RITA vs. USRT

Last updated Jun 4, 2026

RITA (ETFB Green SRI REITs ETF) and USRT (iShares Core U.S. REIT ETF) are both REIT funds - RITA tracks the FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross while USRT tracks the FTSE NAREIT Equity REITs Index. Both are passively managed. Over the past 3 years, RITA returned 5.28%/yr vs 11.53%/yr for USRT. With a 0.95 correlation, they move nearly in lockstep. RITA charges 0.50%/yr vs 0.08%/yr for USRT.

Performance

RITA vs. USRT - Performance Comparison

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

Returns By Period

In the year-to-date period, RITA achieves a 5.12% return, which is significantly lower than USRT's 12.59% return.

RITA

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

USRT

• 1D: 0.08%
• 1M: -0.19%
• YTD: 12.59%
• 6M: 11.36%
• 1Y: 15.26%
• 3Y*: 11.53%
• 5Y*: 4.73%
• 10Y*: 6.21%

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

RITA vs. USRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RITA ETFB Green SRI REITs ETF	5.12%	3.93%	1.93%	9.66%	-29.30%	5.53%
USRT iShares Core U.S. REIT ETF	12.59%	2.44%	8.58%	13.64%	-24.43%	5.38%

Correlation

The correlation between RITA and USRT is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Dec 10, 2021	0.95

The correlation between RITA and USRT has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

RITA vs. USRT - Sectors Allocation Comparison

Sectors	RITA	USRT
Real Estate	100.0%	99.4%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	0.1%
Healthcare	-	-
Industrials	-	-
Technology	-	-
Utilities	-	-

Return for Risk

RITA vs. USRT — Risk / Return Rank

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

RITA

RITA Risk / Return Rank: 20
RITA Sharpe Ratio Rank: 19
RITA Sortino Ratio Rank: 18
RITA Omega Ratio Rank: 18
RITA Calmar Ratio Rank: 20
RITA Martin Ratio Rank: 24

USRT

USRT Risk / Return Rank: 33
USRT Sharpe Ratio Rank: 31
USRT Sortino Ratio Rank: 29
USRT Omega Ratio Rank: 29
USRT Calmar Ratio Rank: 38
USRT Martin Ratio Rank: 38

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. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFB Green SRI REITs ETF (RITA) and iShares Core U.S. REIT ETF (USRT). 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.

	RITA	USRT	Difference
Sharpe ratio: Return per unit of total volatility	0.62	1.15	-0.53
Sortino ratio: Return per unit of downside risk	0.93	1.63	-0.70
Omega ratio: Gain probability vs. loss probability	1.12	1.20	-0.09
Calmar ratio: Return relative to maximum drawdown	0.89	1.91	-1.02
Martin ratio: Return relative to average drawdown	3.11	6.15	-3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RITA vs. USRT - Sharpe Ratio Comparison

The current RITA Sharpe Ratio is 0.62, which is lower than the USRT Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RITA and USRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RITA	USRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.15	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.18	-0.30

Drawdowns

RITA vs. USRT - Drawdown Comparison

The maximum RITA drawdown since its inception was -35.92%, smaller than the maximum USRT drawdown of -69.91%. Use the drawdown chart below to compare losses from any high point for RITA and USRT.

Drawdown Indicators

	RITA	USRT	Difference
Max Drawdown Largest peak-to-trough decline	-35.92%	-69.91%	+33.99%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-8.04%	-0.89%
Max Drawdown (3Y) Largest decline over 3 years	-20.85%	-18.70%	-2.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.38%	—
Current Drawdown Current decline from peak	-13.67%	-3.01%	-10.66%
Average Drawdown Average peak-to-trough decline	-20.63%	-12.97%	-7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	2.49%	+0.05%

Volatility

RITA vs. USRT - Volatility Comparison

ETFB Green SRI REITs ETF (RITA) and iShares Core U.S. REIT ETF (USRT) have volatilities of 3.97% and 3.92%, 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.

Volatility by Period

	RITA	USRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	3.92%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.46%	9.25%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	13.28%	-0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.76%	18.89%	-1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	21.28%	-3.52%

RITA vs. USRT - Expense Ratio Comparison

RITA has a 0.50% expense ratio, which is higher than USRT's 0.08% expense ratio.

Dividends

RITA vs. USRT - Dividend Comparison

RITA's dividend yield for the trailing twelve months is around 2.72%, more than USRT's 2.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
USRT iShares Core U.S. REIT ETF	2.67%	3.07%	2.85%	3.18%	3.46%	2.27%	3.12%	3.34%	5.66%	3.44%	3.98%	3.59%

Frequently Asked Questions

Can I hold both RITA and USRT in my portfolio?

With a correlation of 0.94, RITA and USRT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RITA or USRT?

RITA has higher volatility (3.97%) compared to USRT (3.92%). In terms of maximum drawdown, RITA dropped -35.92% vs USRT's -69.91%.

Which ETF is better, RITA or USRT?

On 3-year performance, USRT leads with 11.53% vs 5.28% for RITA. On fees, USRT is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RITA or USRT?

Over the 3-year period, USRT has performed better with a 11.53% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RITA or USRT?

USRT is cheaper with a 0.08% expense ratio, compared with 0.50% for RITA.

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

RITA has the higher dividend yield at 2.72%, compared with 2.67% for USRT.

What is the main difference between RITA and USRT?

RITA tracks FTSE EPRA Nareit IdealRatings Developed REITs Islamic Green Capped Index - Benchmark TR Gross, while USRT tracks FTSE NAREIT Equity REITs Index. They also come from different issuers: ETFB and iShares. Their fees differ too: 0.50% for RITA and 0.08% for USRT.

Which has better risk-adjusted returns?

USRT currently has the higher Sharpe Ratio (1.15 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.