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RITA vs. HLAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RITA and HLAL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RITA vs. HLAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFB Green SRI REITs ETF (RITA) and Wahed FTSE USA Shariah ETF (HLAL). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%December2025FebruaryMarchAprilMay
-16.08%
20.12%
RITA
HLAL

Key characteristics

Sharpe Ratio

RITA:

0.34

HLAL:

0.11

Sortino Ratio

RITA:

0.62

HLAL:

0.33

Omega Ratio

RITA:

1.08

HLAL:

1.05

Calmar Ratio

RITA:

0.21

HLAL:

0.13

Martin Ratio

RITA:

0.82

HLAL:

0.45

Ulcer Index

RITA:

7.59%

HLAL:

6.10%

Daily Std Dev

RITA:

17.04%

HLAL:

20.29%

Max Drawdown

RITA:

-35.92%

HLAL:

-33.57%

Current Drawdown

RITA:

-20.47%

HLAL:

-10.58%

Returns By Period

In the year-to-date period, RITA achieves a 0.64% return, which is significantly higher than HLAL's -6.93% return.


RITA

YTD

0.64%

1M

5.56%

6M

-6.29%

1Y

5.75%

5Y*

N/A

10Y*

N/A

HLAL

YTD

-6.93%

1M

3.68%

6M

-7.17%

1Y

2.21%

5Y*

15.35%

10Y*

N/A

*Annualized

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RITA vs. HLAL - Expense Ratio Comparison

Both RITA and HLAL have an expense ratio of 0.50%.


Risk-Adjusted Performance

RITA vs. HLAL — Risk-Adjusted Performance Rank

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

RITA
The Risk-Adjusted Performance Rank of RITA is 4141
Overall Rank
The Sharpe Ratio Rank of RITA is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of RITA is 4646
Sortino Ratio Rank
The Omega Ratio Rank of RITA is 4343
Omega Ratio Rank
The Calmar Ratio Rank of RITA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of RITA is 3737
Martin Ratio Rank

HLAL
The Risk-Adjusted Performance Rank of HLAL is 2727
Overall Rank
The Sharpe Ratio Rank of HLAL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 2828
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RITA vs. HLAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and Wahed FTSE USA Shariah ETF (HLAL). 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.


The current RITA Sharpe Ratio is 0.34, which is higher than the HLAL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of RITA and HLAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.34
0.11
RITA
HLAL

Dividends

RITA vs. HLAL - Dividend Comparison

RITA's dividend yield for the trailing twelve months is around 2.94%, more than HLAL's 0.72% yield.


TTM202420232022202120202019
RITA
ETFB Green SRI REITs ETF
2.94%3.12%3.25%2.41%0.20%0.00%0.00%
HLAL
Wahed FTSE USA Shariah ETF
0.72%0.58%0.72%1.15%0.78%0.97%0.72%

Drawdowns

RITA vs. HLAL - Drawdown Comparison

The maximum RITA drawdown since its inception was -35.92%, which is greater than HLAL's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for RITA and HLAL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.47%
-10.58%
RITA
HLAL

Volatility

RITA vs. HLAL - Volatility Comparison

The current volatility for ETFB Green SRI REITs ETF (RITA) is 5.25%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 7.32%. This indicates that RITA experiences smaller price fluctuations and is considered to be less risky than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.25%
7.32%
RITA
HLAL