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ROSC vs. IWMW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ROSC vs. IWMW

Last updated Aug 6, 2026
Documentation

ROSC (Hartford Multifactor Small Cap ETF) and IWMW (iShares Russell 2000 BuyWrite ETF) are both exchange-traded funds - ROSC is a Small Cap Blend Equities fund tracking the ROSC-US - Hartford Multifactor Small Cap Index, while IWMW is a Derivative Income fund tracking the Cboe FTSE Russell IWM 2% OTM BuyWrite Index. Both are passively managed. Over the past year, ROSC returned 38.68% vs 26.97% for IWMW. Their correlation of 0.81 means they have usually moved in the same direction. ROSC charges 0.34%/yr vs 0.39%/yr for IWMW.

Performance

ROSC vs. IWMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and iShares Russell 2000 BuyWrite ETF (IWMW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROSC achieves a 22.39% return, which is significantly higher than IWMW's 16.14% return.

ROSC

1D
-0.51%
1M
1.97%
6M
14.61%
YTD
22.39%
1Y
38.68%
3Y*
16.37%
5Y*
10.04%
10Y*
11.18%
ALL TIME*
9.92%

IWMW

1D
0.13%
1M
2.26%
6M
14.29%
YTD
16.14%
1Y
26.97%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IWMW

iShares Russell 2000 BuyWrite ETF
$647.07K$528.72K$531.31K

ROSC

Hartford Multifactor Small Cap ETF
$142.82K$96.76K$124.47K

ROSC vs. IWMW - Yearly Performance Comparison

2026 (YTD)20252024
ROSC
Hartford Multifactor Small Cap ETF		22.39%10.18%11.55%
IWMW
iShares Russell 2000 BuyWrite ETF		16.14%7.82%5.85%

Correlation

The correlation between ROSC and IWMW is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.81

The correlation between ROSC and IWMW has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

ROSC vs. IWMW - Sectors Allocation Comparison

Sectors
ROSC
IWMW

Financial Services

19.3%
17.6%

Healthcare

19.0%
20.3%

Consumer Cyclical

14.8%
9.2%

Technology

12.3%
14.5%

Industrials

11.5%
14.1%

Consumer Defensive

6.3%
2.6%

Real Estate

5.7%
6.7%

Communication Services

3.6%
2.2%

Basic Materials

2.7%
4.4%

Energy

2.3%
5.5%

Utilities

1.8%
2.8%

Financial Services

ROSC
19.3%
IWMW
17.6%

Healthcare

ROSC
19.0%
IWMW
20.3%

Consumer Cyclical

ROSC
14.8%
IWMW
9.2%

Technology

ROSC
12.3%
IWMW
14.5%

Industrials

ROSC
11.5%
IWMW
14.1%

Consumer Defensive

ROSC
6.3%
IWMW
2.6%

Real Estate

ROSC
5.7%
IWMW
6.7%

Communication Services

ROSC
3.6%
IWMW
2.2%

Basic Materials

ROSC
2.7%
IWMW
4.4%

Energy

ROSC
2.3%
IWMW
5.5%

Utilities

ROSC
1.8%
IWMW
2.8%

Compare stocks, funds, or ETFs

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

Hartford Multifactor Small Cap ETF

iShares Russell 2000 BuyWrite ETF

Often compared with ROSC:
ROSC vs. SPMOROSC vs. JEPIROSC vs. AVUVROSC vs. SQLVROSC vs. VBRROSC vs. CALFROSC vs. SMLV
Often compared with IWMW:
IWMW vs. IWMIWMW vs. IVVWIWMW vs. SCHDIWMW vs. QQQIIWMW vs. SPYIWMW vs. IWMLIWMW vs. IWMI

Return for Risk

ROSC vs. IWMW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ROSC
ROSC Risk / Return Rank: 9292
Overall Rank
ROSC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROSC Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROSC Omega Ratio Rank: 9090
Omega Ratio Rank
ROSC Calmar Ratio Rank: 9494
Calmar Ratio Rank
ROSC Martin Ratio Rank: 9292
Martin Ratio Rank
IWMW
IWMW Risk / Return Rank: 8585
Overall Rank
IWMW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IWMW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IWMW Omega Ratio Rank: 8888
Omega Ratio Rank
IWMW Calmar Ratio Rank: 8888
Calmar Ratio Rank
IWMW Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ROSC vs. IWMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and iShares Russell 2000 BuyWrite ETF (IWMW). 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.

ROSCIWMWDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.18

+0.41

Sortino ratioReturn per unit of downside risk
3.81
2.95

+0.86

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

5.01

3.90

+1.11

Martin ratioReturn relative to average drawdown

16.89

13.50

+3.39

ROSC vs. IWMW - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.58, which is comparable to the IWMW Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ROSC and IWMW, 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

ROSC vs. IWMW - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than IWMW's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for ROSC and IWMW.

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Drawdown Indicators

ROSCIWMWDifference

Max Drawdown

Largest peak-to-trough decline

-43.13%

-21.82%

-21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-6.94%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

—

—

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

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-7.11%

-3.59%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.00%

+0.30%

Volatility

ROSC vs. IWMW - Volatility Comparison

Hartford Multifactor Small Cap ETF (ROSC) has a higher volatility of 3.75% compared to iShares Russell 2000 BuyWrite ETF (IWMW) at 3.14%. This indicates that ROSC's price experiences larger fluctuations and is considered to be riskier than IWMW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ROSCIWMWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.14%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

9.40%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

12.46%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

15.79%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

15.79%

+4.46%

ROSC vs. IWMW - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is lower than IWMW's 0.39% expense ratio.

Dividends

ROSC vs. IWMW - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.76%, less than IWMW's 20.22% yield.

PositionTTM20252024202320222021202020192018201720162015
IWMW
iShares Russell 2000 BuyWrite ETF		20.22%20.98%17.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROSC
Hartford Multifactor Small Cap ETF		1.76%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 IWMW have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROSC has higher volatility (3.75%) compared to IWMW (3.14%). In terms of maximum drawdown, ROSC dropped -43.13% vs IWMW's -21.82%.

On 1-year performance, ROSC leads with 38.68% vs 26.97% for IWMW. On fees, ROSC is cheaper at 0.34% per year. On volatility, IWMW has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ROSC has performed better with a 38.68% return vs 26.97%. 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 0.39% for IWMW.

IWMW has the higher dividend yield at 20.22%, compared with 1.76% for ROSC.

ROSC is categorized as Small Cap Blend Equities, while IWMW is Derivative Income. ROSC tracks ROSC-US - Hartford Multifactor Small Cap Index, while IWMW tracks Cboe FTSE Russell IWM 2% OTM BuyWrite Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.34% for ROSC and 0.39% for IWMW.

ROSC currently has the higher Sharpe Ratio (2.58 vs 2.18), 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.

Portfolio Optimizer

Find the right allocation for ROSC and IWMW

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