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DES vs. ROSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DES vs. ROSC

Last updated Jun 24, 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 8.55%/yr vs 11.36%/yr for ROSC. Their correlation of 0.83 suggests significant overlap in exposure. 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.

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Returns By Period

In the year-to-date period, DES achieves a 19.31% return, which is significantly higher than ROSC's 16.64% return. Over the past 10 years, DES has underperformed ROSC with an annualized return of 8.55%, while ROSC has yielded a comparatively higher 11.36% annualized return.

DES

1D
0.66%
1M
3.24%
YTD
19.31%
6M
18.13%
1Y
28.95%
3Y*
15.80%
5Y*
7.19%
10Y*
8.55%

ROSC

1D
0.51%
1M
3.56%
YTD
16.64%
6M
14.85%
1Y
34.90%
3Y*
17.42%
5Y*
8.95%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES vs. ROSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DES
WisdomTree U.S. SmallCap Dividend Fund		19.31%0.25%9.93%16.50%-10.96%26.51%-4.26%20.26%-12.85%8.64%
ROSC
Hartford Multifactor Small Cap ETF		16.64%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 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

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

24.8%
18.4%

Consumer Cyclical

16.0%
14.6%

Industrials

13.4%
11.0%

Energy

10.2%
3.2%

Real Estate

10.1%
5.6%

Basic Materials

6.3%
2.6%

Technology

6.0%
13.0%

Utilities

4.2%
1.9%

Consumer Defensive

4.1%
6.4%

Communication Services

2.8%
3.5%

Healthcare

2.0%
20.0%

Financial Services

DES
24.8%
ROSC
18.4%

Consumer Cyclical

DES
16.0%
ROSC
14.6%

Industrials

DES
13.4%
ROSC
11.0%

Energy

DES
10.2%
ROSC
3.2%

Real Estate

DES
10.1%
ROSC
5.6%

Basic Materials

DES
6.3%
ROSC
2.6%

Technology

DES
6.0%
ROSC
13.0%

Utilities

DES
4.2%
ROSC
1.9%

Consumer Defensive

DES
4.1%
ROSC
6.4%

Communication Services

DES
2.8%
ROSC
3.5%

Healthcare

DES
2.0%
ROSC
20.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. SmallCap Dividend Fund

Hartford Multifactor Small Cap ETF

Often compared with DES:
DES vs. FDVVDES vs. AVUVDES vs. EESDES vs. IWNDES vs. SCHDDES vs. VBRDES vs. VXUS
Often compared with ROSC:
ROSC vs. JEPIROSC vs. SPMOROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. SMLVROSC vs. CALF

Return for Risk

DES vs. ROSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DES
DES Risk / Return Rank: 6161
Overall Rank
DES Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DES Sortino Ratio Rank: 5959
Sortino Ratio Rank
DES Omega Ratio Rank: 5252
Omega Ratio Rank
DES Calmar Ratio Rank: 7777
Calmar Ratio Rank
DES Martin Ratio Rank: 6363
Martin Ratio Rank
ROSC
ROSC Risk / Return Rank: 7979
Overall Rank
ROSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROSC Omega Ratio Rank: 7373
Omega Ratio Rank
ROSC Calmar Ratio Rank: 8686
Calmar Ratio Rank
ROSC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

DESROSCDifference
Sharpe ratioReturn per unit of total volatility
1.77
2.27

-0.49

Sortino ratioReturn per unit of downside risk
2.64
3.30

-0.65

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

3.80

4.52

-0.72

Martin ratioReturn relative to average drawdown

10.90

14.75

-3.85

DES vs. ROSC - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 1.77, which is comparable to the ROSC Sharpe Ratio of 2.27. 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.

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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.

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Drawdown Indicators

DESROSCDifference

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

-0.97%

-0.33%

-0.64%

Average Drawdown

Average peak-to-trough decline

-9.66%

-7.18%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.37%

+0.29%

Volatility

DES vs. ROSC - Volatility Comparison

WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 3.95% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that DES's price experiences larger fluctuations and is considered to be riskier than ROSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DESROSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.54%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

10.40%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

15.53%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

19.29%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

20.24%

+1.72%

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 2.31%, more than ROSC's 1.79% yield.

PositionTTM20252024202320222021202020192018201720162015
DES
WisdomTree U.S. SmallCap Dividend Fund		2.31%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		1.79%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

With a correlation of 0.93, 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.

DES has higher volatility (3.95%) compared to ROSC (3.54%). In terms of maximum drawdown, DES dropped -65.48% vs ROSC's -43.13%.

On 10-year performance, ROSC leads with 11.36% vs 8.55% for DES. On fees, ROSC is cheaper at 0.34% per year. On volatility, ROSC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROSC has performed better with a 11.36% return vs 8.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DES has the higher dividend yield at 2.31%, compared with 1.79% for 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.

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.77), 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.

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