ETFs do not have ROC. ETF's are designed to trade at or about NAV (See REM.NV). ETF's are rebalanced each day. You are thinking about CEF's or REIT products, REM is an actual ETF. Went public in 2007 - just before the big meltdown. Lots of $$$ lost in the mortgage market at that time. Performing as the underlying securities are, just as it should.
ETFs do not pay ROC as for example a CEF or Mutual Fund might. However, frequently ROC is not a return of your capital per se but a distribution of capital gains or profits made within the fund that are required to be named ROC.