RIO1.DE vs. WTEE.DE
RIO1.DE (Rio Tinto Group) is a stock, while WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) is Europe Equities fund tracking the WisdomTree Europe Equity Income. Over the past 5 years, RIO1.DE returned 14.10%/yr vs 12.46%/yr for WTEE.DE. At a 0.45 correlation, their price movements are largely independent.
Performance
RIO1.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RIO1.DE achieves a 35.07% return, which is significantly higher than WTEE.DE's 13.70% return.
RIO1.DE
- 1D
- -2.92%
- 1M
- 1.51%
- YTD
- 35.07%
- 6M
- 48.26%
- 1Y
- 84.11%
- 3Y*
- 24.08%
- 5Y*
- 14.10%
- 10Y*
- 23.57%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
RIO1.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RIO1.DE Rio Tinto Group | 35.07% | 30.88% | -8.70% | 8.61% | 26.06% | 9.04% | 17.10% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between RIO1.DE and WTEE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.45 |
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Return for Risk
RIO1.DE vs. WTEE.DE — Risk / Return Rank
RIO1.DE
WTEE.DE
RIO1.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO1.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). 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.
| RIO1.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.43 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.41 | 3.80 | +2.61 |
| Martin ratioReturn relative to average drawdown | 25.06 | 14.72 | +10.34 |
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
| RIO1.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.39 | 2.35 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.93 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.08 | -0.74 |
Drawdowns
RIO1.DE vs. WTEE.DE - Drawdown Comparison
The maximum RIO1.DE drawdown since its inception was -85.90%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for RIO1.DE and WTEE.DE.
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Drawdown Indicators
| RIO1.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.90% | -16.45% | -69.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -6.78% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -14.12% | -10.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.20% | -16.45% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | — | — |
Current DrawdownCurrent decline from peak | -5.52% | -1.96% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -22.98% | -2.65% | -20.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.75% | +1.63% |
Volatility
RIO1.DE vs. WTEE.DE - Volatility Comparison
Rio Tinto Group (RIO1.DE) has a higher volatility of 10.79% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that RIO1.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIO1.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.79% | 3.73% | +7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 21.33% | 8.73% | +12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.32% | 10.94% | +14.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.39% | 14.50% | +12.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.82% | 14.99% | +14.83% |
Dividends
RIO1.DE vs. WTEE.DE - Dividend Comparison
RIO1.DE's dividend yield for the trailing twelve months is around 4.42%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO1.DE Rio Tinto Group | 4.42% | 5.61% | 8.05% | 6.31% | 11.87% | 15.70% | 6.26% | 12.27% | 6.89% | 5.46% | 4.14% | 8.77% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RIO1.DE and WTEE.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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