EES vs. ROSC

Last updated Jun 24, 2026

EES (WisdomTree U.S. SmallCap Fund) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - EES tracks the WisdomTree U.S. Small Cap Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 10 years, EES returned 11.27%/yr vs 11.36%/yr for ROSC. Their correlation of 0.84 suggests significant overlap in exposure. EES charges 0.38%/yr vs 0.34%/yr for ROSC.

Performance

EES vs. ROSC - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with EES having a 15.85% return and ROSC slightly higher at 16.64%. Both investments have delivered pretty close results over the past 10 years, with EES having a 11.27% annualized return and ROSC not far ahead at 11.36%.

EES

• 1D: 0.22%
• 1M: 3.53%
• YTD: 15.85%
• 6M: 14.28%
• 1Y: 32.65%
• 3Y*: 16.43%
• 5Y*: 7.13%
• 10Y*: 11.27%

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)

EES vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EES WisdomTree U.S. SmallCap Fund	15.85%	6.99%	9.86%	18.53%	-16.18%	34.39%	3.06%	21.68%	-10.12%	12.42%
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 EES and ROSC is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Mar 24, 2015	0.84

The correlation between EES and ROSC shifts across timeframes, from 0.84 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

EES vs. ROSC - Sectors Allocation Comparison

Sectors	EES	ROSC
Financial Services	21.8%	18.4%
Technology	15.7%	13.0%
Consumer Cyclical	13.1%	14.6%
Industrials	12.6%	11.0%
Healthcare	10.1%	20.0%
Energy	7.2%	3.2%
Basic Materials	5.0%	2.6%
Consumer Defensive	4.9%	6.4%
Real Estate	4.7%	5.6%
Communication Services	3.3%	3.5%
Utilities	1.7%	1.9%

Return for Risk

EES vs. ROSC — Risk / Return Rank

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

EES

EES Risk / Return Rank: 67
EES Sharpe Ratio Rank: 61
EES Sortino Ratio Rank: 64
EES Omega Ratio Rank: 57
EES Calmar Ratio Rank: 83
EES Martin Ratio Rank: 70

ROSC

ROSC Risk / Return Rank: 79
ROSC Sharpe Ratio Rank: 77
ROSC Sortino Ratio Rank: 81
ROSC Omega Ratio Rank: 73
ROSC Calmar Ratio Rank: 86
ROSC Martin Ratio Rank: 80

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.

EES vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) 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.

	EES	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.27	-0.38
Sortino ratio: Return per unit of downside risk	2.73	3.30	-0.57
Omega ratio: Gain probability vs. loss probability	1.33	1.40	-0.07
Calmar ratio: Return relative to maximum drawdown	4.11	4.52	-0.41
Martin ratio: Return relative to average drawdown	12.18	14.75	-2.57

EES vs. ROSC - Sharpe Ratio Comparison

The current EES Sharpe Ratio is 1.89, which is comparable to the ROSC Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EES 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

EES vs. ROSC - Drawdown Comparison

The maximum EES drawdown since its inception was -63.66%, which is greater than ROSC's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for EES and ROSC.

Drawdown Indicators

	EES	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-63.66%	-43.13%	-20.53%
Max Drawdown (1Y) Largest decline over 1 year	-7.98%	-7.75%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-27.15%	-23.74%	-3.41%
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	-23.74%	-3.41%
Max Drawdown (10Y) Largest decline over 10 years	-50.52%	-43.13%	-7.39%
Current Drawdown Current decline from peak	-0.85%	-0.33%	-0.52%
Average Drawdown Average peak-to-trough decline	-10.34%	-7.18%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.37%	+0.32%

Volatility

EES vs. ROSC - Volatility Comparison

WisdomTree U.S. SmallCap Fund (EES) has a higher volatility of 4.29% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that EES'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.

Volatility by Period

	EES	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	3.54%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	11.50%	10.40%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	17.42%	15.53%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.49%	19.29%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.77%	20.24%	+3.53%

EES vs. ROSC - Expense Ratio Comparison

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

Dividends

EES vs. ROSC - Dividend Comparison

EES's dividend yield for the trailing twelve months is around 1.09%, less than ROSC's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EES WisdomTree U.S. SmallCap Fund	1.09%	1.29%	1.37%	1.18%	1.12%	1.69%	1.29%	1.31%	1.81%	0.93%	1.02%	1.38%
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

Can I hold both EES and ROSC in my portfolio?

With a correlation of 0.94, EES 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, EES or ROSC?

EES has higher volatility (4.29%) compared to ROSC (3.54%). In terms of maximum drawdown, EES dropped -63.66% vs ROSC's -43.13%.

Which ETF is better, EES or ROSC?

On 10-year performance, ROSC leads with 11.36% vs 11.27% for EES. 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.

Which ETF has performed better, EES or ROSC?

Over the 10-year period, ROSC has performed better with a 11.36% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EES or ROSC?

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

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

ROSC has the higher dividend yield at 1.79%, compared with 1.09% for EES.

What is the main difference between EES and ROSC?

EES tracks WisdomTree U.S. Small Cap Index, 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 EES and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.89), 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.