DSI vs. ROUS

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and Hartford Multifactor US Equity ETF (ROUS).

DSI and ROUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006. ROUS is a passively managed fund by Hartford that tracks the performance of the Hartford Multi-factor Large Cap Index. It was launched on Feb 25, 2015. Both DSI and ROUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DSI vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

DSI vs. ROUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSI iShares MSCI KLD 400 Social ETF	-4.81%	18.03%	22.38%	28.51%	-21.71%	31.32%	20.94%	31.15%	-3.90%	20.89%
ROUS Hartford Multifactor US Equity ETF	4.05%	15.21%	17.61%	15.05%	-9.65%	27.33%	6.61%	23.94%	-9.59%	22.88%

Returns By Period

In the year-to-date period, DSI achieves a -4.81% return, which is significantly lower than ROUS's 4.05% return. Over the past 10 years, DSI has outperformed ROUS with an annualized return of 13.73%, while ROUS has yielded a comparatively lower 11.80% annualized return.

DSI

• 1D: 0.15%
• 1M: -3.66%
• YTD: -4.81%
• 6M: -2.96%
• 1Y: 19.29%
• 3Y*: 17.46%
• 5Y*: 10.87%
• 10Y*: 13.73%

ROUS

• 1D: 0.55%
• 1M: -1.30%
• YTD: 4.05%
• 6M: 4.55%
• 1Y: 18.67%
• 3Y*: 16.32%
• 5Y*: 11.34%
• 10Y*: 11.80%

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

DSI vs. ROUS - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is higher than ROUS's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DSI

iShares MSCI KLD 400 Social ETF

ROUS

Hartford Multifactor US Equity ETF

Return for Risk

DSI vs. ROUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSI

DSI Risk / Return Rank: 57
DSI Sharpe Ratio Rank: 54
DSI Sortino Ratio Rank: 58
DSI Omega Ratio Rank: 58
DSI Calmar Ratio Rank: 59
DSI Martin Ratio Rank: 58

ROUS

ROUS Risk / Return Rank: 63
ROUS Sharpe Ratio Rank: 62
ROUS Sortino Ratio Rank: 64
ROUS Omega Ratio Rank: 63
ROUS Calmar Ratio Rank: 56
ROUS Martin Ratio Rank: 71

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.

DSI vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and Hartford Multifactor US Equity ETF (ROUS). 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.

	DSI	ROUS	Difference
Sharpe ratio Return per unit of total volatility	1.03	1.17	-0.14
Sortino ratio Return per unit of downside risk	1.59	1.71	-0.12
Omega ratio Gain probability vs. loss probability	1.23	1.24	-0.02
Calmar ratio Return relative to maximum drawdown	1.74	1.72	+0.02
Martin ratio Return relative to average drawdown	6.68	8.57	-1.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSI vs. ROUS - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.03, which is comparable to the ROUS Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DSI and ROUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DSI	ROUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	1.17	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.79	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.70	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.61	-0.10

Correlation

The correlation between DSI and ROUS is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DSI vs. ROUS - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.99%, less than ROUS's 1.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSI iShares MSCI KLD 400 Social ETF	0.99%	0.92%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.51%	1.46%
ROUS Hartford Multifactor US Equity ETF	1.48%	1.52%	1.62%	1.91%	1.88%	1.38%	2.01%	2.12%	1.89%	1.54%	1.97%	1.62%

Drawdowns

DSI vs. ROUS - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than ROUS's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for DSI and ROUS.

Drawdown Indicators

	DSI	ROUS	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-35.51%	-18.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-7.37%	-3.68%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-18.91%	-9.45%
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	-35.51%	+1.41%
Current Drawdown Current decline from peak	-7.42%	-2.82%	-4.60%
Average Drawdown Average peak-to-trough decline	-7.58%	-4.30%	-3.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.29%	+0.71%

Volatility

DSI vs. ROUS - Volatility Comparison

iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.63% compared to Hartford Multifactor US Equity ETF (ROUS) at 4.04%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSI	ROUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	4.04%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	8.83%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	16.05%	+2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	14.36%	+3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	16.94%	+1.73%