HDMV vs ABLG
Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF) and ABACUS FCF INTERNATIONAL LEADERS ETF (ABLG, ETF).
5-Year PerformanceHDMV has outperformed ABLG, delivering a return of +6.6% compared to +1.4%
HDMV vs ABLG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HDMV
$17M
Winner
ABLG
$17M
Expense Ratio
HDMV
0.80%
Winner
ABLG
0.54%
Max Drawdown
Winner
HDMV
35.47%
ABLG
36.00%
Sharpe Ratio
Winner
HDMV
0.71
ABLG
-0.02
5Y Beta
Winner
HDMV
0.35
ABLG
0.77
5Y Dividends CAGR
HDMV
24.00%
Winner
ABLG
31.56%
HDMV vs ABLG - Holdings Comparison
HDMV and ABLG have 1 common holdings. Overlap is -1.36%
HDMV's top 25 holdings weight is 31.87%. ABLG's top 25 holdings weight is 69.51%.
| Rank | HDMV | ABLG |
|---|---|---|
| #1 | TELSTRA GROUP LTD (n/a) - 2.06% | SK HYNIX INC (n/a) - 5.57% |
| #2 | CLP HOLDINGS LTD (n/a) - 2.05% | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD ADR (TSM) - 5.55% |
| #3 | CAPITALAND ASCENDAS REIT UNITS (n/a) - 1.98% | ASML HOLDING NV ADR (ASML) - 5.51% |
| #4 | HONG KONG AND CHINA GAS CO LTD (n/a) - 1.93% | ADVANTEST CORP ADR (ATEYY) - 4.94% |
| #5 | CAPITALAND INTEGRATED COMMERCIAL TRUST (n/a) - 1.76% | NOVARTIS AG ADR (NVS) - 3.77% |
| #6 | SOFTBANK CORP (n/a) - 1.37% | TELEFONAKTIEBOLAGET L M ERICSSON ADR (ERIC) - 3.27% |
| #7 | UNITED OVERSEAS BANK LTD (n/a) - 1.35% | SIEMENS ENERGY AG ADR SPONSORED (SMERY) - 3.07% |
| #8 | TRYG AS (n/a) - 1.29% | ROCHE HOLDING AG ADR (RHHBY) - 2.82% |
| #9 | KLEPIERRE (n/a) - 1.27% | ROLLS-ROYCE HOLDINGS PLC ADR (RYCEY) - 2.60% |
| #10 | OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.27% | ATLAS COPCO AB ADR (ATLKY) - 2.51% |
| #11 | DBS GROUP HOLDINGS LTD (n/a) - 1.24% | TRANE TECHNOLOGIES PLC CLASS A (TT) - 2.42% |
| #12 | ASR NEDERLAND NV (n/a) - 1.13% | SUBSEA 7 SA ADR (SUBCY) - 2.40% |
| #13 | CONTACT ENERGY LTD (n/a) - 1.12% | MERCADOLIBRE INC (MELI) - 2.26% |
| #14 | NTT INC (n/a) - 1.12% | DEUTSCHE TELEKOM AG ADR (DTEGY) - 2.17% |
| #15 | GROUPE BRUXELLES LAMBERT SA (n/a) - 1.11% | ADVANCED INFO SERVICE PCL ADR (AVIFY) - 2.08% |
| #16 | BOLLORE SE (n/a) - 1.11% | ABB LTD ADR (ABBNY) - 2.03% |
| #17 | POSTE ITALIANE SPA (n/a) - 1.04% | GOLD FIELDS LTD ADR (GFI) - 2.00% |
| #18 | SNAM SPA (n/a) - 1.02% | KINROSS GOLD CORP (n/a) - 1.93% |
| #19 | n/a (n/a) - 0.99% | TE CONNECTIVITY PLC REGISTERED SHARES (TEL) - 1.92% |
| #20 | GETLINK SE ACT. PROVENANT REGROUPEMENT (n/a) - 0.98% | KASPI.KZ JSC ADS (KSPI) - 1.84% |
| #21 | IBERDROLA SA (n/a) - 0.97% | PDD HOLDINGS INC ADR (PDD) - 1.83% |
| #22 | ALLIANZ SE (n/a) - 0.93% | IMPERIAL BRANDS PLC ADR (IMBBY) - 1.79% |
| #23 | AGEAS SA/ NV (n/a) - 0.93% | SAFRAN SA ADR (SAFRY) - 1.75% |
| #24 | WILMAR INTERNATIONAL LTD (n/a) - 0.93% | TIM SA ADR (TIMB) - 1.74% |
| #25 | NATIONAL GRID PLC (n/a) - 0.92% | AMBEV SA ADR (ABEV) - 1.74% |
| Total Holdings | 157 | 53 |
HDMV vs ABLG - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HDMV
+0.07%
ABLG
-0.51%
3M
HDMV
+2.39%
Winner
ABLG
+6.80%
6M
Winner
HDMV
+8.34%
ABLG
+2.74%
1Y
Winner
HDMV
+10.66%
ABLG
+5.98%
5Y(CAGR)
Winner
HDMV
+6.61%
ABLG
+1.44%
10Y(CAGR)
Winner
HDMV
+5.54%
ABLG
+5.27%
Max(CAGR)
Winner
HDMV
+5.54%
ABLG
+5.27%
HDMV vs ABLG - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | HDMV | ABLG |
|---|---|---|
| 2026 | +5.89% | +1.76% |
| 2025 | +29.47% | +13.44% |
| 2024 | +3.73% | +1.61% |
| 2023 | +9.20% | +18.31% |
| 2022 | -11.73% | -24.37% |
| 2021 | +6.50% | +16.58% |
| 2020 | -9.82% | +17.63% |
| 2019 | +15.28% | +24.61% |
| 2018 | -8.15% | -17.86% |
| 2017 | +27.37% | +7.27% |
| 2016 | -6.40% | N/A |
HDMV vs ABLG Drawdown Comparison
The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.
The maximum drawdown for ABLG was -34.18%, occurring on Mar 18, 2020. Recovery took 652 trading sessions.
The current HDMV drawdown is -4.08%. The current ABLG drawdown is -2.80%.
| Rank | HDMV | ABLG |
|---|---|---|
| #1 | -32.01% Jan 17, 2020 - Aug 19, 2024 | -34.18% Jan 24, 2018 - Aug 26, 2020 |
| #2 | -15.27% Jan 26, 2018 - Dec 16, 2019 | -34.13% Sep 3, 2021 - Oct 6, 2025 |
| #3 | -10.33% Sep 24, 2024 - Mar 5, 2025 | -13.00% Jan 28, 2026 - May 6, 2026 |
| #4 | -9.79% Sep 7, 2016 - Mar 27, 2017 | -6.93% May 6, 2026 - Jun 11, 2026 |
| #5 | -8.73% Feb 27, 2026 - Mar 27, 2026 | -5.92% Oct 12, 2020 - Nov 5, 2020 |
| #6 | -8.33% Apr 3, 2025 - Apr 15, 2025 | -5.73% Feb 16, 2021 - Apr 5, 2021 |
| #7 | -4.00% Aug 22, 2025 - Dec 19, 2025 | -4.62% Oct 6, 2025 - Dec 3, 2025 |
| #8 | -3.45% Jul 23, 2025 - Aug 13, 2025 | -4.30% Jan 8, 2021 - Feb 8, 2021 |
| #9 | -2.92% May 6, 2025 - May 19, 2025 | -3.77% Sep 2, 2020 - Oct 8, 2020 |
| #10 | -2.66% Jun 2, 2017 - Jul 19, 2017 | -3.61% May 7, 2021 - May 24, 2021 |
| #11 | -1.91% Jun 12, 2025 - Jul 1, 2025 | -3.10% Jan 12, 2026 - Jan 27, 2026 |
| #12 | -1.79% Aug 3, 2017 - Sep 7, 2017 | -2.87% Jun 15, 2021 - Jul 23, 2021 |
| #13 | -1.72% Nov 8, 2017 - Nov 24, 2017 | -2.70% Aug 13, 2021 - Sep 1, 2021 |
| #14 | -1.68% Jul 2, 2025 - Jul 22, 2025 | -2.27% Dec 11, 2025 - Dec 23, 2025 |
| #15 | -1.29% Sep 11, 2017 - Oct 10, 2017 | -2.24% Nov 6, 2017 - Nov 21, 2017 |
Correlation
Correlation between HDMV and ABLG is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.69
-101
Dividend Comparison (2016 - 2026)
HDMV vs ABLG dividend yield comparison.
| Year | HDMV | ABLG |
|---|---|---|
| 2026 | 0.00% | 0.77% |
| 2025 | 5.09% | 2.30% |
| 2024 | 3.24% | 2.13% |
| 2023 | 3.14% | 2.39% |
| 2022 | 3.53% | 9.36% |
| 2021 | 3.11% | 2.01% |
| 2020 | 1.45% | 0.64% |
| 2019 | 3.63% | 1.90% |
| 2018 | 2.88% | 0.92% |
| 2017 | 3.23% | 0.26% |
| 2016 | 0.18% | 0.00% |
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