O vs. WINC.AS
O (Realty Income Corporation) is a stock, while WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) is Global Equity Income fund actively managed by iShares. Over the past year, O returned 13.14% vs 24.54% for WINC.AS. At a 0.03 correlation, their price movements are largely independent.
Performance
O vs. WINC.AS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with O having a 8.78% return and WINC.AS slightly higher at 8.88%.
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
WINC.AS
- 1D
- 0.63%
- 1M
- 2.11%
- YTD
- 8.88%
- 6M
- 10.78%
- 1Y
- 24.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O vs. WINC.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
O Realty Income Corporation | 8.78% | 12.20% | 4.80% |
WINC.AS iShares World Equity High Income UCITS ETF USD Inc | 8.88% | 21.56% | 8.92% |
Correlation
The correlation between O and WINC.AS is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.03 |
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Return for Risk
O vs. WINC.AS — Risk / Return Rank
O
WINC.AS
O vs. WINC.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.
| O | WINC.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.61 | -2.42 |
| Martin ratioReturn relative to average drawdown | 2.93 | 15.27 | -12.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| O | WINC.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.32 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.61 | -1.12 |
Drawdowns
O vs. WINC.AS - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, which is greater than WINC.AS's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for O and WINC.AS.
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Drawdown Indicators
| O | WINC.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -14.81% | -33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -6.77% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | — | — |
Current DrawdownCurrent decline from peak | -10.00% | -0.35% | -9.65% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -1.53% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 1.60% | +2.90% |
Volatility
O vs. WINC.AS - Volatility Comparison
Realty Income Corporation (O) has a higher volatility of 4.81% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 3.03%. This indicates that O's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | WINC.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.03% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 8.26% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 10.59% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 13.84% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 13.84% | +11.80% |
Dividends
O vs. WINC.AS - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.39%, less than WINC.AS's 9.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
WINC.AS iShares World Equity High Income UCITS ETF USD Inc | 9.64% | 9.38% | 4.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
O and WINC.AS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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