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WIMA vs. PRTO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIMA vs. PRTO - Performance Comparison

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

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

WIMA vs. PRTO - Yearly Performance Comparison


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.

WIMA vs. PRTO - Sharpe Ratio Comparison


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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


WIMAPRTODifference

Max Drawdown

Largest peak-to-trough decline

-3.33%

-4.46%

+1.13%

Current Drawdown

Current decline from peak

-1.94%

-2.23%

+0.29%

Average Drawdown

Average peak-to-trough decline

-0.95%

-0.84%

-0.11%

Volatility

WIMA vs. PRTO - Volatility Comparison


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Volatility by Period


WIMAPRTODifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for WIMA and PRTO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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