RITA vs. GSG
RITA (ETFB Green SRI REITs ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) 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 GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past 3 years, RITA returned 8.06%/yr vs 13.26%/yr for GSG. Their 0.04 correlation means their historical movements had little consistent relationship. RITA charges 0.50%/yr vs 0.75%/yr for GSG.
Performance
RITA vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, RITA achieves a 14.27% return, which is significantly lower than GSG's 35.21% return.
RITA
- 1D
- -0.04%
- 1M
- 1.61%
- 6M
- 12.27%
- YTD
- 14.27%
- 1Y
- 18.83%
- 3Y*
- 8.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.35%
GSG
- 1D
- -2.68%
- 1M
- 9.90%
- 6M
- 27.47%
- YTD
- 35.21%
- 1Y
- 38.52%
- 3Y*
- 13.26%
- 5Y*
- 14.69%
- 10Y*
- 8.24%
- ALL TIME*
- -2.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.98M | $16.40M | $25.53M | |
| $160.52K | $90.77K | $56.08K |
RITA vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RITA ETFB Green SRI REITs ETF | 14.27% | 3.93% | 1.93% | 9.66% | -29.30% | 4.81% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 35.21% | 5.93% | 8.52% | -5.51% | 24.08% | 2.33% |
Correlation
The correlation between RITA and GSG is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021 | 0.04 |
The correlation between RITA and GSG shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RITA vs. GSG — Risk / Return Rank
RITA
GSG
RITA vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.06 | +0.06 |
| Martin ratioReturn relative to average drawdown | 7.60 | 6.61 | +1.00 |
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Drawdowns
RITA vs. GSG - Drawdown Comparison
The maximum RITA drawdown since its inception was -35.92%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for RITA and GSG.
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Drawdown Indicators
| RITA | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.92% | -89.62% | +53.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -18.81% | +9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -20.85% | -18.81% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -6.15% | -59.18% | +53.03% |
Average DrawdownAverage peak-to-trough decline | -20.17% | -63.67% | +43.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 5.85% | -3.37% |
Volatility
RITA vs. GSG - Volatility Comparison
The current volatility for ETFB Green SRI REITs ETF (RITA) is 4.54%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.75%. This indicates that RITA experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RITA | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 8.75% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 22.27% | -11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 24.37% | -10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.75% | 22.89% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 22.07% | -4.32% |
RITA vs. GSG - Expense Ratio Comparison
RITA has a 0.50% expense ratio, which is lower than GSG's 0.75% expense ratio.
Dividends
RITA vs. GSG - Dividend Comparison
RITA's dividend yield for the trailing twelve months is around 2.32%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RITA ETFB Green SRI REITs ETF | 2.32% | 2.50% | 3.12% | 3.25% | 2.41% | 0.21% |
Frequently Asked Questions
RITA and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.75%) compared to RITA (4.54%). In terms of maximum drawdown, RITA dropped -35.92% vs GSG's -89.62%.
On 3-year performance, GSG leads with 13.26% vs 8.06% for RITA. On fees, RITA is cheaper at 0.50% per year. On volatility, RITA has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GSG has performed better with a 13.26% return vs 8.06%. 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 0.75% for GSG.
RITA has the higher dividend yield at 2.32%, compared with 0.00% for GSG.
RITA is categorized as REIT, while GSG is Commodities. RITA tracks FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: ETFB and iShares. Their fees differ too: 0.50% for RITA and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (1.59 vs 1.39), 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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