HUSV vs. VTI

Last updated Jun 3, 2026

HUSV (First Trust Horizon Managed Volatility Domestic ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - HUSV is a Volatility Hedged Equity fund actively managed by First Trust, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. HUSV is actively managed, while VTI is passively managed. Over the past 5 years, HUSV returned 5.66%/yr vs 12.69%/yr for VTI. A 0.69 correlation means they provide meaningful diversification when combined. HUSV charges 0.70%/yr vs 0.03%/yr for VTI.

Performance

HUSV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Horizon Managed Volatility Domestic ETF (HUSV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HUSV achieves a 1.05% return, which is significantly lower than VTI's 11.20% return.

HUSV

• 1D: 0.17%
• 1M: -0.42%
• YTD: 1.05%
• 6M: 1.02%
• 1Y: -1.61%
• 3Y*: 8.25%
• 5Y*: 5.66%
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HUSV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HUSV First Trust Horizon Managed Volatility Domestic ETF	1.05%	4.96%	12.64%	3.51%	-6.31%	26.04%	5.39%	26.98%	-1.92%	16.07%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between HUSV and VTI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Aug 26, 2016	0.69

Over the past year, the correlation between HUSV and VTI has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

HUSV vs. VTI - Sectors Allocation Comparison

Sectors	HUSV	VTI
Technology	23.0%	33.5%
Financial Services	15.3%	12.0%
Utilities	12.3%	2.3%
Industrials	11.1%	9.8%
Real Estate	9.8%	2.4%
Consumer Cyclical	7.9%	10.0%
Healthcare	7.4%	9.2%
Consumer Defensive	6.3%	4.7%
Basic Materials	3.0%	2.0%
Energy	2.5%	3.7%
Communication Services	1.4%	10.3%

Return for Risk

HUSV vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HUSV

HUSV Risk / Return Rank: 6
HUSV Sharpe Ratio Rank: 7
HUSV Sortino Ratio Rank: 6
HUSV Omega Ratio Rank: 6
HUSV Calmar Ratio Rank: 6
HUSV Martin Ratio Rank: 5

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HUSV vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) and Vanguard Total Stock Market ETF (VTI). 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.

	HUSV	VTI	Difference
Sharpe ratio Return per unit of total volatility	-0.18	2.33	-2.51
Sortino ratio Return per unit of downside risk	-0.19	3.18	-3.37
Omega ratio Gain probability vs. loss probability	0.98	1.42	-0.44
Calmar ratio Return relative to maximum drawdown	-0.26	3.17	-3.43
Martin ratio Return relative to average drawdown	-0.63	14.62	-15.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUSV vs. VTI - Sharpe Ratio Comparison

The current HUSV Sharpe Ratio is -0.18, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of HUSV and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HUSV	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.18	2.33	-2.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.73	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.51	+0.09

Drawdowns

HUSV vs. VTI - Drawdown Comparison

The maximum HUSV drawdown since its inception was -35.72%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HUSV and VTI.

Drawdown Indicators

	HUSV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-35.72%	-55.45%	+19.73%
Max Drawdown (1Y) Largest decline over 1 year	-6.78%	-8.92%	+2.14%
Max Drawdown (3Y) Largest decline over 3 years	-9.35%	-19.30%	+9.95%
Max Drawdown (5Y) Largest decline over 5 years	-17.00%	-25.36%	+8.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-3.77%	-0.72%	-3.05%
Average Drawdown Average peak-to-trough decline	-3.61%	-8.03%	+4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	1.93%	+0.86%

Volatility

HUSV vs. VTI - Volatility Comparison

The current volatility for First Trust Horizon Managed Volatility Domestic ETF (HUSV) is 2.47%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that HUSV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HUSV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	2.96%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	6.37%	9.13%	-2.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.07%	12.17%	-3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.02%	17.40%	-5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.49%	18.30%	-3.81%

HUSV vs. VTI - Expense Ratio Comparison

HUSV has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

HUSV vs. VTI - Dividend Comparison

HUSV's dividend yield for the trailing twelve months is around 1.37%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HUSV First Trust Horizon Managed Volatility Domestic ETF	1.37%	1.38%	1.14%	1.80%	1.68%	1.35%	1.29%	1.36%	1.48%	1.31%	0.35%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both HUSV and VTI in my portfolio?

HUSV and VTI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HUSV or VTI?

VTI has higher volatility (2.96%) compared to HUSV (2.47%). In terms of maximum drawdown, HUSV dropped -35.72% vs VTI's -55.45%.

Which ETF is better, HUSV or VTI?

On 5-year performance, VTI leads with 12.69% vs 5.66% for HUSV. On fees, VTI is cheaper at 0.03% per year. On volatility, HUSV has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HUSV or VTI?

Over the 5-year period, VTI has performed better with a 12.69% return vs 5.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HUSV or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.70% for HUSV.

Which ETF pays a higher dividend yield, HUSV or VTI?

HUSV has the higher dividend yield at 1.37%, compared with 1.01% for VTI.

What is the main difference between HUSV and VTI?

HUSV is categorized as Volatility Hedged Equity, while VTI is Large Cap Blend Equities. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.70% for HUSV and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.