DES vs. ROSC

Last updated Aug 4, 2026

DES (WisdomTree U.S. SmallCap Dividend Fund) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - DES tracks the WisdomTree SmallCap Dividend (TR) while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, DES returned 8.19%/yr vs 11.09%/yr for ROSC. Their correlation of 0.83 means they have usually moved in the same direction. DES charges 0.38%/yr vs 0.34%/yr for ROSC.

Performance

DES vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) and Hartford Multifactor Small Cap ETF (ROSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DES achieves a 24.40% return, which is significantly higher than ROSC's 21.44% return. Over the past 10 years, DES has underperformed ROSC with an annualized return of 8.19%, while ROSC has yielded a comparatively higher 11.09% annualized return.

DES

• 1D: 1.38%
• 1M: 2.25%
• 6M: 14.77%
• YTD: 24.40%
• 1Y: 34.94%
• 3Y*: 13.85%
• 5Y*: 8.92%
• 10Y*: 8.19%
• ALL TIME*: 7.95%

ROSC

• 1D: 1.35%
• 1M: 1.50%
• 6M: 14.44%
• YTD: 21.44%
• 1Y: 40.60%
• 3Y*: 16.07%
• 5Y*: 10.37%
• 10Y*: 11.09%
• ALL TIME*: 9.85%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DES WisdomTree U.S. SmallCap Dividend Fund	$3.72M	$4.44M	$5.66M
ROSC Hartford Multifactor Small Cap ETF	$136.27K	$122.07K	$123.34K

DES vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DES WisdomTree U.S. SmallCap Dividend Fund	24.40%	0.25%	9.93%	16.50%	-10.96%	26.51%	-4.26%	20.26%	-12.85%	8.64%
ROSC Hartford Multifactor Small Cap ETF	21.44%	10.18%	7.28%	18.88%	-10.58%	31.37%	5.27%	17.09%	-12.38%	24.49%

Correlation

The correlation between DES and ROSC is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.83

The correlation between DES and ROSC shifts across timeframes, from 0.83 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

DES vs. ROSC - Sectors Allocation Comparison

Sectors	DES	ROSC
Financial Services	25.2%	19.3%
Consumer Cyclical	16.3%	14.8%
Industrials	13.6%	11.5%
Real Estate	9.9%	5.7%
Energy	9.5%	2.3%
Technology	6.2%	12.3%
Basic Materials	6.1%	2.7%
Utilities	4.1%	1.8%
Consumer Defensive	4.1%	6.3%
Communication Services	2.9%	3.6%
Healthcare	2.1%	19.0%

Return for Risk

DES vs. ROSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DES

DES Risk / Return Rank: 90
DES Sharpe Ratio Rank: 89
DES Sortino Ratio Rank: 91
DES Omega Ratio Rank: 87
DES Calmar Ratio Rank: 93
DES Martin Ratio Rank: 88

ROSC

ROSC Risk / Return Rank: 94
ROSC Sharpe Ratio Rank: 94
ROSC Sortino Ratio Rank: 94
ROSC Omega Ratio Rank: 93
ROSC Calmar Ratio Rank: 95
ROSC Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DES vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Hartford Multifactor Small Cap ETF (ROSC). 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.

	DES	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.71	-0.48
Sortino ratio: Return per unit of downside risk	3.33	3.97	-0.65
Omega ratio: Gain probability vs. loss probability	1.40	1.48	-0.08
Calmar ratio: Return relative to maximum drawdown	4.59	5.26	-0.67
Martin ratio: Return relative to average drawdown	13.84	17.73	-3.89

DES vs. ROSC - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 2.23, which is comparable to the ROSC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of DES and ROSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DES vs. ROSC - Drawdown Comparison

The maximum DES drawdown since its inception was -65.48%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for DES and ROSC.

Drawdown Indicators

	DES	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-65.48%	-43.13%	-22.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.64%	-7.75%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-25.16%	-23.74%	-1.42%
Max Drawdown (5Y) Largest decline over 5 years	-25.16%	-23.74%	-1.42%
Max Drawdown (10Y) Largest decline over 10 years	-45.65%	-43.13%	-2.52%
Current Drawdown Current decline from peak	-0.18%	-0.42%	+0.24%
Average Drawdown Average peak-to-trough decline	-9.61%	-7.12%	-2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.30%	+0.23%

Volatility

DES vs. ROSC - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) and Hartford Multifactor Small Cap ETF (ROSC) have volatilities of 3.55% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DES	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	3.55%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	10.12%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	15.76%	15.09%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.39%	19.21%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.93%	20.25%	+1.68%

DES vs. ROSC - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is higher than ROSC's 0.34% expense ratio.

Dividends

DES vs. ROSC - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.23%, more than ROSC's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DES WisdomTree U.S. SmallCap Dividend Fund	2.23%	2.85%	2.81%	2.65%	2.89%	2.31%	2.75%	2.68%	3.65%	2.89%	2.70%	3.09%
ROSC Hartford Multifactor Small Cap ETF	1.77%	2.08%	2.00%	2.01%	1.51%	2.13%	1.75%	3.05%	2.86%	2.13%	2.20%	2.48%

Frequently Asked Questions

Can I hold both DES and ROSC in my portfolio?

With a correlation of 0.91, DES and ROSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DES or ROSC?

ROSC has higher volatility (3.55%) compared to DES (3.55%). In terms of maximum drawdown, DES dropped -65.48% vs ROSC's -43.13%.

Which ETF is better, DES or ROSC?

On 10-year performance, ROSC leads with 11.09% vs 8.19% for DES. On fees, ROSC is cheaper at 0.34% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DES or ROSC?

Over the 10-year period, ROSC has performed better with a 11.09% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DES or ROSC?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.38% for DES.

Which ETF pays a higher dividend yield, DES or ROSC?

DES has the higher dividend yield at 2.23%, compared with 1.77% for ROSC.

What is the main difference between DES and ROSC?

DES tracks WisdomTree SmallCap Dividend (TR), while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: WisdomTree and Hartford. Their fees differ too: 0.38% for DES and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.71 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.