RWEM vs. RWIN
RWEM (Rayliant Wilshire NxtGen Emerging Markets Equity ETF) and RWIN (Rayliant NxtGen Multifactor International Equity ETF) are both exchange-traded funds - RWEM is a Emerging Markets Equities fund tracking the FT Wilshire Emerging Large NxtGen Index, while RWIN is a Foreign Large Cap Equities fund actively managed by Rayliant. RWEM is passively managed, while RWIN is actively managed. At a 0.39 correlation, their price movements are largely independent. RWEM charges 0.52%/yr vs 0.42%/yr for RWIN.
Performance
RWEM vs. RWIN - Performance Comparison
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Returns By Period
RWEM
- 1D
- 1.01%
- 1M
- -4.36%
- 6M
- 15.15%
- YTD
- 19.17%
- 1Y
- 36.22%
- 3Y*
- 19.89%
- 5Y*
- —
- 10Y*
- —
RWIN
- 1D
- -0.80%
- 1M
- -0.06%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RWEM vs. RWIN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF | 17.24% |
RWIN Rayliant NxtGen Multifactor International Equity ETF | 2.44% |
Correlation
The correlation between RWEM and RWIN is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 8, 2026 | 0.39 |
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Return for Risk
RWEM vs. RWIN — Risk / Return Rank
RWEM
RWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RWEM vs. RWIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM) and Rayliant NxtGen Multifactor International Equity ETF (RWIN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RWEM | RWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | — | — |
| Martin ratioReturn relative to average drawdown | 6.75 | — | — |
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Drawdowns
RWEM vs. RWIN - Drawdown Comparison
The maximum RWEM drawdown since its inception was -26.92%, which is greater than RWIN's maximum drawdown of -4.09%. Use the drawdown chart below to compare losses from any high point for RWEM and RWIN.
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Drawdown Indicators
| RWEM | RWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.92% | -4.09% | -22.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.56% | — | — |
Current DrawdownCurrent decline from peak | -7.97% | -0.80% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -1.33% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | — | — |
Volatility
RWEM vs. RWIN - Volatility Comparison
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Volatility by Period
| RWEM | RWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 30.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.98% | 14.94% | +21.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 14.94% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 14.94% | +7.61% |
RWEM vs. RWIN - Expense Ratio Comparison
RWEM has a 0.52% expense ratio, which is higher than RWIN's 0.42% expense ratio.
Dividends
RWEM vs. RWIN - Dividend Comparison
RWEM's dividend yield for the trailing twelve months is around 1.81%, more than RWIN's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF | 1.81% | 2.15% | 3.59% | 1.60% | 5.59% | 0.39% |
RWIN Rayliant NxtGen Multifactor International Equity ETF | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RWEM and RWIN have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RWIN is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RWIN is cheaper with a 0.42% expense ratio, compared with 0.52% for RWEM.
RWEM has the higher dividend yield at 1.81%, compared with 1.01% for RWIN.
RWEM is categorized as Emerging Markets Equities, while RWIN is Foreign Large Cap Equities. Their fees differ too: 0.52% for RWEM and 0.42% for RWIN.
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