PRTO vs. WIMA

Last updated Jun 5, 2026

PRTO (RCN Pareto Strategic Allocation ETF) and WIMA (WisdomTree International Adaptive Moving Average Fund) are both Tactical Allocation funds. PRTO is actively managed, while WIMA is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. PRTO charges 0.82%/yr vs 0.42%/yr for WIMA.

Performance

PRTO vs. WIMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RCN Pareto Strategic Allocation ETF (PRTO) and WisdomTree International Adaptive Moving Average Fund (WIMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRTO

• 1D: 0.61%
• 1M: 2.22%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WIMA

• 1D: 0.65%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRTO vs. WIMA - Yearly Performance Comparison

	2026 (YTD)
PRTO RCN Pareto Strategic Allocation ETF	0.85%
WIMA WisdomTree International Adaptive Moving Average Fund	0.53%

Correlation

The correlation between PRTO and WIMA is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 7, 2026	0.84

Return for Risk

PRTO vs. WIMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RCN Pareto Strategic Allocation ETF (PRTO) and WisdomTree International Adaptive Moving Average Fund (WIMA). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PRTO	WIMA	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	5.07	0.52	+4.54

Drawdowns

PRTO vs. WIMA - Drawdown Comparison

The maximum PRTO drawdown since its inception was -2.98%, which is greater than WIMA's maximum drawdown of -2.75%. Use the drawdown chart below to compare losses from any high point for PRTO and WIMA.

Drawdown Indicators

	PRTO	WIMA	Difference
Max Drawdown Largest peak-to-trough decline	-2.98%	-2.75%	-0.23%
Current Drawdown Current decline from peak	-0.11%	-0.12%	+0.01%
Average Drawdown Average peak-to-trough decline	-0.54%	-0.91%	+0.37%

Volatility

Volatility by Period

	PRTO	WIMA	Difference
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	13.38%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.91%	13.38%	+0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.91%	13.38%	+0.53%

PRTO vs. WIMA - Expense Ratio Comparison

PRTO has a 0.82% expense ratio, which is higher than WIMA's 0.42% expense ratio.

Dividends

PRTO vs. WIMA - Dividend Comparison

Neither PRTO nor WIMA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRTO and WIMA in my portfolio?

PRTO and WIMA have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRTO or WIMA?

On fees, WIMA is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRTO or WIMA?

WIMA is cheaper with a 0.42% expense ratio, compared with 0.82% for PRTO.

Which ETF pays a higher dividend yield, PRTO or WIMA?

PRTO and WIMA have nearly identical dividend yields, around 0.00%.

What is the main difference between PRTO and WIMA?

They also come from different issuers: Tidal and WisdomTree. Their fees differ too: 0.82% for PRTO and 0.42% for WIMA.