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RITA vs. RDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RITA vs. RDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFB Green SRI REITs ETF (RITA) and ALPS REIT Dividend Dogs ETF (RDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RITA achieves a 5.12% return, which is significantly lower than RDOG's 13.77% return.


RITA

1D
0.09%
1M
-2.22%
YTD
5.12%
6M
3.88%
1Y
7.90%
3Y*
5.28%
5Y*
10Y*

RDOG

1D
-0.80%
1M
3.92%
YTD
13.77%
6M
14.44%
1Y
20.06%
3Y*
11.40%
5Y*
2.28%
10Y*
4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RITA vs. RDOG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RITA
ETFB Green SRI REITs ETF
5.12%3.93%1.93%9.66%-29.30%5.53%
RDOG
ALPS REIT Dividend Dogs ETF
13.77%0.95%4.57%10.38%-25.53%3.30%

Correlation

The correlation between RITA and RDOG is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.85

The correlation between RITA and RDOG has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

RITA vs. RDOG - Sectors Allocation Comparison


Sectors
RITA
RDOG

Real Estate

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

RITA
100.0%
RDOG
100.0%

Basic Materials

RITA

-

RDOG

-

Communication Services

RITA

-

RDOG

-

Consumer Cyclical

RITA

-

RDOG

-

Consumer Defensive

RITA

-

RDOG

-

Energy

RITA

-

RDOG

-

Financial Services

RITA

-

RDOG

-

Healthcare

RITA

-

RDOG

-

Industrials

RITA

-

RDOG

-

Technology

RITA

-

RDOG

-

Utilities

RITA

-

RDOG

-

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Return for Risk

RITA vs. RDOG — Risk / Return Rank

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

RITA
RITA Risk / Return Rank: 2020
Overall Rank
RITA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
RITA Sortino Ratio Rank: 1818
Sortino Ratio Rank
RITA Omega Ratio Rank: 1818
Omega Ratio Rank
RITA Calmar Ratio Rank: 2020
Calmar Ratio Rank
RITA Martin Ratio Rank: 2424
Martin Ratio Rank

RDOG
RDOG Risk / Return Rank: 3939
Overall Rank
RDOG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
RDOG Sortino Ratio Rank: 3939
Sortino Ratio Rank
RDOG Omega Ratio Rank: 3636
Omega Ratio Rank
RDOG Calmar Ratio Rank: 4141
Calmar Ratio Rank
RDOG Martin Ratio Rank: 4141
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.

RITA vs. RDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and ALPS REIT Dividend Dogs ETF (RDOG). 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.


RITARDOGDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.39

-0.76

Sortino ratio

Return per unit of downside risk

0.93

2.03

-1.10

Omega ratio

Gain probability vs. loss probability

1.12

1.24

-0.12

Calmar ratio

Return relative to maximum drawdown

0.89

2.01

-1.12

Martin ratio

Return relative to average drawdown

3.11

6.51

-3.40

RITA vs. RDOG - Sharpe Ratio Comparison

The current RITA Sharpe Ratio is 0.62, which is lower than the RDOG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of RITA and RDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RITARDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.39

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.17

-0.28

Drawdowns

RITA vs. RDOG - Drawdown Comparison

The maximum RITA drawdown since its inception was -35.92%, smaller than the maximum RDOG drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for RITA and RDOG.


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Drawdown Indicators


RITARDOGDifference

Max Drawdown

Largest peak-to-trough decline

-35.92%

-67.59%

+31.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-10.02%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.85%

-21.40%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

Max Drawdown (10Y)

Largest decline over 10 years

-49.35%

Current Drawdown

Current decline from peak

-13.67%

-2.03%

-11.64%

Average Drawdown

Average peak-to-trough decline

-20.63%

-12.26%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.09%

-0.55%

Volatility

RITA vs. RDOG - Volatility Comparison

ETFB Green SRI REITs ETF (RITA) and ALPS REIT Dividend Dogs ETF (RDOG) have volatilities of 3.97% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RITARDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.98%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

10.42%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

14.52%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

19.84%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

23.05%

-5.29%

RITA vs. RDOG - Expense Ratio Comparison

RITA has a 0.50% expense ratio, which is higher than RDOG's 0.35% expense ratio.


Dividends

RITA vs. RDOG - Dividend Comparison

RITA's dividend yield for the trailing twelve months is around 2.72%, less than RDOG's 6.13% yield.


PositionTTM20252024202320222021202020192018201720162015
RDOG
ALPS REIT Dividend Dogs ETF
6.13%6.91%6.11%7.07%5.25%3.11%5.12%3.10%3.13%3.64%3.66%3.43%
RITA
ETFB Green SRI REITs ETF
2.72%2.50%3.12%3.25%2.41%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RITA and RDOG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDOG has higher volatility (3.98%) compared to RITA (3.97%). In terms of maximum drawdown, RITA dropped -35.92% vs RDOG's -67.59%.

On 3-year performance, RDOG leads with 11.40% vs 5.28% for RITA. On fees, RDOG is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RDOG has performed better with a 11.40% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDOG is cheaper with a 0.35% expense ratio, compared with 0.50% for RITA.

RDOG has the higher dividend yield at 6.13%, compared with 2.72% for RITA.

RITA tracks FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while RDOG tracks S-Network REIT Dividend Dogs Index. They also come from different issuers: ETFB and SS&C. Their fees differ too: 0.50% for RITA and 0.35% for RDOG.

RDOG currently has the higher Sharpe Ratio (1.39 vs 0.62), 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.

Portfolio Optimizer

Find the right allocation for RITA and RDOG

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