HDMV vs JULH
Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF) and Innovator Premium Income 20 Barrier ETF - July (JULH, ETF).
HDMV vs JULH - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HDMV
$17M
JULH
$17M
Expense Ratio
HDMV
0.80%
Winner
JULH
0.79%
Max Drawdown
HDMV
35.47%
Winner
JULH
7.52%
Sharpe Ratio
Winner
HDMV
0.71
JULH
0.46
5Y Beta
HDMV
0.35
Winner
JULH
0.26
5Y Dividends CAGR
HDMV
24.00%
JULH
N/A
HDMV vs JULH - Historical Returns
Returns include dividend reinvestment.
1M
HDMV
+0.07%
Winner
JULH
+0.34%
3M
Winner
HDMV
+2.39%
JULH
+2.00%
6M
Winner
HDMV
+8.34%
JULH
+1.18%
1Y
Winner
HDMV
+10.66%
JULH
+5.09%
5Y(CAGR)
HDMV
+6.61%
JULH
N/A
10Y(CAGR)
HDMV
+5.54%
JULH
N/A
Max(CAGR)
HDMV
+5.54%
Winner
JULH
+6.51%
HDMV vs JULH - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | HDMV | JULH |
|---|---|---|
| 2026 | +5.89% | +2.27% |
| 2025 | +29.47% | +5.42% |
| 2024 | +3.73% | +7.03% |
| 2023 | +9.20% | +4.43% |
| 2022 | -11.73% | N/A |
| 2021 | +6.50% | N/A |
| 2020 | -9.82% | N/A |
| 2019 | +15.28% | N/A |
| 2018 | -8.15% | N/A |
| 2017 | +27.37% | N/A |
| 2016 | -6.40% | N/A |
HDMV vs JULH Drawdown Comparison
The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.
The maximum drawdown for JULH was -5.51%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current HDMV drawdown is -4.08%.
| Rank | HDMV | JULH |
|---|---|---|
| #1 | -32.01% Jan 17, 2020 - Aug 19, 2024 | -5.51% Mar 24, 2025 - Apr 25, 2025 |
| #2 | -15.27% Jan 26, 2018 - Dec 16, 2019 | -2.76% Jul 16, 2024 - Aug 14, 2024 |
| #3 | -10.33% Sep 24, 2024 - Mar 5, 2025 | -1.77% Sep 14, 2023 - Nov 2, 2023 |
| #4 | -9.79% Sep 7, 2016 - Mar 27, 2017 | -1.72% Dec 30, 2025 - Apr 24, 2026 |
| #5 | -8.73% Feb 27, 2026 - Mar 27, 2026 | -1.17% Aug 30, 2024 - Sep 13, 2024 |
| #6 | -8.33% Apr 3, 2025 - Apr 15, 2025 | -0.93% Nov 11, 2025 - Nov 26, 2025 |
| #7 | -4.00% Aug 22, 2025 - Dec 19, 2025 | -0.76% Aug 1, 2023 - Aug 29, 2023 |
| #8 | -3.45% Jul 23, 2025 - Aug 13, 2025 | -0.71% Feb 19, 2025 - Mar 19, 2025 |
| #9 | -2.92% May 6, 2025 - May 19, 2025 | -0.64% Oct 8, 2025 - Oct 20, 2025 |
| #10 | -2.66% Jun 2, 2017 - Jul 19, 2017 | -0.62% Dec 4, 2024 - Dec 24, 2024 |
| #11 | -1.91% Jun 12, 2025 - Jul 1, 2025 | -0.49% Oct 18, 2024 - Nov 6, 2024 |
| #12 | -1.79% Aug 3, 2017 - Sep 7, 2017 | -0.40% Oct 27, 2025 - Nov 10, 2025 |
| #13 | -1.72% Nov 8, 2017 - Nov 24, 2017 | -0.38% Jul 3, 2023 - Jul 11, 2023 |
| #14 | -1.68% Jul 2, 2025 - Jul 22, 2025 | -0.38% Sep 30, 2024 - Oct 11, 2024 |
| #15 | -1.29% Sep 11, 2017 - Oct 10, 2017 | -0.37% Dec 13, 2023 - Dec 19, 2023 |
Correlation
Correlation between HDMV and JULH is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2016 - 2026)
HDMV vs JULH dividend yield comparison.
| Year | HDMV | JULH |
|---|---|---|
| 2026 | 0.00% | 1.59% |
| 2025 | 5.09% | 5.31% |
| 2024 | 3.24% | 6.89% |
| 2023 | 3.14% | 3.67% |
| 2022 | 3.53% | 0.00% |
| 2021 | 3.11% | 0.00% |
| 2020 | 1.45% | 0.00% |
| 2019 | 3.63% | 0.00% |
| 2018 | 2.88% | 0.00% |
| 2017 | 3.23% | 0.00% |
| 2016 | 0.18% | 0.00% |
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