WIMA vs. PRTO
WIMA (WisdomTree International Adaptive Moving Average Fund) and PRTO (RCN Pareto Strategic Allocation ETF) are both Tactical Allocation funds. WIMA is passively managed, while PRTO is actively managed. Their correlation of 0.85 suggests significant overlap in exposure. WIMA charges 0.42%/yr vs 0.82%/yr for PRTO.
Performance
WIMA vs. PRTO - Performance Comparison
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Returns By Period
WIMA
- 1D
- -1.78%
- 1M
- -0.20%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRTO
- 1D
- -1.49%
- 1M
- -0.92%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WIMA vs. PRTO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WIMA WisdomTree International Adaptive Moving Average Fund | -0.59% |
PRTO RCN Pareto Strategic Allocation ETF | 0.05% |
Correlation
The correlation between WIMA and PRTO is 0.85, 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 6, 2026 | 0.85 |
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Return for Risk
WIMA vs. PRTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Adaptive Moving Average Fund (WIMA) and RCN Pareto Strategic Allocation ETF (PRTO). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
WIMA vs. PRTO - Drawdown Comparison
The maximum WIMA drawdown since its inception was -3.33%, smaller than the maximum PRTO drawdown of -4.46%. Use the drawdown chart below to compare losses from any high point for WIMA and PRTO.
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Drawdown Indicators
| WIMA | PRTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.33% | -4.46% | +1.13% |
Current DrawdownCurrent decline from peak | -1.94% | -2.23% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -0.84% | -0.11% |
Volatility
WIMA vs. PRTO - Volatility Comparison
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Volatility by Period
| WIMA | PRTO | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 16.25% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 16.25% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 16.25% | +0.54% |
WIMA vs. PRTO - Expense Ratio Comparison
WIMA has a 0.42% expense ratio, which is lower than PRTO's 0.82% expense ratio.
Dividends
WIMA vs. PRTO - Dividend Comparison
Neither WIMA nor PRTO has paid dividends to shareholders.
Frequently Asked Questions
WIMA and PRTO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
WIMA is cheaper with a 0.42% expense ratio, compared with 0.82% for PRTO.
WIMA and PRTO have nearly identical dividend yields, around 0.00%.
They also come from different issuers: WisdomTree and Tidal. Their fees differ too: 0.42% for WIMA and 0.82% for PRTO.
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