EELV vs. HUSV
Compare and contrast key facts about Invesco S&P Emerging Markets Low Volatility ETF (EELV) and First Trust Horizon Managed Volatility Domestic ETF (HUSV).
EELV and HUSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EELV is a passively managed fund by Invesco that tracks the performance of the S&P BMI Emerging Markets Low Volatility Index. It was launched on Jan 13, 2012. HUSV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
EELV vs. HUSV - Performance Comparison
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EELV vs. HUSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EELV Invesco S&P Emerging Markets Low Volatility ETF | 3.57% | 21.97% | 1.90% | 8.85% | -3.98% | 16.15% | -3.89% | 8.89% | -5.40% | 24.89% |
HUSV First Trust Horizon Managed Volatility Domestic ETF | 0.41% | 4.96% | 12.64% | 3.51% | -6.31% | 26.04% | 5.39% | 26.98% | -1.92% | 16.07% |
Returns By Period
In the year-to-date period, EELV achieves a 3.57% return, which is significantly higher than HUSV's 0.41% return.
EELV
- 1D
- -0.18%
- 1M
- -0.22%
- YTD
- 3.57%
- 6M
- 7.44%
- 1Y
- 20.35%
- 3Y*
- 11.19%
- 5Y*
- 8.00%
- 10Y*
- 6.35%
HUSV
- 1D
- 0.72%
- 1M
- -3.91%
- YTD
- 0.41%
- 6M
- -1.02%
- 1Y
- -2.45%
- 3Y*
- 7.59%
- 5Y*
- 6.74%
- 10Y*
- —
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EELV vs. HUSV - Expense Ratio Comparison
EELV has a 0.30% expense ratio, which is lower than HUSV's 0.70% expense ratio.
Return for Risk
EELV vs. HUSV — Risk / Return Rank
EELV
HUSV
EELV vs. HUSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) and First Trust Horizon Managed Volatility Domestic ETF (HUSV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EELV | HUSV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | -0.20 | +1.86 |
Sortino ratioReturn per unit of downside risk | 2.32 | -0.19 | +2.51 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.98 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | -0.23 | +2.72 |
Martin ratioReturn relative to average drawdown | 9.15 | -0.76 | +9.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EELV | HUSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | -0.20 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.56 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.60 | -0.30 |
Correlation
The correlation between EELV and HUSV is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EELV vs. HUSV - Dividend Comparison
EELV's dividend yield for the trailing twelve months is around 3.62%, more than HUSV's 1.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELV Invesco S&P Emerging Markets Low Volatility ETF | 3.62% | 3.75% | 4.70% | 4.00% | 3.45% | 4.35% | 2.82% | 3.14% | 5.50% | 2.92% | 2.29% | 2.53% |
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.38% | 1.38% | 1.14% | 1.80% | 1.68% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% | 0.00% |
Drawdowns
EELV vs. HUSV - Drawdown Comparison
The maximum EELV drawdown since its inception was -36.35%, roughly equal to the maximum HUSV drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for EELV and HUSV.
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Drawdown Indicators
| EELV | HUSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.35% | -35.72% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.22% | -8.36% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -17.00% | -2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.35% | — | — |
Current DrawdownCurrent decline from peak | -5.08% | -4.38% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -3.61% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.80% | -0.56% |
Volatility
EELV vs. HUSV - Volatility Comparison
Invesco S&P Emerging Markets Low Volatility ETF (EELV) has a higher volatility of 5.59% compared to First Trust Horizon Managed Volatility Domestic ETF (HUSV) at 3.15%. This indicates that EELV's price experiences larger fluctuations and is considered to be riskier than HUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EELV | HUSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 3.15% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 6.62% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 12.51% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 12.04% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 14.57% | -0.87% |