SSUS vs. ROUS
SSUS (Day Hagan/Ned Davis Research Smart Sector ETF) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds. SSUS is actively managed, while ROUS is passively managed. Over the past 5 years, SSUS returned 11.91%/yr vs 12.84%/yr for ROUS. Their correlation of 0.90 suggests significant overlap in exposure. SSUS charges 0.81%/yr vs 0.19%/yr for ROUS.
Performance
SSUS vs. ROUS - Performance Comparison
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Returns By Period
In the year-to-date period, SSUS achieves a 14.61% return, which is significantly lower than ROUS's 16.55% return.
SSUS
- 1D
- -0.79%
- 1M
- 7.35%
- YTD
- 14.61%
- 6M
- 14.65%
- 1Y
- 29.88%
- 3Y*
- 18.55%
- 5Y*
- 11.91%
- 10Y*
- —
ROUS
- 1D
- 0.01%
- 1M
- 6.18%
- YTD
- 16.55%
- 6M
- 16.75%
- 1Y
- 29.42%
- 3Y*
- 20.87%
- 5Y*
- 12.84%
- 10Y*
- 13.01%
SSUS vs. ROUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SSUS Day Hagan/Ned Davis Research Smart Sector ETF | 14.61% | 16.47% | 18.86% | 18.19% | -17.64% | 28.02% | 17.44% |
ROUS Hartford Multifactor US Equity ETF | 16.55% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 4.20% |
Correlation
The correlation between SSUS and ROUS is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.90 |
The correlation between SSUS and ROUS has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
SSUS vs. ROUS - Sectors Allocation Comparison
Sectors
SSUS
ROUS
Technology
Communication Services
Consumer Cyclical
Industrials
Financial Services
Healthcare
Real Estate
Utilities
Energy
Consumer Defensive
Basic Materials
Technology
SSUS
ROUS
Communication Services
SSUS
ROUS
Consumer Cyclical
SSUS
ROUS
Industrials
SSUS
ROUS
Financial Services
SSUS
ROUS
Healthcare
SSUS
ROUS
Real Estate
SSUS
ROUS
Utilities
SSUS
ROUS
Energy
SSUS
ROUS
Consumer Defensive
SSUS
ROUS
Basic Materials
SSUS
ROUS
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Return for Risk
SSUS vs. ROUS — Risk / Return Rank
SSUS
ROUS
SSUS vs. ROUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and Hartford Multifactor US Equity ETF (ROUS). 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.
| SSUS | ROUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.46 | 2.60 | -0.14 |
Sortino ratioReturn per unit of downside risk | 3.35 | 3.67 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 4.95 | -1.63 |
Martin ratioReturn relative to average drawdown | 15.41 | 20.38 | -4.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSUS | ROUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.60 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.90 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.67 | +0.17 |
Drawdowns
SSUS vs. ROUS - Drawdown Comparison
The maximum SSUS drawdown since its inception was -23.75%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for SSUS and ROUS.
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Drawdown Indicators
| SSUS | ROUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.75% | -35.51% | +11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -5.97% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -15.81% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -18.91% | -4.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -0.79% | 0.00% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -4.24% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.45% | +0.49% |
Volatility
SSUS vs. ROUS - Volatility Comparison
Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) has a higher volatility of 3.45% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.54%. This indicates that SSUS's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSUS | ROUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.54% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 8.50% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.23% | 11.37% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 14.38% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 16.96% | -0.10% |
SSUS vs. ROUS - Expense Ratio Comparison
SSUS has a 0.81% expense ratio, which is higher than ROUS's 0.19% expense ratio.
Dividends
SSUS vs. ROUS - Dividend Comparison
SSUS's dividend yield for the trailing twelve months is around 0.45%, less than ROUS's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSUS Day Hagan/Ned Davis Research Smart Sector ETF | 0.45% | 0.52% | 0.68% | 1.07% | 0.63% | 0.55% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SSUS and ROUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSUS has higher volatility (3.45%) compared to ROUS (2.54%). In terms of maximum drawdown, SSUS dropped -23.75% vs ROUS's -35.51%.
On 5-year performance, ROUS leads with 12.84% vs 11.91% for SSUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.54%. 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 12.84% return vs 11.91%. 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 0.81% for SSUS.
ROUS has the higher dividend yield at 1.32%, compared with 0.45% for SSUS.
They also come from different issuers: Donald L. Hagan LLC and Hartford. Their fees differ too: 0.81% for SSUS and 0.19% for ROUS.
ROUS currently has the higher Sharpe Ratio (2.60 vs 2.46), 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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