PortfoliosLab logoPortfoliosLab logo
ETFB Green SRI REITs ETF (RITA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US26922B4023
Issuer
ETFB
Inception Date
Dec 8, 2021
Region
Developed Markets (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETFB Green SRI REITs ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

ETFB Green SRI REITs ETF (RITA) has returned 0.36% so far this year and 3.08% over the past 12 months.


ETFB Green SRI REITs ETF

1D
2.00%
1M
-6.36%
YTD
0.36%
6M
-0.19%
1Y
3.08%
3Y*
4.07%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2021, RITA's average daily return is -0.01%, while the average monthly return is -0.13%.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2023 with a return of +10.2%, while the worst month was Sep 2022 at -12.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RITA closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +7.1%, while the worst single day was Jun 13, 2022 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.25%4.82%-6.36%0.36%
20251.68%2.59%-3.00%-1.54%1.98%0.19%-1.53%3.44%0.80%-1.08%2.61%-2.02%3.93%
2024-4.02%-0.35%3.39%-5.91%4.07%2.22%4.60%6.66%2.32%-4.45%3.10%-8.42%1.93%
202310.20%-4.23%-1.97%2.77%-4.12%3.39%1.95%-1.84%-7.11%-5.26%9.03%8.37%9.66%
2022-7.68%-4.08%6.26%-4.60%-8.54%-7.68%8.50%-6.41%-11.99%1.86%7.58%-4.77%-29.30%
20215.53%5.53%

Benchmark Metrics

ETFB Green SRI REITs ETF has an annualized alpha of -7.83%, beta of 0.69, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since December 10, 2021.

  • This ETF participated in 112.09% of S&P 500 Index downside but only 65.12% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R² of 0.46 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 0.46 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-7.83%
Beta
0.69
0.46
Upside Capture
65.12%
Downside Capture
112.09%

Expense Ratio

RITA has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RITA ranks 17 for risk / return — in the bottom 17% 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.


RITA Risk / Return Rank: 1717
Overall Rank
RITA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RITA Sortino Ratio Rank: 1515
Sortino Ratio Rank
RITA Omega Ratio Rank: 1616
Omega Ratio Rank
RITA Calmar Ratio Rank: 1818
Calmar Ratio Rank
RITA Martin Ratio Rank: 2020
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and compare them to a chosen benchmark (S&P 500 Index).


RITABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.90

-0.70

Sortino ratio

Return per unit of downside risk

0.38

1.39

-1.01

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.29

1.40

-1.11

Martin ratio

Return relative to average drawdown

1.21

6.61

-5.39

Explore RITA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

ETFB Green SRI REITs ETF provided a 2.85% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.55$0.49$0.60$0.63$0.44$0.05

Dividend yield

2.85%2.50%3.12%3.25%2.41%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for ETFB Green SRI REITs ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.15
2025$0.00$0.00$0.08$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.07$0.49
2024$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.17$0.60
2023$0.00$0.00$0.10$0.00$0.00$0.21$0.00$0.00$0.16$0.00$0.00$0.15$0.63
2022$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.14$0.44
2021$0.05$0.05

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 graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the ETFB Green SRI REITs 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 ETFB Green SRI REITs ETF was 35.92%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current ETFB Green SRI REITs ETF drawdown is 17.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.92%Jan 3, 2022198Oct 14, 2022
-1.07%Dec 14, 20211Dec 14, 20211Dec 15, 20212
-0.6%Dec 16, 20213Dec 20, 20212Dec 22, 20215
-0.2%Dec 23, 20211Dec 23, 20211Dec 27, 20212

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...