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HDMV vs SRS

Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF) and ProShares UltraShort Real Estate -2x Shares (SRS, ETF).

5-Year PerformanceHDMV has outperformed SRS, delivering a return of +6.6% compared to -6.6%

HDMV vs SRS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
HDMV
$17M
SRS
$17M
Expense Ratio
HDMV
0.80%
SRS
N/A
Max Drawdown
Winner
HDMV
35.47%
SRS
99.97%
Sharpe Ratio
Winner
HDMV
0.71
SRS
-0.50
5Y Beta
HDMV
0.35
Winner
SRS
-0.93
5Y Dividends CAGR
HDMV
24.00%
Winner
SRS
60.84%

HDMV vs SRS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
HDMV
+0.07%
SRS
-3.07%
3M
Winner
HDMV
+2.39%
SRS
-14.18%
6M
Winner
HDMV
+8.34%
SRS
-20.51%
1Y
Winner
HDMV
+10.66%
SRS
-14.59%
5Y(CAGR)
Winner
HDMV
+6.61%
SRS
-6.57%
10Y(CAGR)
Winner
HDMV
+5.54%
SRS
-17.18%
Max(CAGR)
Winner
HDMV
+5.54%
SRS
-28.44%

HDMV vs SRS - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearHDMVSRS
2026+5.89%-20.65%
2025+29.47%-3.54%
2024+3.73%-1.79%
2023+9.20%-18.72%
2022-11.73%+51.98%
2021+6.50%-55.15%
2020-9.82%-34.67%
2019+15.28%-41.37%
2018-8.15%+4.98%
2017+27.37%-17.31%
2016-6.40%-22.11%
2015N/A-9.58%
2014N/A-41.12%
2013N/A-8.24%
2012N/A-33.11%
2011N/A-30.30%
2010N/A-51.95%
2009N/A-85.91%
2008N/A-50.40%
2007N/A+63.43%

HDMV vs SRS Drawdown Comparison

The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.

The maximum drawdown for SRS was -99.96%, occurring on Jun 12, 2026. This drawdown has not yet recovered.

The current HDMV drawdown is -4.08%. The current SRS drawdown is -99.96%.

RankHDMVSRS
#1-32.01%
Jan 17, 2020 - Aug 19, 2024
-99.96%
Nov 20, 2008 - Jun 12, 2026
#2-15.27%
Jan 26, 2018 - Dec 16, 2019
-49.99%
Jan 18, 2008 - Oct 9, 2008
#3-10.33%
Sep 24, 2024 - Mar 5, 2025
-44.84%
Oct 27, 2008 - Nov 19, 2008
#4-9.79%
Sep 7, 2016 - Mar 27, 2017
-32.11%
Aug 15, 2007 - Nov 26, 2007
#5-8.73%
Feb 27, 2026 - Mar 27, 2026
-30.28%
Oct 9, 2008 - Oct 15, 2008
#6-8.33%
Apr 3, 2025 - Apr 15, 2025
-23.16%
Nov 26, 2007 - Jan 4, 2008
#7-4.00%
Aug 22, 2025 - Dec 19, 2025
-13.13%
Aug 3, 2007 - Aug 14, 2007
#8-3.45%
Jul 23, 2025 - Aug 13, 2025
-12.54%
May 24, 2007 - Jun 12, 2007
#9-2.92%
May 6, 2025 - May 19, 2025
-12.28%
Mar 5, 2007 - May 17, 2007
#10-2.66%
Jun 2, 2017 - Jul 19, 2017
-11.30%
Oct 15, 2008 - Oct 22, 2008
#11-1.91%
Jun 12, 2025 - Jul 1, 2025
-9.73%
Jun 26, 2007 - Jul 23, 2007
#12-1.79%
Aug 3, 2017 - Sep 7, 2017
-7.02%
Feb 1, 2007 - Feb 12, 2007
#13-1.72%
Nov 8, 2017 - Nov 24, 2017
-6.74%
Jan 8, 2008 - Jan 18, 2008
#14-1.68%
Jul 2, 2025 - Jul 22, 2025
-4.96%
Jun 12, 2007 - Jun 20, 2007
#15-1.29%
Sep 11, 2017 - Oct 10, 2017
-4.60%
Feb 12, 2007 - Feb 23, 2007

Correlation

Correlation between HDMV and SRS is -0.50 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.50
-101

Dividend Comparison (2007 - 2026)

HDMV vs SRS dividend yield comparison.

YearHDMVSRS
20260.00%0.66%
20255.09%3.61%
20243.24%6.06%
20233.14%4.49%
20223.53%0.30%
20213.11%0.00%
20201.45%0.19%
20193.63%1.80%
20182.88%0.47%
20173.23%0.00%
20160.18%0.00%
20080.00%10.86%
20070.00%1.12%

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