RITA vs. DRN
RITA (ETFB Green SRI REITs ETF) and DRN (Direxion Daily Real Estate Bull 3x Shares) are both REIT funds - RITA tracks the FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross while DRN tracks the MSCI US REIT Index (300%). Both are passively managed. Over the past 3 years, RITA returned 7.99%/yr vs 12.52%/yr for DRN. Their correlation of 0.93 suggests significant overlap in exposure. RITA charges 0.50%/yr vs 0.99%/yr for DRN.
Performance
RITA vs. DRN - Performance Comparison
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Returns By Period
In the year-to-date period, RITA achieves a 9.63% return, which is significantly lower than DRN's 29.87% return.
RITA
- 1D
- 1.14%
- 1M
- 0.63%
- YTD
- 9.63%
- 6M
- 9.64%
- 1Y
- 10.95%
- 3Y*
- 7.99%
- 5Y*
- —
- 10Y*
- —
DRN
- 1D
- 3.48%
- 1M
- 0.92%
- YTD
- 29.87%
- 6M
- 31.25%
- 1Y
- 12.29%
- 3Y*
- 12.52%
- 5Y*
- -10.17%
- 10Y*
- -4.65%
RITA vs. DRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RITA ETFB Green SRI REITs ETF | 9.63% | 3.93% | 1.93% | 9.66% | -29.30% | 4.81% |
DRN Direxion Daily Real Estate Bull 3x Shares | 29.87% | -11.24% | -5.29% | 12.03% | -67.26% | 13.13% |
Correlation
The correlation between RITA and DRN is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021 | 0.93 |
The correlation between RITA and DRN has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
RITA vs. DRN — Risk / Return Rank
RITA
DRN
RITA vs. DRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and Direxion Daily Real Estate Bull 3x Shares (DRN). 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.
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.
| RITA | DRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.51 | +0.72 |
| Martin ratioReturn relative to average drawdown | 4.26 | 1.12 | +3.14 |
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Drawdowns
RITA vs. DRN - Drawdown Comparison
The maximum RITA drawdown since its inception was -35.92%, smaller than the maximum DRN drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for RITA and DRN.
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Drawdown Indicators
| RITA | DRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.92% | -86.32% | +50.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -24.28% | +15.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.85% | -48.26% | +27.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -80.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -86.32% | — |
Current DrawdownCurrent decline from peak | -9.96% | -62.97% | +53.01% |
Average DrawdownAverage peak-to-trough decline | -20.50% | -35.15% | +14.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 10.95% | -8.37% |
Volatility
RITA vs. DRN - Volatility Comparison
The current volatility for ETFB Green SRI REITs ETF (RITA) is 5.59%, while Direxion Daily Real Estate Bull 3x Shares (DRN) has a volatility of 15.77%. This indicates that RITA experiences smaller price fluctuations and is considered to be less risky than DRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RITA | DRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 15.77% | -10.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 31.71% | -21.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 42.14% | -28.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 56.85% | -39.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 60.77% | -42.97% |
RITA vs. DRN - Expense Ratio Comparison
RITA has a 0.50% expense ratio, which is lower than DRN's 0.99% expense ratio.
Dividends
RITA vs. DRN - Dividend Comparison
RITA's dividend yield for the trailing twelve months is around 2.61%, more than DRN's 2.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DRN Direxion Daily Real Estate Bull 3x Shares | 2.05% | 2.81% | 2.24% | 2.84% | 2.70% | 4.21% | 1.90% | 2.59% | 3.11% | 0.91% |
RITA ETFB Green SRI REITs ETF | 2.61% | 2.50% | 3.12% | 3.25% | 2.41% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RITA and DRN have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRN has higher volatility (15.77%) compared to RITA (5.59%). In terms of maximum drawdown, RITA dropped -35.92% vs DRN's -86.32%.
On 3-year performance, DRN leads with 12.52% vs 7.99% for RITA. On fees, RITA is cheaper at 0.50% per year. On volatility, RITA has been the lower-risk option at 5.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DRN has performed better with a 12.52% return vs 7.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RITA is cheaper with a 0.50% expense ratio, compared with 0.99% for DRN.
RITA has the higher dividend yield at 2.61%, compared with 2.05% for DRN.
RITA tracks FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while DRN tracks MSCI US REIT Index (300%). They also come from different issuers: ETFB and Direxion. Their fees differ too: 0.50% for RITA and 0.99% for DRN.
RITA currently has the higher Sharpe Ratio (0.82 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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