and AREG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDER.L is a passively managed fund by Xtrackers that tracks the performance of the FTSE EPRA Nareit Developed Europe TR EUR. It was launched on Mar 25, 2010. AREG.L is an actively managed fund by abrdn. It was launched on Feb 22, 2023.

Performance

XDER.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and abrdn Future Real Estate UCITS ETF (AREG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
XDER.L Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C	-1.89%	11.17%	0.78%
AREG.L abrdn Future Real Estate UCITS ETF	2.37%	0.47%	4.44%

Returns By Period

In the year-to-date period, XDER.L achieves a -1.89% return, which is significantly lower than AREG.L's 2.37% return.

XDER.L

• 1D: 2.63%
• 1M: -10.17%
• YTD: -1.89%
• 6M: -0.36%
• 1Y: 8.46%
• 3Y*: 6.66%
• 5Y*: -2.59%
• 10Y*: 0.98%

AREG.L

• 1D: 0.86%
• 1M: -6.69%
• YTD: 2.37%
• 6M: 1.71%
• 1Y: 4.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

XDER.L has a 0.33% expense ratio, which is lower than AREG.L's 0.40% expense ratio.

AREG.L

abrdn Future Real Estate UCITS ETF

XDER.L

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C

Return for Risk

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

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

XDER.L

XDER.L Risk / Return Rank: 25
XDER.L Sharpe Ratio Rank: 26
XDER.L Sortino Ratio Rank: 25
XDER.L Omega Ratio Rank: 24
XDER.L Calmar Ratio Rank: 23
XDER.L Martin Ratio Rank: 24

AREG.L

AREG.L Risk / Return Rank: 19
AREG.L Sharpe Ratio Rank: 19
AREG.L Sortino Ratio Rank: 18
AREG.L Omega Ratio Rank: 18
AREG.L Calmar Ratio Rank: 20
AREG.L Martin Ratio Rank: 21

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.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.

	XDER.L	AREG.L	Difference
Sharpe ratio Return per unit of total volatility	0.51	0.32	+0.19
Sortino ratio Return per unit of downside risk	0.80	0.52	+0.28
Omega ratio Gain probability vs. loss probability	1.11	1.07	+0.04
Calmar ratio Return relative to maximum drawdown	0.55	0.49	+0.07
Martin ratio Return relative to average drawdown	1.98	1.65	+0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDER.L Sharpe Ratio is 0.51, which is higher than the AREG.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of XDER.L and AREG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDER.L	AREG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	0.32	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.30	+0.01

Correlation

The correlation between XDER.L and AREG.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDER.L vs. AREG.L - Dividend Comparison

Neither XDER.L nor AREG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XDER.L vs. AREG.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, 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 XDER.L and AREG.L.

Drawdown Indicators

	XDER.L	AREG.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.20%	-18.47%	-26.73%
Max Drawdown (1Y) Largest decline over 1 year	-16.58%	-9.99%	-6.59%
Max Drawdown (5Y) Largest decline over 5 years	-45.20%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.20%	—	—
Current Drawdown Current decline from peak	-27.11%	-7.41%	-19.70%
Average Drawdown Average peak-to-trough decline	-13.21%	-5.74%	-7.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.64%	2.81%	+1.83%

Volatility

XDER.L vs. AREG.L - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) has a higher volatility of 7.44% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 4.67%. This indicates that XDER.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.

Volatility by Period

	XDER.L	AREG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.44%	4.67%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	8.60%	+3.05%
Volatility (1Y) Calculated over the trailing 1-year period	16.51%	13.56%	+2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.92%	12.41%	+8.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.68%	12.41%	+6.27%