ROSC vs. WCEO

Last updated Jun 24, 2026

ROSC (Hartford Multifactor Small Cap ETF) and WCEO (Hypatia Women CEO ETF) are both Small Cap Blend Equities funds. ROSC is passively managed, while WCEO is actively managed. Over the past 3 years, ROSC returned 17.42%/yr vs 15.18%/yr for WCEO. Their correlation of 0.91 suggests significant overlap in exposure. ROSC charges 0.34%/yr vs 0.85%/yr for WCEO.

Performance

ROSC vs. WCEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Small Cap ETF (ROSC) and Hypatia Women CEO ETF (WCEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROSC achieves a 16.64% return, which is significantly higher than WCEO's 13.01% 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%

WCEO

• 1D: 0.08%
• 1M: 3.28%
• YTD: 13.01%
• 6M: 11.61%
• 1Y: 29.55%
• 3Y*: 15.18%
• 5Y*: —
• 10Y*: —

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

ROSC vs. WCEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ROSC Hartford Multifactor Small Cap ETF	16.64%	10.18%	7.28%	15.91%
WCEO Hypatia Women CEO ETF	13.01%	9.77%	8.28%	10.51%

Correlation

The correlation between ROSC and WCEO is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 9, 2023	0.91

The correlation between ROSC and WCEO has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

ROSC vs. WCEO - Sectors Allocation Comparison

Sectors	ROSC	WCEO
Healthcare	20.0%	10.6%
Financial Services	18.4%	16.1%
Consumer Cyclical	14.6%	14.5%
Technology	13.0%	18.3%
Industrials	11.0%	13.0%
Consumer Defensive	6.4%	3.0%
Real Estate	5.6%	6.0%
Communication Services	3.5%	4.5%
Energy	3.2%	6.8%
Basic Materials	2.6%	5.2%
Utilities	1.9%	2.0%

Return for Risk

ROSC vs. WCEO — Risk / Return Rank

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

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

WCEO

WCEO Risk / Return Rank: 70
WCEO Sharpe Ratio Rank: 64
WCEO Sortino Ratio Rank: 68
WCEO Omega Ratio Rank: 59
WCEO Calmar Ratio Rank: 84
WCEO Martin Ratio Rank: 75

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.

ROSC vs. WCEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Small Cap ETF (ROSC) and Hypatia Women CEO ETF (WCEO). 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	WCEO	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.95	+0.31
Sortino ratio: Return per unit of downside risk	3.30	2.89	+0.41
Omega ratio: Gain probability vs. loss probability	1.40	1.33	+0.06
Calmar ratio: Return relative to maximum drawdown	4.52	4.27	+0.26
Martin ratio: Return relative to average drawdown	14.75	13.27	+1.48

ROSC vs. WCEO - Sharpe Ratio Comparison

The current ROSC Sharpe Ratio is 2.27, which is comparable to the WCEO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ROSC and WCEO, 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

ROSC vs. WCEO - Drawdown Comparison

The maximum ROSC drawdown since its inception was -43.13%, which is greater than WCEO's maximum drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for ROSC and WCEO.

Drawdown Indicators

	ROSC	WCEO	Difference
Max Drawdown Largest peak-to-trough decline	-43.13%	-25.88%	-17.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.75%	-6.96%	-0.79%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-25.88%	+2.14%
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	-0.33%	-0.48%	+0.15%
Average Drawdown Average peak-to-trough decline	-7.18%	-5.44%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.23%	+0.14%

Volatility

ROSC vs. WCEO - Volatility Comparison

The current volatility for Hartford Multifactor Small Cap ETF (ROSC) is 3.54%, while Hypatia Women CEO ETF (WCEO) has a volatility of 3.75%. This indicates that ROSC experiences smaller price fluctuations and is considered to be less risky than WCEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROSC	WCEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	3.75%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	10.40%	10.42%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	15.22%	+0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	18.07%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.24%	18.07%	+2.17%

ROSC vs. WCEO - Expense Ratio Comparison

ROSC has a 0.34% expense ratio, which is lower than WCEO's 0.85% expense ratio.

Dividends

ROSC vs. WCEO - Dividend Comparison

ROSC's dividend yield for the trailing twelve months is around 1.79%, more than WCEO's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WCEO Hypatia Women CEO ETF	0.57%	0.64%	0.88%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROSC and WCEO in my portfolio?

ROSC and WCEO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROSC or WCEO?

WCEO has higher volatility (3.75%) compared to ROSC (3.54%). In terms of maximum drawdown, ROSC dropped -43.13% vs WCEO's -25.88%.

Which ETF is better, ROSC or WCEO?

On 3-year performance, ROSC leads with 17.42% vs 15.18% for WCEO. 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, ROSC or WCEO?

Over the 3-year period, ROSC has performed better with a 17.42% return vs 15.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROSC or WCEO?

ROSC is cheaper with a 0.34% expense ratio, compared with 0.85% for WCEO.

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

ROSC has the higher dividend yield at 1.79%, compared with 0.57% for WCEO.

What is the main difference between ROSC and WCEO?

They also come from different issuers: Hartford and Hypatia Capital. Their fees differ too: 0.34% for ROSC and 0.85% for WCEO.

Which has better risk-adjusted returns?

ROSC currently has the higher Sharpe Ratio (2.27 vs 1.95), 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.