First Trust Horizon Managed Volatility Developed Intl ETF (HDMV)
HDMV is an actively managed ETF by First Trust. HDMV launched on Aug 24, 2016 and has a 0.80% expense ratio.
ETF Info
US33739P8712
33739P871
Aug 24, 2016
Developed Markets (Broad)
1x
No Index (Active)
Large-Cap
Blend
Expense Ratio
HDMV has an expense ratio of 0.80%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) returned 22.29% year-to-date (YTD) and 22.20% over the past 12 months.
HDMV
22.29%
5.09%
19.50%
22.20%
9.39%
8.06%
N/A
^GSPC (Benchmark)
1.39%
12.89%
1.19%
12.45%
15.19%
14.95%
10.86%
Monthly Returns
The table below presents the monthly returns of HDMV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.50% | 3.72% | 4.13% | 7.55% | 1.72% | 22.29% | |||||||
| 2024 | -0.52% | 0.27% | 2.10% | -3.09% | 3.34% | -1.69% | 4.99% | 5.30% | 1.44% | -4.77% | 0.18% | -4.00% | 2.99% |
| 2023 | 5.78% | -3.76% | 3.58% | 3.79% | -4.16% | 1.82% | 1.82% | -2.79% | -3.49% | -1.75% | 5.16% | 3.99% | 9.62% |
| 2022 | -1.79% | -2.20% | 0.42% | -2.60% | -0.34% | -4.90% | 2.77% | -5.23% | -8.23% | 0.17% | 10.32% | 0.68% | -11.47% |
| 2021 | -0.34% | -0.84% | 3.28% | 0.57% | 3.35% | -0.83% | 2.27% | 0.44% | -3.86% | 2.87% | -3.31% | 3.91% | 7.38% |
| 2020 | -2.25% | -7.72% | -16.29% | 4.37% | 2.68% | 1.50% | 0.57% | 3.79% | -1.56% | -3.87% | 8.99% | 2.44% | -9.42% |
| 2019 | 5.38% | 1.48% | 1.19% | 0.90% | -2.11% | 4.22% | -2.30% | -0.92% | 2.45% | 2.58% | -0.22% | 1.72% | 15.00% |
| 2018 | 4.28% | -4.30% | -0.00% | 1.26% | -1.91% | -1.54% | 3.08% | -1.65% | 0.70% | -5.76% | 2.05% | -3.57% | -7.60% |
| 2017 | 3.84% | 1.61% | 3.72% | 3.04% | 5.32% | -0.26% | 2.37% | 0.45% | 0.82% | 0.54% | 2.34% | 0.89% | 27.49% |
| 2016 | -0.54% | 1.57% | -4.82% | -2.77% | 0.11% | -6.40% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, HDMV is among the top 9% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
First Trust Horizon Managed Volatility Developed Intl ETF provided a 2.59% dividend yield over the last twelve months, with an annual payout of $0.91 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.91 | $0.93 | $0.91 | $0.96 | $0.99 | $0.44 | $1.24 | $0.89 | $1.11 | $0.05 |
Dividend yield | 2.59% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Horizon Managed Volatility Developed Intl ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | |||||||
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.10 | $0.93 |
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.14 | $0.91 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.13 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.10 | $0.99 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.22 | $0.44 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.43 | $1.24 |
| 2018 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.13 | $0.89 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.08 | $1.11 |
| 2016 | $0.05 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Horizon Managed Volatility Developed Intl ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Horizon Managed Volatility Developed Intl ETF was 32.01%, occurring on Mar 23, 2020. Recovery took 1109 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.01% | Jan 21, 2020 | 44 | Mar 23, 2020 | 1109 | Aug 19, 2024 | 1153 |
| -15.28% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -10.33% | Sep 25, 2024 | 75 | Jan 13, 2025 | 35 | Mar 5, 2025 | 110 |
| -9.79% | Sep 8, 2016 | 45 | Nov 16, 2016 | 88 | Mar 27, 2017 | 133 |
| -8.33% | Apr 4, 2025 | 2 | Apr 7, 2025 | 6 | Apr 15, 2025 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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