IYZ vs. HDMV
Compare and contrast key facts about iShares U.S. Telecommunications ETF (IYZ) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
IYZ and HDMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYZ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index. It was launched on May 22, 2000. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
IYZ vs. HDMV - Performance Comparison
Loading graphics...
IYZ vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 16.43% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
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% | -7.60% | 27.49% |
Returns By Period
In the year-to-date period, IYZ achieves a 16.43% return, which is significantly higher than HDMV's 4.18% return.
IYZ
- 1D
- 1.89%
- 1M
- -0.71%
- YTD
- 16.43%
- 6M
- 23.06%
- 1Y
- 46.52%
- 3Y*
- 21.91%
- 5Y*
- 6.17%
- 10Y*
- 4.89%
HDMV
- 1D
- 2.14%
- 1M
- -6.09%
- YTD
- 4.18%
- 6M
- 7.46%
- 1Y
- 20.52%
- 3Y*
- 12.99%
- 5Y*
- 7.11%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IYZ vs. HDMV - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
IYZ vs. HDMV — Risk / Return Rank
IYZ
HDMV
IYZ vs. HDMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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.
| IYZ | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | 1.57 | +0.93 |
Sortino ratioReturn per unit of downside risk | 3.14 | 2.04 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.31 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 4.23 | 2.28 | +1.95 |
Martin ratioReturn relative to average drawdown | 18.57 | 8.16 | +10.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IYZ | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.57 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.41 | -0.36 |
Correlation
The correlation between IYZ and HDMV is 0.53, 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
IYZ vs. HDMV - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.71%, less than HDMV's 4.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.71% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
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% | 0.00% |
Drawdowns
IYZ vs. HDMV - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.11%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IYZ and HDMV.
Loading graphics...
Drawdown Indicators
| IYZ | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -32.01% | -45.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -8.73% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | -24.11% | -15.63% |
Max Drawdown (10Y)Largest decline over 10 years | -39.74% | — | — |
Current DrawdownCurrent decline from peak | -3.65% | -6.09% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -40.40% | -6.83% | -33.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.44% | +0.09% |
Volatility
IYZ vs. HDMV - Volatility Comparison
iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 7.02% compared to First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) at 6.07%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IYZ | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 6.07% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 8.25% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 13.16% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 11.94% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 13.23% | +5.83% |