- Issuer
- Russell
- Inception Date
- Apr 1, 2015
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell Investments Australian Responsible Investment Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
RARI.AX Performance Chart
Russell Investments Australian Responsible Investment ETF (RARI.AX) is down 1.3% since the beginning of the year. RARI.AX is currently trading at A$29 per share. Investors who bought A$1,000 worth of RARI.AX shares 5 years ago would now be looking at an investment worth A$1,405.
Loading charts...
Returns By Period
Russell Investments Australian Responsible Investment ETF (RARI.AX) has returned -1.34% so far this year and 0.07% over the past 12 months. Over the last ten years, RARI.AX has returned 7.38% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.
Russell Investments Australian Responsible Investment ETF
- 1D
- 0.52%
- 1M
- 0.66%
- 6M
- -1.18%
- YTD
- -1.34%
- 1Y
- 0.07%
- 3Y*
- 10.26%
- 5Y*
- 7.03%
- 10Y*
- 7.38%
Benchmark (S&P 500 Index)
- 1D
- 0.12%
- 1M
- 1.38%
- 6M
- 4.49%
- YTD
- 5.58%
- 1Y
- 12.98%
- 3Y*
- 18.01%
- 5Y*
- 13.12%
- 10Y*
- 14.27%
RARI.AX Monthly Returns History
Based on dividend-adjusted daily data since Apr 1, 2015, RARI.AX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2020 at -23.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, RARI.AX closed higher 53% of trading days. The best single day was Mar 26, 2020 with a return of +6.9%, while the worst single day was Mar 18, 2020 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.55% | 2.23% | -6.75% | 1.79% | -1.25% | 3.22% | 0.31% | -1.34% | |||||
| 2025 | 4.32% | -3.34% | -2.74% | 4.58% | 4.44% | 1.42% | 1.50% | 3.12% | -0.56% | 0.44% | -3.12% | 0.65% | 10.72% |
| 2024 | 2.29% | 1.90% | 3.98% | -3.97% | 0.07% | 1.83% | 5.32% | 1.31% | 1.57% | -1.00% | 4.30% | -2.06% | 16.25% |
| 2023 | 5.36% | -1.53% | -2.26% | 3.25% | -2.01% | 0.26% | 2.82% | -0.68% | -3.52% | -5.52% | 7.07% | 7.82% | 10.55% |
| 2022 | -7.85% | 1.59% | 6.17% | 0.23% | -3.39% | -8.49% | 6.72% | 0.12% | -7.91% | 6.83% | 5.03% | -2.82% | -5.50% |
| 2021 | -1.71% | 1.09% | 4.00% | 3.10% | 2.89% | 2.25% | 0.19% | 3.83% | -1.45% | 1.36% | -1.12% | 2.38% | 17.90% |
Benchmark Metrics
Russell Investments Australian Responsible Investment ETF has an annualized alpha of 5.31%, beta of 0.13, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since April 01, 2015.
- This ETF participated in 83.90% of S&P 500 Index downside but only 60.06% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.13 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.31%
- Beta
- 0.13
- R²
- 0.02
- Upside Capture
- 60.06%
- Downside Capture
- 83.90%
Return for Risk
Risk / Return Rank
RARI.AX ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments Australian Responsible Investment ETF (RARI.AX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RARI.AX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.11 | -1.07 |
| Martin ratioReturn relative to average drawdown | 0.08 | 3.10 | -3.02 |
Dividends
Dividend History
Russell Investments Australian Responsible Investment ETF provided a 5.77% dividend yield over the last twelve months, with an annual payout of A$1.68 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | A$1.68 | A$1.32 | A$0.97 | A$0.99 | A$0.88 | A$0.93 | A$0.90 | A$2.18 | A$1.47 | A$1.33 | A$1.33 | A$0.70 |
Dividend yield | 5.77% | 4.29% | 3.36% | 3.86% | 3.64% | 3.47% | 3.86% | 8.64% | 6.51% | 5.30% | 5.47% | 3.05% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Australian Responsible Investment ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.15 | A$0.00 | A$1.15 | |||||
| 2025 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.79 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.53 | A$1.32 |
| 2024 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.49 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.48 | A$0.97 |
| 2023 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.49 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.51 | A$0.99 |
| 2022 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.40 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.49 | A$0.88 |
| 2021 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.43 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.49 | A$0.93 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Russell Investments Australian Responsible Investment ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Russell Investments Australian Responsible Investment ETF was 38.54%, occurring on Mar 23, 2020. Recovery took 303 trading sessions.
The current Russell Investments Australian Responsible Investment ETF drawdown is 7.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.54%Mar 2020 | 1mo 1d | 1y 2mo | 1y 3moFeb 2020 - Jun 2021 | COVID crash2020 |
-17.09%Feb 2016 | 10mo 3d | 5mo 23d | 1y 3moApr 2015 - Aug 2016 | — |
-15.93%Jun 2022 | 5mo 12d | 7mo 21d | 1y 28dJan 2022 - Feb 2023 | Bear market2022 |
-13.74%Dec 2018 | 3mo 22d | 2mo 16d | 6mo 8dAug 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-11.77%May 2026 | 6mo 22d | — | 8mo 21dOct 2025 - now | — |
Drawdown Indicators
| RARI.AX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -41.07% | +2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -11.69% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -11.77% | -17.74% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -15.93% | -22.01% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -24.71% | -13.83% |
Current DrawdownCurrent decline from peak | -7.02% | -0.60% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -11.02% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 4.20% | +2.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with RARI.AX
Add Russell Investments Australian Responsible Investment ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with RARI.AX