Preheat oven to 400 degrees F (200 degrees C). Line a baking sheet with aluminum foil.
Spread Brussels sprouts, cauliflower, apples, and onion onto the prepared baking sheet; drizzle with olive oil. Season with salt and black pepper; stir until evenly coated.
Bake in the preheated oven until Brussels sprouts and cauliflower are tender, 20 to 25 minutes.
Transfer Brussels sprouts mixture to a serving bowl. Fold in raisins and walnuts; drizzle with wine. Toss to coat.
