ORIT.L vs. WINC.AS

Last updated Apr 1, 2026

Compare and contrast key facts about Octopus Renewables Infra Trust (ORIT.L) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS).

WINC.AS is an actively managed fund by iShares. It was launched on Mar 26, 2024.

Performance

ORIT.L vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Octopus Renewables Infra Trust (ORIT.L) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

ORIT.L vs. WINC.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ORIT.L Octopus Renewables Infra Trust	-11.24%	-1.51%	2.11%
WINC.AS iShares World Equity High Income UCITS ETF USD Inc	1.05%	13.28%	9.17%

Different Trading Currencies

ORIT.L is traded in GBp, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ORIT.L achieves a -11.24% return, which is significantly lower than WINC.AS's 1.05% return.

ORIT.L

• 1D: -6.88%
• 1M: -1.86%
• YTD: -11.24%
• 6M: -11.34%
• 1Y: -10.28%
• 3Y*: -10.90%
• 5Y*: -8.47%
• 10Y*: —

WINC.AS

• 1D: 1.93%
• 1M: -1.96%
• YTD: 1.05%
• 6M: 5.55%
• 1Y: 17.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

ORIT.L vs. WINC.AS — Risk / Return Rank

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

ORIT.L

ORIT.L Risk / Return Rank: 24
ORIT.L Sharpe Ratio Rank: 22
ORIT.L Sortino Ratio Rank: 20
ORIT.L Omega Ratio Rank: 20
ORIT.L Calmar Ratio Rank: 28
ORIT.L Martin Ratio Rank: 29

WINC.AS

WINC.AS Risk / Return Rank: 79
WINC.AS Sharpe Ratio Rank: 78
WINC.AS Sortino Ratio Rank: 78
WINC.AS Omega Ratio Rank: 78
WINC.AS Calmar Ratio Rank: 74
WINC.AS Martin Ratio Rank: 85

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.

ORIT.L vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Octopus Renewables Infra Trust (ORIT.L) 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.

	ORIT.L	WINC.AS	Difference
Sharpe ratio Return per unit of total volatility	-0.43	1.32	-1.75
Sortino ratio Return per unit of downside risk	-0.49	1.82	-2.30
Omega ratio Gain probability vs. loss probability	0.94	1.26	-0.32
Calmar ratio Return relative to maximum drawdown	-0.42	1.90	-2.32
Martin ratio Return relative to average drawdown	-0.73	8.66	-9.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORIT.L vs. WINC.AS - Sharpe Ratio Comparison

The current ORIT.L Sharpe Ratio is -0.43, which is lower than the WINC.AS Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ORIT.L and WINC.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ORIT.L	WINC.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	1.32	-1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	1.08	-1.32

Correlation

The correlation between ORIT.L and WINC.AS is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ORIT.L vs. WINC.AS - Dividend Comparison

ORIT.L's dividend yield for the trailing twelve months is around 11.69%, more than WINC.AS's 9.52% yield.

	TTM	2025	2024	2023	2022	2021	2020
ORIT.L Octopus Renewables Infra Trust	11.69%	10.03%	8.76%	6.28%	5.18%	4.33%	1.85%
WINC.AS iShares World Equity High Income UCITS ETF USD Inc	9.52%	9.38%	4.88%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ORIT.L vs. WINC.AS - Drawdown Comparison

The maximum ORIT.L drawdown since its inception was -40.68%, which is greater than WINC.AS's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for ORIT.L and WINC.AS.

Drawdown Indicators

	ORIT.L	WINC.AS	Difference
Max Drawdown Largest peak-to-trough decline	-40.68%	-14.81%	-25.87%
Max Drawdown (1Y) Largest decline over 1 year	-24.60%	-10.81%	-13.79%
Max Drawdown (5Y) Largest decline over 5 years	-40.68%	—	—
Current Drawdown Current decline from peak	-40.53%	-4.09%	-36.44%
Average Drawdown Average peak-to-trough decline	-15.33%	-1.61%	-13.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.13%	2.09%	+12.04%

Volatility

ORIT.L vs. WINC.AS - Volatility Comparison

Octopus Renewables Infra Trust (ORIT.L) has a higher volatility of 9.41% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 4.88%. This indicates that ORIT.L'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.

Volatility by Period

	ORIT.L	WINC.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.41%	4.88%	+4.53%
Volatility (6M) Calculated over the trailing 6-month period	16.07%	8.25%	+7.82%
Volatility (1Y) Calculated over the trailing 1-year period	21.05%	13.46%	+7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	13.43%	+7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.43%	13.43%	+8.00%