HDMV vs SPY
Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed HDMV, delivering a return of +13.0% compared to +7.4%
HDMV vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HDMV
$17M
Winner
SPY
$781B
Expense Ratio
HDMV
0.80%
Winner
SPY
0.09%
Max Drawdown
Winner
HDMV
35.47%
SPY
56.47%
Sharpe Ratio
HDMV
0.94
Winner
SPY
1.25
5Y Beta
Winner
HDMV
0.34
SPY
1.00
P/E Ratio
HDMV
N/A
SPY
28.78
Forward P/E
HDMV
N/A
SPY
21.23
5Y Dividends CAGR
Winner
HDMV
16.75%
SPY
6.00%
5Y EPS CAGR
HDMV
N/A
SPY
25.62%
Debt to Equity
HDMV
N/A
SPY
31.92%
P/S Ratio
HDMV
N/A
SPY
3.76
P/B Ratio
HDMV
N/A
SPY
5.64
HDMV vs SPY - Holdings Comparison
HDMV and SPY have 1 common holdings. Overlap is 0.00%
HDMV's top 25 holdings weight is 31.66%. SPY's top 25 holdings weight is 51.74%.
| Rank | HDMV | SPY |
|---|---|---|
| #1 | CAPITALAND ASCENDAS REIT UNITS (n/a) - 2.00% | NVIDIA CORP (NVDA) - 7.89% |
| #2 | CLP HOLDINGS LTD (n/a) - 2.00% | APPLE INC (AAPL) - 7.37% |
| #3 | TELSTRA GROUP LTD (n/a) - 1.97% | MICROSOFT CORP (MSFT) - 4.50% |
| #4 | CAPITALAND INTEGRATED COMMERCIAL TRUST (n/a) - 1.79% | AMAZON.COM INC (AMZN) - 3.82% |
| #5 | HONG KONG AND CHINA GAS CO LTD (n/a) - 1.78% | ALPHABET INC CLASS A (GOOGL) - 3.33% |
| #6 | UNITED OVERSEAS BANK LTD (n/a) - 1.35% | BROADCOM INC (AVGO) - 2.86% |
| #7 | SOFTBANK CORP (n/a) - 1.31% | ALPHABET INC CLASS C (GOOG) - 2.68% |
| #8 | TRYG AS (n/a) - 1.30% | META PLATFORMS INC CLASS A (META) - 2.29% |
| #9 | KLEPIERRE (n/a) - 1.30% | TESLA INC (TSLA) - 1.70% |
| #10 | OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.27% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | DBS GROUP HOLDINGS LTD (n/a) - 1.22% | JPMORGAN CHASE & CO (JPM) - 1.42% |
| #12 | POSTE ITALIANE SPA (n/a) - 1.16% | ELI LILLY AND CO (LLY) - 1.40% |
| #13 | ASR NEDERLAND NV (n/a) - 1.15% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #14 | NTT INC (n/a) - 1.10% | ADVANCED MICRO DEVICES INC (AMD) - 1.32% |
| #15 | CONTACT ENERGY LTD (n/a) - 1.09% | EXXONMOBIL HOLDINGS CORP (XOM) - 0.92% |
| #16 | BOLLORE SE (n/a) - 1.06% | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #17 | SNAM SPA (n/a) - 1.04% | VISA INC CLASS A (V) - 0.90% |
| #18 | GROUPE BRUXELLES LAMBERT SA (n/a) - 1.03% | WALMART INC (WMT) - 0.76% |
| #19 | IBERDROLA SA (n/a) - 1.00% | INTEL CORP (INTC) - 0.75% |
| #20 | GETLINK SE ACT. PROVENANT REGROUPEMENT (n/a) - 0.98% | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #21 | n/a (n/a) - 0.97% | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #22 | ALLIANZ SE (n/a) - 0.97% | MASTERCARD INC CLASS A (MA) - 0.66% |
| #23 | WILMAR INTERNATIONAL LTD (n/a) - 0.96% | ABBVIE INC (ABBV) - 0.66% |
| #24 | COLES GROUP LTD (n/a) - 0.93% | CATERPILLAR INC (CAT) - 0.65% |
| #25 | AGEAS SA/ NV (n/a) - 0.93% | LAM RESEARCH CORP (LRCX) - 0.64% |
| Total Holdings | 155 | 505 |
HDMV vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HDMV
+3.98%
SPY
+0.52%
3M
HDMV
+2.81%
Winner
SPY
+6.55%
6M
HDMV
+8.36%
Winner
SPY
+9.76%
1Y
HDMV
+14.36%
Winner
SPY
+20.32%
5Y(CAGR)
HDMV
+7.45%
Winner
SPY
+13.01%
10Y(CAGR)
HDMV
+5.83%
Winner
SPY
+15.06%
Max(CAGR)
HDMV
+5.83%
Winner
SPY
+8.50%
HDMV vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | HDMV | SPY |
|---|---|---|
| 2026 | +9.44% | +10.11% |
| 2025 | +29.47% | +18.00% |
| 2024 | +3.73% | +25.59% |
| 2023 | +9.20% | +26.72% |
| 2022 | -11.73% | -18.64% |
| 2021 | +6.50% | +30.52% |
| 2020 | -9.82% | +17.28% |
| 2019 | +15.28% | +31.09% |
| 2018 | -8.15% | -5.24% |
| 2017 | +27.37% | +20.78% |
| 2016 | -6.40% | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
HDMV vs SPY Drawdown Comparison
The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current HDMV drawdown is -0.86%. The current SPY drawdown is -1.24%.
| Rank | HDMV | SPY |
|---|---|---|
| #1 | -32.01% Jan 17, 2020 - Aug 19, 2024 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -15.27% Jan 26, 2018 - Dec 16, 2019 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -10.33% Sep 24, 2024 - Mar 5, 2025 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -9.79% Sep 7, 2016 - Mar 27, 2017 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -8.73% Feb 27, 2026 - Mar 27, 2026 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -8.33% Apr 3, 2025 - Apr 15, 2025 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -4.00% Aug 22, 2025 - Dec 19, 2025 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -3.45% Jul 23, 2025 - Aug 13, 2025 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -2.92% May 6, 2025 - May 19, 2025 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -2.66% Jun 2, 2017 - Jul 19, 2017 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -1.91% Jun 12, 2025 - Jul 1, 2025 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -1.79% Aug 3, 2017 - Sep 7, 2017 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -1.72% Nov 8, 2017 - Nov 24, 2017 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -1.68% Jul 2, 2025 - Jul 22, 2025 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -1.29% Sep 11, 2017 - Oct 10, 2017 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between HDMV and SPY is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Dividend Comparison (1999 - 2026)
HDMV vs SPY dividend yield comparison.
| Year | HDMV | SPY |
|---|---|---|
| 2026 | 1.47% | 0.49% |
| 2025 | 5.09% | 1.07% |
| 2024 | 3.24% | 1.21% |
| 2023 | 3.14% | 1.40% |
| 2022 | 3.53% | 1.65% |
| 2021 | 3.11% | 1.20% |
| 2020 | 1.45% | 1.52% |
| 2019 | 3.63% | 1.75% |
| 2018 | 2.88% | 2.04% |
| 2017 | 3.23% | 1.80% |
| 2016 | 0.18% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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