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SSUS vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSUS vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

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

SSUS vs. ROUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

45.5%
33.2%

Communication Services

17.2%
8.6%

Consumer Cyclical

6.6%
9.6%

Industrials

6.5%
10.4%

Financial Services

5.5%
10.6%

Healthcare

4.4%
10.7%

Real Estate

3.8%
2.1%

Utilities

3.7%
3.8%

Energy

2.8%
3.0%

Consumer Defensive

2.4%
5.8%

Basic Materials

1.6%
2.2%

Technology

SSUS
45.5%
ROUS
33.2%

Communication Services

SSUS
17.2%
ROUS
8.6%

Consumer Cyclical

SSUS
6.6%
ROUS
9.6%

Industrials

SSUS
6.5%
ROUS
10.4%

Financial Services

SSUS
5.5%
ROUS
10.6%

Healthcare

SSUS
4.4%
ROUS
10.7%

Real Estate

SSUS
3.8%
ROUS
2.1%

Utilities

SSUS
3.7%
ROUS
3.8%

Energy

SSUS
2.8%
ROUS
3.0%

Consumer Defensive

SSUS
2.4%
ROUS
5.8%

Basic Materials

SSUS
1.6%
ROUS
2.2%

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Return for Risk

SSUS vs. ROUS — Risk / Return Rank

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

SSUS
SSUS Risk / Return Rank: 7474
Overall Rank
SSUS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SSUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SSUS Omega Ratio Rank: 7373
Omega Ratio Rank
SSUS Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSUS Martin Ratio Rank: 7979
Martin Ratio Rank

ROUS
ROUS Risk / Return Rank: 8383
Overall Rank
ROUS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROUS Omega Ratio Rank: 7676
Omega Ratio Rank
ROUS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ROUS Martin Ratio Rank: 8989
Martin Ratio Rank
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.

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.


SSUSROUSDifference

Sharpe ratio

Return per unit of total volatility

2.46

2.60

-0.14

Sortino ratio

Return per unit of downside risk

3.35

3.67

-0.32

Omega ratio

Gain probability vs. loss probability

1.43

1.46

-0.02

Calmar ratio

Return relative to maximum drawdown

3.32

4.95

-1.63

Martin ratio

Return relative to average drawdown

15.41

20.38

-4.97

SSUS vs. ROUS - Sharpe Ratio Comparison

The current SSUS Sharpe Ratio is 2.46, which is comparable to the ROUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of SSUS and ROUS, 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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Sharpe Ratios by Period


SSUSROUSDifference

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


SSUSROUSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.79%

0.00%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.24%

-4.24%

-1.00%

Ulcer Index

Depth 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


SSUSROUSDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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