ROUS vs. BDRY
ROUS (Hartford Multifactor US Equity ETF) and BDRY (Breakwave Dry Bulk Shipping ETF) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while BDRY is a Commodities fund tracking the Breakwave Dry Freight Futures Index. Both are passively managed. Over the past 5 years, ROUS returned 12.99%/yr vs -16.12%/yr for BDRY. At a 0.04 correlation, their price movements are largely independent. ROUS charges 0.19%/yr vs 3.76%/yr for BDRY.
Performance
ROUS vs. BDRY - Performance Comparison
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Returns By Period
In the year-to-date period, ROUS achieves a 16.38% return, which is significantly lower than BDRY's 32.04% return.
ROUS
- 1D
- 0.54%
- 1M
- 1.79%
- YTD
- 16.38%
- 6M
- 15.03%
- 1Y
- 30.10%
- 3Y*
- 20.23%
- 5Y*
- 12.99%
- 10Y*
- 13.10%
BDRY
- 1D
- 0.09%
- 1M
- -8.64%
- YTD
- 32.04%
- 6M
- 30.41%
- 1Y
- 102.09%
- 3Y*
- 23.42%
- 5Y*
- -16.12%
- 10Y*
- —
ROUS vs. BDRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 16.38% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 6.61% | 23.94% | -12.20% |
BDRY Breakwave Dry Bulk Shipping ETF | 32.04% | 44.24% | -47.40% | 25.79% | -68.84% | 282.99% | -50.16% | -15.92% | -27.66% |
Correlation
The correlation between ROUS and BDRY is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.04 |
The correlation between ROUS and BDRY shifts across timeframes, from -0.09 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROUS vs. BDRY — Risk / Return Rank
ROUS
BDRY
ROUS vs. BDRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.
| ROUS | BDRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 4.75 | +0.31 |
| Martin ratioReturn relative to average drawdown | 20.49 | 13.45 | +7.04 |
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Drawdowns
ROUS vs. BDRY - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for ROUS and BDRY.
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Drawdown Indicators
| ROUS | BDRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -89.16% | +53.65% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -21.60% | +15.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -69.71% | +53.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -89.16% | +70.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -72.10% | +71.08% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -58.42% | +54.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 7.62% | -6.15% |
Volatility
ROUS vs. BDRY - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 3.89%, while Breakwave Dry Bulk Shipping ETF (BDRY) has a volatility of 7.86%. This indicates that ROUS experiences smaller price fluctuations and is considered to be less risky than BDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROUS | BDRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 7.86% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 29.21% | -20.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 42.17% | -30.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 60.25% | -45.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 62.41% | -45.43% |
ROUS vs. BDRY - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than BDRY's 3.76% expense ratio.
Dividends
ROUS vs. BDRY - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.32%, while BDRY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDRY Breakwave Dry Bulk Shipping 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% |
ROUS Hartford Multifactor US Equity ETF | 1.32% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
Frequently Asked Questions
ROUS and BDRY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDRY has higher volatility (7.86%) compared to ROUS (3.89%). In terms of maximum drawdown, ROUS dropped -35.51% vs BDRY's -89.16%.
On 5-year performance, ROUS leads with 12.99% vs -16.12% for BDRY. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROUS has performed better with a 12.99% return vs -16.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROUS is cheaper with a 0.19% expense ratio, compared with 3.76% for BDRY.
ROUS has the higher dividend yield at 1.32%, compared with 0.00% for BDRY.
ROUS is categorized as Large Cap Growth Equities, while BDRY is Commodities. ROUS tracks Hartford Multi-factor Large Cap Index, while BDRY tracks Breakwave Dry Freight Futures Index. They also come from different issuers: Hartford and ETFMG. Their fees differ too: 0.19% for ROUS and 3.76% for BDRY.
ROUS currently has the higher Sharpe Ratio (2.59 vs 2.44), 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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