RITA vs. URE

Last updated Jun 19, 2026

RITA (ETFB Green SRI REITs ETF) and URE (ProShares Ultra Real Estate) are both REIT funds - RITA tracks the FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross while URE tracks the Dow Jones U.S. Real Estate Index (200%). Both are passively managed. Over the past 3 years, RITA returned 5.45%/yr vs 7.77%/yr for URE. Their correlation of 0.94 suggests significant overlap in exposure. RITA charges 0.50%/yr vs 0.95%/yr for URE.

Performance

RITA vs. URE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFB Green SRI REITs ETF (RITA) and ProShares Ultra Real Estate (URE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RITA achieves a 7.00% return, which is significantly lower than URE's 14.86% return.

RITA

• 1D: -0.09%
• 1M: -0.31%
• YTD: 7.00%
• 6M: 7.47%
• 1Y: 9.22%
• 3Y*: 5.45%
• 5Y*: —
• 10Y*: —

URE

• 1D: -0.69%
• 1M: -1.38%
• YTD: 14.86%
• 6M: 16.68%
• 1Y: 8.14%
• 3Y*: 7.77%
• 5Y*: -3.59%
• 10Y*: 2.67%

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

RITA vs. URE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RITA ETFB Green SRI REITs ETF	7.00%	3.93%	1.93%	9.66%	-29.30%	4.81%
URE ProShares Ultra Real Estate	14.86%	-3.65%	0.35%	11.58%	-49.64%	8.82%

Correlation

The correlation between RITA and URE 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	0.94

The correlation between RITA and URE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

RITA vs. URE — Risk / Return Rank

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

RITA

RITA Risk / Return Rank: 22
RITA Sharpe Ratio Rank: 20
RITA Sortino Ratio Rank: 19
RITA Omega Ratio Rank: 19
RITA Calmar Ratio Rank: 22
RITA Martin Ratio Rank: 28

URE

URE Risk / Return Rank: 13
URE Sharpe Ratio Rank: 12
URE Sortino Ratio Rank: 12
URE Omega Ratio Rank: 12
URE Calmar Ratio Rank: 14
URE Martin Ratio Rank: 14

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. URE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and ProShares Ultra Real Estate (URE). 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	URE	Difference
Sharpe ratio: Return per unit of total volatility	0.69	0.29	+0.40
Sortino ratio: Return per unit of downside risk	1.03	0.58	+0.45
Omega ratio: Gain probability vs. loss probability	1.13	1.07	+0.06
Calmar ratio: Return relative to maximum drawdown	1.04	0.50	+0.54
Martin ratio: Return relative to average drawdown	3.59	1.19	+2.40

RITA vs. URE - Sharpe Ratio Comparison

The current RITA Sharpe Ratio is 0.69, which is higher than the URE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of RITA and URE, 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. URE - Drawdown Comparison

The maximum RITA drawdown since its inception was -35.92%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for RITA and URE.

Drawdown Indicators

	RITA	URE	Difference
Max Drawdown Largest peak-to-trough decline	-35.92%	-97.16%	+61.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-16.50%	+7.57%
Max Drawdown (3Y) Largest decline over 3 years	-20.85%	-33.77%	+12.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-63.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-70.49%	—
Current Drawdown Current decline from peak	-12.13%	-52.31%	+40.18%
Average Drawdown Average peak-to-trough decline	-20.52%	-64.47%	+43.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	6.86%	-4.29%

Volatility

RITA vs. URE - Volatility Comparison

The current volatility for ETFB Green SRI REITs ETF (RITA) is 5.54%, while ProShares Ultra Real Estate (URE) has a volatility of 10.13%. This indicates that RITA experiences smaller price fluctuations and is considered to be less risky than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RITA	URE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	10.13%	-4.59%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	21.01%	-10.64%
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	27.95%	-14.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.80%	37.42%	-19.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.80%	40.61%	-22.81%

RITA vs. URE - Expense Ratio Comparison

RITA has a 0.50% expense ratio, which is lower than URE's 0.95% expense ratio.

Dividends

RITA vs. URE - Dividend Comparison

RITA's dividend yield for the trailing twelve months is around 2.68%, more than URE's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RITA ETFB Green SRI REITs ETF	2.68%	2.50%	3.12%	3.25%	2.41%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URE ProShares Ultra Real Estate	2.04%	2.42%	2.09%	1.32%	1.26%	0.58%	0.94%	1.10%	1.53%	0.93%	0.96%	0.81%

Frequently Asked Questions

Can I hold both RITA and URE in my portfolio?

RITA and URE 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.

Which is riskier, RITA or URE?

URE has higher volatility (10.13%) compared to RITA (5.54%). In terms of maximum drawdown, RITA dropped -35.92% vs URE's -97.16%.

Which ETF is better, RITA or URE?

On 3-year performance, URE leads with 7.77% vs 5.45% for RITA. On fees, RITA is cheaper at 0.50% per year. On volatility, RITA has been the lower-risk option at 5.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RITA or URE?

Over the 3-year period, URE has performed better with a 7.77% return vs 5.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RITA or URE?

RITA is cheaper with a 0.50% expense ratio, compared with 0.95% for URE.

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

RITA has the higher dividend yield at 2.68%, compared with 2.04% for URE.

What is the main difference between RITA and URE?

RITA tracks FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while URE tracks Dow Jones U.S. Real Estate Index (200%). They also come from different issuers: ETFB and ProShares. Their fees differ too: 0.50% for RITA and 0.95% for URE.

Which has better risk-adjusted returns?

RITA currently has the higher Sharpe Ratio (0.69 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.