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IQ 50 Percent Hedged FTSE International ETF (HFXI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS45409B5600
CUSIP45409B560
IssuerNew York Life
Inception DateJul 22, 2015
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedFTSE Developed ex North America 50% Hedged to USD Index
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with HFXI

IQ 50 Percent Hedged FTSE International ETF

Popular comparisons: HFXI vs. SPY, HFXI vs. URTH, HFXI vs. FLKR, HFXI vs. VTIAX, HFXI vs. VIGI, HFXI vs. IYW, HFXI vs. EQWL, HFXI vs. VOO, HFXI vs. DBEF, HFXI vs. ACWX

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.


40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
78.79%
148.26%
HFXI (IQ 50 Percent Hedged FTSE International ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date8.26%10.04%
1 month3.71%3.53%
6 months17.75%22.79%
1 year22.44%32.16%
5 years (annualized)9.43%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.76%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
HFXI
IQ 50 Percent Hedged FTSE International ETF
2.06
^GSPC
S&P 500
2.76

Sharpe Ratio

The current IQ 50 Percent Hedged FTSE International ETF Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.06
2.76
HFXI (IQ 50 Percent Hedged FTSE International ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018201720162015
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
HFXI (IQ 50 Percent Hedged FTSE International ETF)
Benchmark (^GSPC)

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, 202039Mar 16, 2020175Nov 20, 2020214
-22.35%Sep 8, 2021266Sep 27, 2022178Jun 13, 2023444
-20.75%Aug 11, 2015110Feb 11, 2016261Mar 1, 2017371
-19.71%Jan 29, 2018229Dec 24, 2018218Nov 5, 2019447
-9.62%Jul 31, 202364Oct 27, 202330Dec 11, 202394

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.72%
2.82%
HFXI (IQ 50 Percent Hedged FTSE International ETF)
Benchmark (^GSPC)