WINC.AS vs. O
WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) is Global Equity Income fund actively managed by iShares, while O (Realty Income Corporation) is a stock. Over the past year, WINC.AS returned 24.54% vs 13.14% for O. At a 0.03 correlation, their price movements are largely independent.
Performance
WINC.AS vs. O - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with WINC.AS having a 8.88% return and O slightly lower at 8.78%.
WINC.AS
- 1D
- 0.63%
- 1M
- 2.11%
- YTD
- 8.88%
- 6M
- 10.78%
- 1Y
- 24.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O
- 1D
- -1.36%
- 1M
- -2.66%
- YTD
- 8.78%
- 6M
- 7.49%
- 1Y
- 13.14%
- 3Y*
- 5.19%
- 5Y*
- 2.41%
- 10Y*
- 4.43%
WINC.AS vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WINC.AS iShares World Equity High Income UCITS ETF USD Inc | 8.88% | 21.56% | 8.92% |
O Realty Income Corporation | 8.78% | 12.20% | 4.80% |
Correlation
The correlation between WINC.AS and O is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WINC.AS vs. O — Risk / Return Rank
WINC.AS
O
WINC.AS vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Realty Income Corporation (O). 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.
| WINC.AS | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.14 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 1.19 | +2.42 |
| Martin ratioReturn relative to average drawdown | 15.27 | 2.93 | +12.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WINC.AS | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.82 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.13 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.48 | +1.12 |
Drawdowns
WINC.AS vs. O - Drawdown Comparison
The maximum WINC.AS drawdown since its inception was -14.81%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for WINC.AS and O.
Loading charts...
Drawdown Indicators
| WINC.AS | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.81% | -48.45% | +33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -11.10% | +4.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -0.35% | -10.00% | +9.65% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -9.21% | +7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 4.50% | -2.90% |
Volatility
WINC.AS vs. O - Volatility Comparison
The current volatility for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) is 3.03%, while Realty Income Corporation (O) has a volatility of 4.81%. This indicates that WINC.AS experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WINC.AS | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.81% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 11.89% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 16.10% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.84% | 18.89% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.84% | 25.64% | -11.80% |
Dividends
WINC.AS vs. O - Dividend Comparison
WINC.AS's dividend yield for the trailing twelve months is around 9.64%, more than O's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.39% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
WINC.AS iShares World Equity High Income UCITS ETF USD Inc | 9.64% | 9.38% | 4.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WINC.AS and O have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WINC.AS and O
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer