RWLC vs. RWIN
RWLC (Rayliant Wilshire NxtGen US Large Cap Equity ETF) and RWIN (Rayliant NxtGen Multifactor International Equity ETF) are both exchange-traded funds - RWLC is a Large Cap Blend Equities fund tracking the S&P 500, while RWIN is a Foreign Large Cap Equities fund actively managed by Rayliant. RWLC is passively managed, while RWIN is actively managed. A 0.61 correlation means they provide meaningful diversification when combined. RWLC charges 0.32%/yr vs 0.42%/yr for RWIN.
Performance
RWLC vs. RWIN - Performance Comparison
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Returns By Period
RWLC
- 1D
- 0.12%
- 1M
- 1.50%
- 6M
- 14.23%
- YTD
- 12.92%
- 1Y
- 18.89%
- 3Y*
- 21.87%
- 5Y*
- —
- 10Y*
- —
RWIN
- 1D
- -0.12%
- 1M
- 0.70%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RWLC vs. RWIN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF | 16.09% |
RWIN Rayliant NxtGen Multifactor International Equity ETF | 2.32% |
Correlation
The correlation between RWLC and RWIN is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 8, 2026 | 0.61 |
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Return for Risk
RWLC vs. RWIN — Risk / Return Rank
RWLC
RWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RWLC vs. RWIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) 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.
| RWLC | RWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | — | — |
| Martin ratioReturn relative to average drawdown | 7.32 | — | — |
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Drawdowns
RWLC vs. RWIN - Drawdown Comparison
The maximum RWLC drawdown since its inception was -21.00%, which is greater than RWIN's maximum drawdown of -4.09%. Use the drawdown chart below to compare losses from any high point for RWLC and RWIN.
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Drawdown Indicators
| RWLC | RWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -4.09% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.20% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.92% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -1.32% | -4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | — | — |
Volatility
RWLC vs. RWIN - Volatility Comparison
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Volatility by Period
| RWLC | RWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 14.83% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 14.83% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 14.83% | +1.64% |
RWLC vs. RWIN - Expense Ratio Comparison
RWLC has a 0.32% expense ratio, which is lower than RWIN's 0.42% expense ratio.
Dividends
RWLC vs. RWIN - Dividend Comparison
RWLC's dividend yield for the trailing twelve months is around 13.01%, more than RWIN's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RWIN Rayliant NxtGen Multifactor International Equity ETF | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF | 13.01% | 14.69% | 0.98% | 1.63% | 1.39% | 0.01% |
Frequently Asked Questions
RWLC and RWIN have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RWLC is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RWLC is cheaper with a 0.32% expense ratio, compared with 0.42% for RWIN.
RWLC has the higher dividend yield at 13.01%, compared with 1.01% for RWIN.
RWLC is categorized as Large Cap Blend Equities, while RWIN is Foreign Large Cap Equities. Their fees differ too: 0.32% for RWLC and 0.42% for RWIN.
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