E-online dot com says Kate Winslet and Leonardo DiCaprio make better friends than lovers. They co-starred in 1997's Titanic and 2008's Revolutionary Road, and have always been close. In fact, DiCaprio gave the actress away when she married Ned Rocknroll in 2012. Winslet revealed her feelings in Marie Claire U-K's November issue. She says she knows it's disappointing for people to hear that they never had a romantic fling away from the movie set.