First Trust Horizon Managed Volatility Developed International ETF (HDMV)
Description
The HDMV ETF contains 176 constituents. It is focused on blend holdings in the Europe region.
Price $24.06 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.84% |
| Expense ratio | 0.8% |
| Average spread | 0.291% |
| 1Y roundtrip cost | 1.091% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.8% | -2.2% | 0.4% | -2.6% | -0.3% | -4.9% | 2.8% | -5.2% | -8.2% | -1.9% | -24.0% | ||
| 2021 | -0.3% | -0.8% | 3.3% | 0.6% | 3.4% | -0.8% | 2.3% | 0.4% | -3.9% | 2.9% | -3.3% | 3.9% | 7.5% |
| 2020 | -2.3% | -7.7% | -16.3% | 4.4% | 2.7% | 1.5% | 0.6% | 3.8% | -1.6% | -3.9% | 9.0% | 2.4% | -7.4% |
| 2019 | 5.4% | 1.5% | 1.2% | 0.9% | -2.1% | 4.2% | -2.3% | -0.9% | 2.4% | 2.6% | -0.2% | 1.7% | 14.4% |
| 2018 | 4.3% | -4.3% | -0.0% | 1.3% | -1.9% | -1.5% | 3.1% | -1.6% | 0.7% | -5.8% | 2.0% | -3.6% | -7.4% |
| 2017 | 3.8% | 1.6% | 3.7% | 3.0% | 5.3% | -0.3% | 2.4% | 0.5% | 0.8% | 0.5% | 2.3% | 0.9% | 24.7% |
| 2016 | 1.6% | -4.8% | -2.8% | 0.1% | -5.9% | ||||||||
| 9.1% | -12.0% | -7.7% | 7.5% | 7.0% | -1.8% | 8.8% | -3.1% | -8.1% | -10.4% | 7.1% | 5.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.02 | 0.50 | 0.31 | 0.82 | |||||||||
| 2021 | 0.04 | 0.58 | 0.28 | 0.10 | 0.99 | ||||||||
| 2020 | 0.13 | 0.10 | 0.22 | 0.44 | |||||||||
| 2019 | 0.11 | 0.41 | 0.29 | 0.43 | 1.24 | ||||||||
| 2018 | 0.01 | 0.54 | 0.21 | 0.13 | 0.89 | ||||||||
| 2017 | 0.05 | 0.50 | 0.47 | 0.08 | 1.11 | ||||||||
| 2016 | 0.05 | 0.05 | |||||||||||
| 0.00 | 0.00 | 0.23 | 0.00 | 0.00 | 2.66 | 0.00 | 0.00 | 1.65 | 0.00 | 0.00 | 1.01 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Nestle S.A. | 1.86% |
| CLP Holdings Limited | 1.74% |
| Power Assets Holdings Limited | 1.71% |
| MTR Corporation Limited | 1.69% |
| Swisscom AG | 1.62% |
| Mcdonalds Holdings Company Japan, Ltd. | 1.51% |
| United Overseas Bank Ltd. (Singapore) | 1.38% |
| Novartis AG | 1.36% |
| Hong Kong & China Gas Co. Ltd. | 1.32% |
| Zurich Insurance Group Ltd | 1.29% |
| SoftBank Corp. | 1.21% |
| National Grid plc | 1.18% |
| Hongkong Land Holdings Limited | 1.13% |
| Snam S.p.A. | 1.11% |
| Bureau Veritas SA | 1.07% |
| Top 15 Weights | 21.18% |
Compare with similar ETFs
| HDMV | FLV | GSID | IBHD | IDLV | KOKU | |
|---|---|---|---|---|---|---|
| Product name | First Trust Horizon Managed Volatility Developed International ETF | American Century Focused Large Cap Value ETF | Goldman Sachs MarketBeta International Equity ETF | iShares iBonds 2024 Term High Yield and Income ETF | PowerShares S&P International Developed Low Volatility Portfolio ETF | Xtrackers MSCI Kokusai Equity ETF |
| Issuer | First Trust | American Century | Goldman Sachs | iShares | Invesco | Xtrackers |
| Price | $24.06 | $55.29 | $41.1799 | $22.35 | $24.06 | $65.6427 |
| Expense Ratio | 0.8% |  0.42% | 0.2% | 0.35% | 0.25% | 0.09% |
| Average Spread | 0.291% | 0.163% | 0.267% | 0.179% | 0.083% | 0.396% |
| AUM | $64,982,300 | $219,939,000 | $254,882,000 | $46,789,600 | $529,320,000 | $509,156,000 |
| Shares | 2,700,844 | 3,977,918 | 6,189,481 | 2,093,496 | 22,000,000 | 7,756,477 |
| Average Daily Volume | 4,017 | 5,494 | 6,273 | 114,850 | 182,183 | 340 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-08-24 | 2020-03-31 | 2020-05-12 | 2019-05-07 | 2012-01-13 | 2020-04-08 |
| Index Tracked | No Underlying Index | No Underlying Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | Bloomberg 2024 Term High Yield and Income Index | S&P BMI International Developed Low Volatility Index | MSCI Kokusai Index |
| Category | Foreign Large Cap Equities | Global Equities | Foreign Large Cap Equities | High Yield Bonds | Volatility Hedged Equity | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Bond | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large Caps | ||
| Value or Growth | Blend | Value | Blend | Blend | Blend | |
| Region | Europe | North America | Europe | Europe | North America | |
| Countries | Broad | U.S. | Broad | U.S. | Broad | Broad |
| Annual Dividend Rate | $0.925 | $2.265 | $1.188 | $1.025 | $1.371 | $1.633 |
| Annual Dividend Yield | 0.038% | 0.041% | 0.029% | 0.046% | 0.057% | 0.025% |
| Number of Holdings | 176 | 47 | 979 | 147 | 197 | 1248 |
| YTD Return | -21.95% | -8.67% | -25.76% | -5.61% | -21.62% | -23.46% |
| Beta | -0.07 | 0.81 | 0.75 | 0.03 | 0.18 | 0.95 |
| Upside Beta | -0.04 | 0.63 | 0.30 | 0.10 | -0.04 | 0.50 |
| Downside Beta | -0.34 | 0.04 | -0.49 | -0.45 | -0.19 | -0.18 |
| Volatility 1Y | 13.63% | 16.35% | 20.09% | 7.65% | 13.69% | 22.00% |
| Sharpe Ratio 3Y | -0.90 | 0.00 | 0.00 | -0.10 | -0.85 | 0.00 |
| Treynor Ratio 3Y | 0.13 | 0.00 | 0.00 | -0.02 | -0.05 | 0.00 |