According to Success Criterion 1.3.1 (Info and Relationships), radio buttons or check boxes that are part of the same group - that is, using the same name attribute - should be using fieldset elements to group the options as a unit. This allows the author to provide additional context to the labels provided, and associating the options as part of a logical grouping.
This example demonstrates successful usage of a fieldset with radio buttons, with a legend provided.