IQ 50 Percent Hedged FTSE International ETF (HFXI)
HFXI is a passive ETF by New York Life tracking the investment results of the FTSE Developed ex North America 50% Hedged to USD Index. HFXI launched on Jul 22, 2015 and has a 0.20% expense ratio.
ETF Info
ISIN | US45409B5600 |
---|---|
CUSIP | 45409B560 |
Issuer | New York Life |
Inception Date | Jul 22, 2015 |
Region | Developed Markets (Broad) |
Category | Foreign Large Cap Equities |
Index Tracked | FTSE Developed ex North America 50% Hedged to USD Index |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The IQ 50 Percent Hedged FTSE International ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IQ 50 Percent Hedged FTSE International ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
IQ 50 Percent Hedged FTSE International ETF had a return of 8.26% year-to-date (YTD) and 22.44% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 8.26% | 10.04% |
1 month | 3.71% | 3.53% |
6 months | 17.75% | 22.79% |
1 year | 22.44% | 32.16% |
5 years (annualized) | 9.43% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.76% | 3.59% | ||||||||||
2023 | -2.86% | -2.32% | -2.59% | 6.74% | 4.18% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for IQ 50 Percent Hedged FTSE International ETF (HFXI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
IQ 50 Percent Hedged FTSE International ETF | 2.06 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
IQ 50 Percent Hedged FTSE International ETF granted a 1.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.52 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.52 | $0.62 | $0.99 | $0.78 | $0.45 | $0.69 | $0.79 | $0.55 | $0.63 | $0.14 |
Dividend yield | 1.92% | 2.49% | 4.65% | 3.10% | 2.00% | 3.19% | 4.33% | 2.56% | 3.47% | 0.78% |
Monthly Dividends
The table displays the monthly dividend distributions for IQ 50 Percent Hedged FTSE International 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 |
2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.49 |
2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.22 |
2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 |
2019 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 |
2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.31 |
2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 |
2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.34 |
2015 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the IQ 50 Percent Hedged FTSE International 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 IQ 50 Percent Hedged FTSE International ETF was 32.42%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.42% | Jan 21, 2020 | 39 | Mar 16, 2020 | 175 | Nov 20, 2020 | 214 |
-22.35% | Sep 8, 2021 | 266 | Sep 27, 2022 | 178 | Jun 13, 2023 | 444 |
-20.75% | Aug 11, 2015 | 110 | Feb 11, 2016 | 261 | Mar 1, 2017 | 371 |
-19.71% | Jan 29, 2018 | 229 | Dec 24, 2018 | 218 | Nov 5, 2019 | 447 |
-9.62% | Jul 31, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
Volatility
Volatility Chart
The current IQ 50 Percent Hedged FTSE International ETF volatility is 2.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.