HSMV vs BBLB

Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF (HSMV, ETF) and JPMORGAN BETABUILDERS U.S. TREASURY BOND 20+ YEAR ETF (BBLB, ETF).

HSMV vs BBLB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HSMV(ETF)	BBLB(ETF)
Net Assets	$31M	$31M
Expense Ratio	0.80%	0.04%
Max Drawdown	19.84%	23.25%
Sharpe Ratio	0.42	0.09
5Y Beta	0.52	0.05
P/E Ratio	16.12	N/A
Forward P/E	14.88	N/A
5Y Dividends CAGR	27.74%	N/A
5Y EPS CAGR	6.72%	N/A
Debt to Equity	47.86%	N/A
P/S Ratio	1.54	N/A
P/B Ratio	1.71	N/A

Net Assets

HSMV

$31M

BBLB

$31M

Expense Ratio

HSMV

0.80%

Winner

BBLB

0.04%

Max Drawdown

Winner

HSMV

19.84%

BBLB

23.25%

Sharpe Ratio

Winner

HSMV

0.42

BBLB

0.09

5Y Beta

HSMV

0.52

Winner

BBLB

0.05

P/E Ratio

HSMV

16.12

BBLB

N/A

Forward P/E

HSMV

14.88

BBLB

N/A

5Y Dividends CAGR

HSMV

27.74%

BBLB

N/A

5Y EPS CAGR

HSMV

6.72%

BBLB

N/A

Debt to Equity

HSMV

47.86%

BBLB

N/A

P/S Ratio

HSMV

1.54

BBLB

N/A

P/B Ratio

HSMV

1.71

BBLB

N/A

HSMV vs BBLB - Historical Returns

Returns include dividend reinvestment.

Period	HSMV	BBLB
1 month	+1.87%	+1.17%
3 months	+4.23%	-0.36%
6 months	+6.25%	+0.39%
1 year	+7.46%	+2.94%
5 years(CAGR)	+4.21%	N/A
Max(CAGR)	+11.38%	-2.16%

Winner

HSMV

+1.87%

BBLB

+1.17%

Winner

HSMV

+4.23%

BBLB

-0.36%

Winner

HSMV

+6.25%

BBLB

+0.39%

Winner

HSMV

+7.46%

BBLB

+2.94%

5Y(CAGR)

HSMV

+4.21%

BBLB

N/A

Max(CAGR)

Winner

HSMV

+11.38%

BBLB

-2.16%

HSMV vs BBLB - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	HSMV	BBLB
2026	+6.63%	+0.30%
2025	+2.19%	+4.27%
2024	+13.29%	-7.16%
2023	+4.87%	-2.90%
2022	-9.51%	N/A
2021	+25.06%	N/A
2020	+34.69%	N/A

HSMV vs BBLB Drawdown Comparison

The maximum drawdown for HSMV was -19.16%, occurring on Sep 30, 2022. Recovery took 590 trading sessions.

The maximum drawdown for BBLB was -21.04%, occurring on Oct 19, 2023. Recovery took 350 trading sessions.

The current HSMV drawdown is -0.87%. The current BBLB drawdown is -8.52%.

Rank	HSMV	BBLB
#1	-19.16% Jan 4, 2022 - May 10, 2024	-21.04% Apr 25, 2023 - Sep 16, 2024
#2	-15.45% Nov 25, 2024 - Feb 6, 2026	-14.67% Sep 16, 2024 - May 21, 2025
#3	-9.48% Aug 12, 2020 - Nov 9, 2020	-0.45% Apr 20, 2023 - Apr 24, 2023
#4	-8.83% Jun 8, 2020 - Aug 7, 2020	N/A
#5	-8.59% Apr 29, 2020 - May 26, 2020	N/A
#6	-7.83% Mar 2, 2026 - Mar 20, 2026	N/A
#7	-6.87% Nov 15, 2021 - Dec 28, 2021	N/A
#8	-5.35% Jul 30, 2024 - Aug 23, 2024	N/A
#9	-4.86% Sep 2, 2021 - Oct 21, 2021	N/A
#10	-4.38% Apr 9, 2020 - Apr 27, 2020	N/A
#11	-4.35% Jun 11, 2021 - Aug 27, 2021	N/A
#12	-4.07% Jan 25, 2021 - Feb 5, 2021	N/A
#13	-3.93% Mar 15, 2021 - Apr 5, 2021	N/A
#14	-3.84% May 15, 2024 - Jul 11, 2024	N/A
#15	-3.79% May 7, 2021 - Jun 8, 2021	N/A