ROSC vs. ISCMF
ROSC (Hartford Multifactor Small Cap ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, ROSC returned 17.42%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.04, they often move in opposite directions. ROSC charges 0.34%/yr vs 0.19%/yr for ISCMF.
Performance
ROSC vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, ROSC achieves a 16.64% return, which is significantly lower than ISCMF's 22.87% return.
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%
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
ROSC vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ROSC Hartford Multifactor Small Cap ETF | 16.64% | 10.18% | 7.28% | 18.88% | -6.70% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between ROSC and ISCMF is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | -0.04 |
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Return for Risk
ROSC vs. ISCMF — Risk / Return Rank
ROSC
ISCMF
ROSC vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.
| ROSC | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 2.31 | -0.91 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 5.53 | -1.00 |
| Martin ratioReturn relative to average drawdown | 14.75 | 11.85 | +2.90 |
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Drawdowns
ROSC vs. ISCMF - Drawdown Comparison
The maximum ROSC drawdown since its inception was -43.13%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for ROSC and ISCMF.
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Drawdown Indicators
| ROSC | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.13% | -25.42% | -17.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -5.69% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | -7.62% | -16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -5.26% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -13.35% | +6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.65% | -0.28% |
Volatility
ROSC vs. ISCMF - Volatility Comparison
The current volatility for Hartford Multifactor Small Cap ETF (ROSC) is 3.54%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that ROSC experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROSC | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.11% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 15.45% | -5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 17.84% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 14.29% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 14.29% | +5.95% |
ROSC vs. ISCMF - Expense Ratio Comparison
ROSC has a 0.34% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
ROSC vs. ISCMF - Dividend Comparison
ROSC's dividend yield for the trailing twelve months is around 1.79%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ROSC and ISCMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISCMF has higher volatility (5.11%) compared to ROSC (3.54%). In terms of maximum drawdown, ROSC dropped -43.13% vs ISCMF's -25.42%.
On 3-year performance, ROSC leads with 17.42% vs 16.78% for ISCMF. On fees, ISCMF is cheaper at 0.19% 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 3-year period, ROSC has performed better with a 17.42% return vs 16.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.34% for ROSC.
ROSC has the higher dividend yield at 1.79%, compared with 0.00% for ISCMF.
ROSC is categorized as Small Cap Blend Equities, while ISCMF is Commodities. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.19% for ISCMF.
ROSC currently has the higher Sharpe Ratio (2.27 vs 1.76), 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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