This chapter examines real estate investment funds (REIFs) as the investment options available for Islamic funds in Türkiye. Quarterly and long-term net asset value (NAV) data were obtained to analyse the correlation and long-term relationships between several variables. A generalised method of moments (GMM) model is employed to estimate a dynamic panel regression. Furthermore, the information gathered on Türkiye REIFs (T-REIFs) has enabled the categorisation of T-REIF companies into three broad investment options: conventional REIFs, full-fledged Islamic REIFs, and hybrid T-REIF windows, in which investors in T-REIFs can invest. The findings indicate that not all T-REIFs have made substantial investments in the real estate sectors. Additionally, the portfolio diversification of these T-REIFs is markedly different from that of other T-REIFs. Some T-REIFs have experienced a sudden price increase, while others have appreciated only gradually. The findings also show that lagged T-REIF prices, time deposits, public debt instruments, and investments in various sectors have a significant impact on current price movements in T-REIFs (Islamic T-REIFs). However, real estate investment (REI) did not significantly predict price movements in T-IREIFs. In contrast, REI and time deposits exert a significant impact on price movements in conventional T-REIFs (T-CREIFs). Future event studies, along with improved data, are recommended.