- ISIN
- US33739P8894
- CUSIP
- 33739P889
- Issuer
- First Trust
- Inception Date
- Aug 24, 2016
- Region
- North America (U.S.)
- Category
- Volatility Hedged Equity
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $72M
Share Price Chart
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Performance
HUSV Performance Chart
First Trust Horizon Managed Volatility Domestic ETF (HUSV) is down 0.1% since the beginning of the year. HUSV is currently trading at $39 per share. Investors who bought $1,000 worth of HUSV shares 5 years ago would now be looking at an investment worth $1,318.
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Returns By Period
First Trust Horizon Managed Volatility Domestic ETF (HUSV) has returned -0.11% so far this year and -0.82% over the past 12 months.
First Trust Horizon Managed Volatility Domestic ETF
- 1D
- -0.39%
- 1M
- -3.43%
- YTD
- -0.11%
- 6M
- -0.53%
- 1Y
- -0.82%
- 3Y*
- 7.45%
- 5Y*
- 5.67%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
HUSV Monthly Returns History
Based on dividend-adjusted daily data since Aug 25, 2016, HUSV's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +11.2%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HUSV closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.82% | 3.13% | -5.33% | 2.30% | -0.57% | -1.21% | -0.11% | ||||||
| 2025 | 3.70% | 3.96% | 0.05% | -1.77% | 1.88% | -0.41% | -0.98% | 1.21% | -0.14% | -3.76% | 2.69% | -1.30% | 4.96% |
| 2024 | 1.60% | 2.72% | 2.36% | -4.05% | 2.19% | 1.20% | 3.17% | 4.50% | 0.48% | -1.26% | 5.39% | -5.73% | 12.64% |
| 2023 | -0.59% | -2.57% | 1.44% | 2.29% | -4.79% | 5.06% | -0.31% | -0.61% | -4.06% | -0.20% | 6.36% | 2.04% | 3.51% |
| 2022 | -5.10% | -2.45% | 5.01% | -3.11% | -0.23% | -4.57% | 3.93% | -2.24% | -8.08% | 9.05% | 4.77% | -2.11% | -6.31% |
| 2021 | -3.74% | 0.28% | 7.97% | 4.50% | 1.46% | 0.23% | 4.12% | 1.52% | -4.55% | 5.18% | -1.61% | 8.99% | 26.04% |
Benchmark Metrics
First Trust Horizon Managed Volatility Domestic ETF has an annualized alpha of -0.28%, beta of 0.66, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since August 25, 2016.
- This ETF participated in 75.29% of S&P 500 Index downside but only 63.23% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.28%
- Beta
- 0.66
- R²
- 0.69
- Upside Capture
- 63.23%
- Downside Capture
- 75.29%
Expense Ratio
HUSV has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
HUSV ranks 7 for risk / return — in the bottom 7% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HUSV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.78 | -2.91 |
| Martin ratioReturn relative to average drawdown | -0.28 | 12.44 | -12.72 |
Dividends
Dividend History
First Trust Horizon Managed Volatility Domestic ETF provided a 1.39% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.53 | $0.43 | $0.60 | $0.55 | $0.48 | $0.37 | $0.38 | $0.33 | $0.30 | $0.07 |
Dividend yield | 1.39% | 1.38% | 1.14% | 1.80% | 1.68% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Horizon Managed Volatility Domestic 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.53 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.15 | $0.43 |
| 2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.48 |
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 Domestic 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 Domestic ETF was 35.72%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current First Trust Horizon Managed Volatility Domestic ETF drawdown is 4.87%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.72%Mar 2020 | 1mo 4d | 7mo 28d | 9mo 2dFeb 2020 - Nov 2020 |
Bear market2022 | -17.00%Oct 2022 | 5mo 24d | 1y 4mo | 1y 10moApr 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -12.46%Dec 2018 | 3mo 1d | 1mo 21d | 4mo 22dSep 2018 - Feb 2019 |
Bear market2022 | -9.50%Feb 2022 | 1mo 22d | 1mo 25d | 3mo 17dJan 2022 - Apr 2022 |
2025 selloff2025 | -9.35%Apr 2025 | 1mo 5d | 1mo 8d | 2mo 13dMar 2025 - May 2025 |
Drawdown Indicators
| HUSV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -56.78% | +21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -9.10% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -9.35% | -18.90% | +9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -25.43% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.87% | -1.80% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -10.71% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.03% | +0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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