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

Performance

XRES.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.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

XRES.L is traded in USD, while AREG.L is traded in GBp. To make them comparable, the AREG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRES.L achieves a 9.04% return, which is significantly higher than AREG.L's 4.70% return.


XRES.L

1D
-0.02%
1M
-0.28%
YTD
9.04%
6M
8.82%
1Y
9.37%
3Y*
9.53%
5Y*
2.78%
10Y*
6.39%

AREG.L

1D
0.06%
1M
-1.53%
YTD
4.70%
6M
5.22%
1Y
7.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
XRES.L
Invesco Real Estate S&P US Select Sector UCITS ETF Acc
9.04%3.99%10.72%
AREG.L
abrdn Future Real Estate UCITS ETF
4.70%8.05%4.09%

Correlation

The correlation between XRES.L and AREG.L is 0.84, 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

0.84

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

0.86

The correlation between XRES.L and AREG.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

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

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

XRES.L
XRES.L Risk / Return Rank: 2323
Overall Rank
XRES.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XRES.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
XRES.L Omega Ratio Rank: 2020
Omega Ratio Rank
XRES.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
XRES.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: 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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.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.


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

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

1.23

0.71

+0.52

Martin ratioReturn relative to average drawdown

3.26

2.44

+0.81

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

The current XRES.L Sharpe Ratio is 0.71, which is comparable to the AREG.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XRES.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


XRES.LAREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.64

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.57

-0.18

Drawdowns

XRES.L vs. AREG.L - Drawdown Comparison

The maximum XRES.L drawdown since its inception was -37.84%, which is greater than AREG.L's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for XRES.L and AREG.L.


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Drawdown Indicators


XRES.LAREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.84%

-20.06%

-17.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-11.08%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.95%

Max Drawdown (5Y)

Largest decline over 5 years

-34.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.84%

Current Drawdown

Current decline from peak

-3.19%

-5.48%

+2.29%

Average Drawdown

Average peak-to-trough decline

-10.17%

-5.36%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.24%

-0.37%

Volatility

XRES.L vs. AREG.L - Volatility Comparison

Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.L) has a higher volatility of 4.47% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 3.78%. This indicates that XRES.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


XRES.LAREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

3.78%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

9.63%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

12.25%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

13.96%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

13.96%

+4.93%

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

XRES.L has a 0.14% expense ratio, which is lower than AREG.L's 0.40% expense ratio.


Dividends

XRES.L vs. AREG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XRES.L and AREG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRES.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRES.L is cheaper with a 0.14% expense ratio, compared with 0.40% for AREG.L.

They also come from different issuers: Invesco and abrdn. Their fees differ too: 0.14% for XRES.L and 0.40% for AREG.L.

Portfolio Optimizer

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