HDMV vs. DWMF
Compare and contrast key facts about First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) and WisdomTree International Multifactor Fund (DWMF).
HDMV and DWMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016. DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
HDMV vs. DWMF - Performance Comparison
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HDMV vs. DWMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.18% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 15.00% | -5.73% |
DWMF WisdomTree International Multifactor Fund | 3.84% | 24.42% | 10.22% | 10.78% | -7.31% | 11.24% | -1.18% | 16.10% | -7.30% |
Returns By Period
In the year-to-date period, HDMV achieves a 4.18% return, which is significantly higher than DWMF's 3.84% return.
HDMV
- 1D
- 2.14%
- 1M
- -6.09%
- YTD
- 4.18%
- 6M
- 7.46%
- 1Y
- 20.52%
- 3Y*
- 12.99%
- 5Y*
- 7.11%
- 10Y*
- —
DWMF
- 1D
- 2.44%
- 1M
- -5.33%
- YTD
- 3.84%
- 6M
- 6.56%
- 1Y
- 18.87%
- 3Y*
- 14.10%
- 5Y*
- 9.33%
- 10Y*
- —
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HDMV vs. DWMF - Expense Ratio Comparison
HDMV has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.
Return for Risk
HDMV vs. DWMF — Risk / Return Rank
HDMV
DWMF
HDMV vs. DWMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) and WisdomTree International Multifactor Fund (DWMF). 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.
| HDMV | DWMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.38 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.04 | 2.02 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.13 | +0.15 |
Martin ratioReturn relative to average drawdown | 8.16 | 8.12 | +0.04 |
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
| HDMV | DWMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.38 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.84 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.12 |
Correlation
The correlation between HDMV and DWMF is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HDMV vs. DWMF - Dividend Comparison
HDMV's dividend yield for the trailing twelve months is around 4.70%, more than DWMF's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.70% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% |
DWMF WisdomTree International Multifactor Fund | 2.87% | 2.80% | 3.50% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% |
Drawdowns
HDMV vs. DWMF - Drawdown Comparison
The maximum HDMV drawdown since its inception was -32.01%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for HDMV and DWMF.
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Drawdown Indicators
| HDMV | DWMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -29.72% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -8.74% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -17.00% | -7.11% |
Current DrawdownCurrent decline from peak | -6.09% | -5.33% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -3.88% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.29% | +0.15% |
Volatility
HDMV vs. DWMF - Volatility Comparison
First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) and WisdomTree International Multifactor Fund (DWMF) have volatilities of 6.07% and 5.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDMV | DWMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.84% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 8.39% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 13.70% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.94% | 11.20% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 14.16% | -0.93% |