Correlation
The correlation between HUSV and SPLV is 0.68, 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.
HUSV vs. SPLV
Compare and contrast key facts about First Trust Horizon Managed Volatility Domestic ETF (HUSV) and Invesco S&P 500® Low Volatility ETF (SPLV).
HUSV and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUSV is an actively managed fund by First Trust. It was launched on Aug 24, 2016. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUSV or SPLV.
Performance
HUSV vs. SPLV - Performance Comparison
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Key characteristics
HUSV:
1.37
SPLV:
1.26
HUSV:
1.87
SPLV:
1.72
HUSV:
1.27
SPLV:
1.24
HUSV:
1.89
SPLV:
1.82
HUSV:
7.11
SPLV:
5.62
HUSV:
2.48%
SPLV:
2.94%
HUSV:
13.08%
SPLV:
13.29%
HUSV:
-35.72%
SPLV:
-36.26%
HUSV:
-0.61%
SPLV:
-1.66%
Returns By Period
In the year-to-date period, HUSV achieves a 7.95% return, which is significantly higher than SPLV's 5.74% return.
HUSV
7.95%
1.88%
1.77%
17.80%
7.86%
11.38%
N/A
SPLV
5.74%
1.04%
-0.97%
16.67%
6.50%
10.23%
9.31%
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HUSV vs. SPLV - Expense Ratio Comparison
HUSV has a 0.70% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Risk-Adjusted Performance
HUSV vs. SPLV — Risk-Adjusted Performance Rank
HUSV
SPLV
HUSV vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) and Invesco S&P 500® Low Volatility ETF (SPLV). 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.
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Dividends
HUSV vs. SPLV - Dividend Comparison
HUSV's dividend yield for the trailing twelve months is around 1.20%, less than SPLV's 1.73% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.20% | 1.14% | 1.80% | 1.67% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% | 0.00% | 0.00% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.73% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
HUSV vs. SPLV - Drawdown Comparison
The maximum HUSV drawdown since its inception was -35.72%, roughly equal to the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for HUSV and SPLV.
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Volatility
HUSV vs. SPLV - Volatility Comparison
The current volatility for First Trust Horizon Managed Volatility Domestic ETF (HUSV) is 3.41%, while Invesco S&P 500® Low Volatility ETF (SPLV) has a volatility of 3.67%. This indicates that HUSV experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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