RITA vs. FFUT

Last updated Jun 24, 2026

RITA (ETFB Green SRI REITs ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - RITA is a REIT fund tracking the FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while FFUT is a Systematic Trend fund actively managed by Fidelity. RITA is passively managed, while FFUT is actively managed. Over the past year, RITA returned 10.95% vs 18.72% for FFUT. At a correlation of -0.12, they often move in opposite directions. RITA charges 0.50%/yr vs 0.80%/yr for FFUT.

Performance

RITA vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFB Green SRI REITs ETF (RITA) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RITA achieves a 9.63% return, which is significantly higher than FFUT's 8.83% return.

RITA

• 1D: 1.14%
• 1M: 0.63%
• YTD: 9.63%
• 6M: 9.64%
• 1Y: 10.95%
• 3Y*: 7.99%
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -0.36%
• 1M: -2.69%
• YTD: 8.83%
• 6M: 9.28%
• 1Y: 18.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RITA vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
RITA ETFB Green SRI REITs ETF	9.63%	2.40%
FFUT Fidelity Managed Futures ETF	8.83%	8.58%

Correlation

The correlation between RITA and FFUT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.12

Return for Risk

RITA vs. FFUT — Risk / Return Rank

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

RITA

RITA Risk / Return Rank: 26
RITA Sharpe Ratio Rank: 25
RITA Sortino Ratio Rank: 23
RITA Omega Ratio Rank: 23
RITA Calmar Ratio Rank: 27
RITA Martin Ratio Rank: 31

FFUT

FFUT Risk / Return Rank: 64
FFUT Sharpe Ratio Rank: 51
FFUT Sortino Ratio Rank: 51
FFUT Omega Ratio Rank: 54
FFUT Calmar Ratio Rank: 84
FFUT Martin Ratio Rank: 79

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.

RITA vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and Fidelity Managed Futures ETF (FFUT). 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	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	0.82	1.68	-0.85
Sortino ratio: Return per unit of downside risk	1.20	2.40	-1.20
Omega ratio: Gain probability vs. loss probability	1.15	1.32	-0.17
Calmar ratio: Return relative to maximum drawdown	1.23	4.35	-3.11
Martin ratio: Return relative to average drawdown	4.26	14.55	-10.29

RITA vs. FFUT - Sharpe Ratio Comparison

The current RITA Sharpe Ratio is 0.82, which is lower than the FFUT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of RITA and FFUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RITA vs. FFUT - Drawdown Comparison

The maximum RITA drawdown since its inception was -35.92%, which is greater than FFUT's maximum drawdown of -4.33%. Use the drawdown chart below to compare losses from any high point for RITA and FFUT.

Drawdown Indicators

	RITA	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-35.92%	-4.33%	-31.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-4.33%	-4.60%
Max Drawdown (3Y) Largest decline over 3 years	-20.85%	—	—
Current Drawdown Current decline from peak	-9.96%	-4.33%	-5.63%
Average Drawdown Average peak-to-trough decline	-20.50%	-0.96%	-19.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	1.29%	+1.29%

Volatility

RITA vs. FFUT - Volatility Comparison

ETFB Green SRI REITs ETF (RITA) has a higher volatility of 5.59% compared to Fidelity Managed Futures ETF (FFUT) at 2.93%. This indicates that RITA's price experiences larger fluctuations and is considered to be riskier than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RITA	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.59%	2.93%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	8.97%	+1.53%
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	11.22%	+2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.80%	11.02%	+6.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.80%	11.02%	+6.78%

RITA vs. FFUT - Expense Ratio Comparison

RITA has a 0.50% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

RITA vs. FFUT - Dividend Comparison

RITA's dividend yield for the trailing twelve months is around 2.61%, more than FFUT's 1.92% yield.

Position	TTM	2025	2024	2023	2022	2021
FFUT Fidelity Managed Futures ETF	1.92%	2.09%	0.00%	0.00%	0.00%	0.00%
RITA ETFB Green SRI REITs ETF	2.61%	2.50%	3.12%	3.25%	2.41%	0.21%

Frequently Asked Questions

Can I hold both RITA and FFUT in my portfolio?

RITA and FFUT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RITA or FFUT?

RITA has higher volatility (5.59%) compared to FFUT (2.93%). In terms of maximum drawdown, RITA dropped -35.92% vs FFUT's -4.33%.

Which ETF is better, RITA or FFUT?

On 1-year performance, FFUT leads with 18.72% vs 10.95% for RITA. On fees, RITA is cheaper at 0.50% per year. On volatility, FFUT has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RITA or FFUT?

Over the 1-year period, FFUT has performed better with a 18.72% return vs 10.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RITA or FFUT?

RITA is cheaper with a 0.50% expense ratio, compared with 0.80% for FFUT.

Which ETF pays a higher dividend yield, RITA or FFUT?

RITA has the higher dividend yield at 2.61%, compared with 1.92% for FFUT.

What is the main difference between RITA and FFUT?

RITA is categorized as REIT, while FFUT is Systematic Trend. They also come from different issuers: ETFB and Fidelity. Their fees differ too: 0.50% for RITA and 0.80% for FFUT.

Which has better risk-adjusted returns?

FFUT currently has the higher Sharpe Ratio (1.68 vs 0.82), 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.