ESIX vs. ROSC

Last updated Jun 4, 2026

ESIX (SPDR S&P SmallCap 600 ESG ETF) and ROSC (Hartford Multifactor Small Cap ETF) are both Small Cap Blend Equities funds - ESIX tracks the S&P SmallCap 600 ESG Index while ROSC tracks the ROSC-US - Hartford Multifactor Small Cap Index. Both are passively managed. Over the past 3 years, ESIX returned 14.39%/yr vs 15.86%/yr for ROSC. With a 0.96 correlation, they move nearly in lockstep. ESIX charges 0.12%/yr vs 0.34%/yr for ROSC.

Performance

ESIX vs. ROSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P SmallCap 600 ESG ETF (ESIX) 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, ESIX achieves a 10.83% return, which is significantly lower than ROSC's 11.71% return.

ESIX

• 1D: -1.16%
• 1M: -0.56%
• YTD: 10.83%
• 6M: 9.86%
• 1Y: 22.21%
• 3Y*: 14.39%
• 5Y*: —
• 10Y*: —

ROSC

• 1D: -0.88%
• 1M: 0.50%
• YTD: 11.71%
• 6M: 12.39%
• 1Y: 30.49%
• 3Y*: 15.86%
• 5Y*: 8.05%
• 10Y*: 10.48%

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

ESIX vs. ROSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESIX SPDR S&P SmallCap 600 ESG ETF	10.83%	1.83%	9.66%	17.51%	-14.62%
ROSC Hartford Multifactor Small Cap ETF	11.71%	10.18%	7.28%	18.88%	-9.74%

Correlation

The correlation between ESIX and ROSC is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 12, 2022	0.96

The correlation between ESIX and ROSC has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

ESIX vs. ROSC - Sectors Allocation Comparison

Sectors	ESIX	ROSC
Industrials	17.2%	11.2%
Financial Services	17.0%	18.7%
Technology	16.6%	12.1%
Consumer Cyclical	12.4%	14.1%
Healthcare	10.8%	20.1%
Real Estate	6.9%	5.5%
Energy	6.7%	3.8%
Basic Materials	4.4%	2.5%
Consumer Defensive	3.0%	6.6%
Communication Services	2.9%	3.6%
Utilities	2.0%	1.9%

Return for Risk

ESIX vs. ROSC — Risk / Return Rank

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

ESIX

ESIX Risk / Return Rank: 37
ESIX Sharpe Ratio Rank: 34
ESIX Sortino Ratio Rank: 36
ESIX Omega Ratio Rank: 32
ESIX Calmar Ratio Rank: 42
ESIX Martin Ratio Rank: 41

ROSC

ROSC Risk / Return Rank: 65
ROSC Sharpe Ratio Rank: 58
ROSC Sortino Ratio Rank: 62
ROSC Omega Ratio Rank: 57
ROSC Calmar Ratio Rank: 78
ROSC Martin Ratio Rank: 69

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.

ESIX vs. ROSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) 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.

	ESIX	ROSC	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.97	-0.77
Sortino ratio: Return per unit of downside risk	1.84	2.90	-1.06
Omega ratio: Gain probability vs. loss probability	1.21	1.35	-0.13
Calmar ratio: Return relative to maximum drawdown	2.08	3.95	-1.87
Martin ratio: Return relative to average drawdown	6.57	12.81	-6.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESIX vs. ROSC - Sharpe Ratio Comparison

The current ESIX Sharpe Ratio is 1.20, which is lower than the ROSC Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ESIX 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.

Sharpe Ratios by Period

	ESIX	ROSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	1.97	-0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.46	-0.22

Drawdowns

ESIX vs. ROSC - Drawdown Comparison

The maximum ESIX drawdown since its inception was -27.56%, smaller than the maximum ROSC drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for ESIX and ROSC.

Drawdown Indicators

	ESIX	ROSC	Difference
Max Drawdown Largest peak-to-trough decline	-27.56%	-43.13%	+15.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.18%	-7.75%	-2.43%
Max Drawdown (3Y) Largest decline over 3 years	-27.56%	-23.74%	-3.82%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.13%	—
Current Drawdown Current decline from peak	-2.42%	-1.76%	-0.66%
Average Drawdown Average peak-to-trough decline	-8.59%	-7.21%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.39%	+0.83%

Volatility

ESIX vs. ROSC - Volatility Comparison

SPDR S&P SmallCap 600 ESG ETF (ESIX) has a higher volatility of 4.19% compared to Hartford Multifactor Small Cap ETF (ROSC) at 3.54%. This indicates that ESIX'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

	ESIX	ROSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	3.54%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	12.40%	10.30%	+2.10%
Volatility (1Y) Calculated over the trailing 1-year period	17.99%	15.56%	+2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	19.32%	+2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.53%	20.28%	+1.25%

ESIX vs. ROSC - Expense Ratio Comparison

ESIX has a 0.12% expense ratio, which is lower than ROSC's 0.34% expense ratio.

Dividends

ESIX vs. ROSC - Dividend Comparison

ESIX's dividend yield for the trailing twelve months is around 1.45%, less than ROSC's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESIX SPDR S&P SmallCap 600 ESG ETF	1.45%	1.64%	1.65%	1.69%	1.54%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROSC Hartford Multifactor Small Cap ETF	1.87%	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 ESIX and ROSC in my portfolio?

With a correlation of 0.91, ESIX 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, ESIX or ROSC?

ESIX has higher volatility (4.19%) compared to ROSC (3.54%). In terms of maximum drawdown, ESIX dropped -27.56% vs ROSC's -43.13%.

Which ETF is better, ESIX or ROSC?

On 3-year performance, ROSC leads with 15.86% vs 14.39% for ESIX. On fees, ESIX is cheaper at 0.12% 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, ESIX or ROSC?

Over the 3-year period, ROSC has performed better with a 15.86% return vs 14.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESIX or ROSC?

ESIX is cheaper with a 0.12% expense ratio, compared with 0.34% for ROSC.

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

ROSC has the higher dividend yield at 1.87%, compared with 1.45% for ESIX.

What is the main difference between ESIX and ROSC?

ESIX tracks S&P SmallCap 600 ESG Index, while ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index. They also come from different issuers: State Street and Hartford. Their fees differ too: 0.12% for ESIX and 0.34% for ROSC.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (1.97 vs 1.20), 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.