See what your fund actually adds

Hartford Multifactor U.S. Equity ETF ROUS

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

ROUS compared with its replication portfolio
MeasureROUSReplication
Annualized growth12.4%10.2%
Annualized volatility13.9%13.6%
Sharpe ratio0.910.78
Maximum drawdown18.6%18.4%
Replication fit (R²)0.97 · Tracking error 2.5%

Replication portfolio

The published portfolio below is the investable basket used to model ROUS’s historical return behavior.

ROUS replication basket weights
TickerBuilding blockWeight
USMVFactor · Min Vol42.3%
LRGFFactor · Multi-Factor25.0%
VTVStyle · Value17.8%
IJHUS Mid Cap14.8%