HSMV vs SPY
Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF (HSMV, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed HSMV, delivering a return of +13.3% compared to +4.0%
HSMV vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HSMV
$30M
Winner
SPY
$735B
Expense Ratio
HSMV
0.80%
Winner
SPY
0.09%
Max Drawdown
Winner
HSMV
19.84%
SPY
56.47%
Sharpe Ratio
HSMV
0.30
Winner
SPY
1.62
5Y Beta
Winner
HSMV
0.52
SPY
1.00
P/E Ratio
Winner
HSMV
15.91
SPY
28.99
Forward P/E
Winner
HSMV
14.75
SPY
22.37
5Y Dividends CAGR
Winner
HSMV
27.74%
SPY
5.43%
5Y EPS CAGR
HSMV
7.29%
Winner
SPY
26.05%
Debt to Equity
HSMV
47.67%
Winner
SPY
32.40%
P/S Ratio
Winner
HSMV
1.56
SPY
3.74
P/B Ratio
Winner
HSMV
1.71
SPY
5.61
HSMV vs SPY - Holdings Comparison
HSMV and SPY have 1 common holdings. Overlap is 0.00%
HSMV's top 25 holdings weight is 32.90%. SPY's top 25 holdings weight is 52.37%.
| Rank | HSMV | SPY |
|---|---|---|
| #1 | n/a (PECO) - 2.17% | NVIDIA CORP (NVDA) - 8.10% |
| #2 | OGE ENERGY CORP (OGE) - 2.10% | APPLE INC (AAPL) - 7.02% |
| #3 | INGREDION INC (INGR) - 1.72% | MICROSOFT CORP (MSFT) - 4.79% |
| #4 | ELLINGTON FINANCIAL INC (EFC) - 1.64% | AMAZON.COM INC (AMZN) - 4.02% |
| #5 | STARWOOD PROPERTY TRUST INC (STWD) - 1.57% | ALPHABET INC CLASS A (GOOGL) - 3.51% |
| #6 | IDACORP INC (IDA) - 1.53% | BROADCOM INC (AVGO) - 3.10% |
| #7 | NNN REIT INC (NNN) - 1.52% | ALPHABET INC CLASS C (GOOG) - 2.79% |
| #8 | FOUR CORNERS PROPERTY TRUST INC (FCPT) - 1.43% | META PLATFORMS INC CLASS A (META) - 2.08% |
| #9 | AGREE REALTY CORP (ADC) - 1.40% | TESLA INC (TSLA) - 1.89% |
| #10 | DT MIDSTREAM INC ORDINARY SHARES (DTM) - 1.33% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | GRACO INC (GGG) - 1.24% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #12 | RELIANCE INC (RS) - 1.20% | ELI LILLY AND CO (LLY) - 1.31% |
| #13 | ANTERO MIDSTREAM CORP (AM) - 1.18% | JPMORGAN CHASE & CO (JPM) - 1.28% |
| #14 | GATX CORP (GATX) - 1.16% | ADVANCED MICRO DEVICES INC (AMD) - 1.27% |
| #15 | W.P. CAREY INC (WPC) - 1.14% | EXXON MOBIL CORP (XOM) - 0.97% |
| #16 | SERVICE CORP INTERNATIONAL (SCI) - 1.10% | INTEL CORP (INTC) - 0.90% |
| #17 | MONARCH CASINO & RESORT INC (MCRI) - 1.10% | JOHNSON & JOHNSON (JNJ) - 0.86% |
| #18 | ONE GAS INC (OGS) - 1.10% | VISA INC CLASS A (V) - 0.85% |
| #19 | THE HANOVER INSURANCE GROUP INC (THG) - 1.09% | WALMART INC (WMT) - 0.81% |
| #20 | NEW JERSEY RESOURCES CORP (NJR) - 1.05% | CISCO SYSTEMS INC (CSCO) - 0.72% |
| #21 | CITY HOLDING CO (CHCO) - 1.05% | COSTCO WHOLESALE CORP (COST) - 0.69% |
| #22 | GRANITE CONSTRUCTION INC (GVA) - 1.04% | CATERPILLAR INC (CAT) - 0.66% |
| #23 | ANNALY CAPITAL MANAGEMENT INC (NLY) - 1.02% | MASTERCARD INC CLASS A (MA) - 0.62% |
| #24 | UNIVERSAL CORP (UVV) - 1.01% | LAM RESEARCH CORP (LRCX) - 0.62% |
| #25 | INNOSPEC INC (IOSP) - 1.01% | ABBVIE INC (ABBV) - 0.58% |
| Total Holdings | 151 | 505 |
HSMV vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
HSMV
-1.11%
Winner
SPY
+1.90%
3M
HSMV
-1.10%
Winner
SPY
+8.55%
6M
HSMV
+5.36%
Winner
SPY
+8.18%
1Y
HSMV
+6.55%
Winner
SPY
+25.79%
5Y(CAGR)
HSMV
+4.01%
Winner
SPY
+13.32%
10Y(CAGR)
HSMV
N/A
SPY
+15.19%
Max(CAGR)
Winner
HSMV
+11.05%
SPY
+8.47%
HSMV vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | HSMV | SPY |
|---|---|---|
| 2026 | +4.50% | +8.26% |
| 2025 | +2.19% | +18.00% |
| 2024 | +13.29% | +25.59% |
| 2023 | +4.87% | +26.72% |
| 2022 | -9.51% | -18.64% |
| 2021 | +25.06% | +30.52% |
| 2020 | +34.69% | +17.28% |
| 2019 | N/A | +31.09% |
| 2018 | N/A | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +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% |
HSMV vs SPY Drawdown Comparison
The maximum drawdown for HSMV was -19.16%, occurring on Sep 30, 2022. Recovery took 590 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current HSMV drawdown is -2.86%. The current SPY drawdown is -2.90%.
| Rank | HSMV | SPY |
|---|---|---|
| #1 | -19.16% Jan 4, 2022 - May 10, 2024 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -15.45% Nov 25, 2024 - Feb 6, 2026 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -9.48% Aug 12, 2020 - Nov 9, 2020 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -8.83% Jun 8, 2020 - Aug 7, 2020 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -8.59% Apr 29, 2020 - May 26, 2020 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -7.83% Mar 2, 2026 - Mar 20, 2026 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -6.87% Nov 15, 2021 - Dec 28, 2021 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -5.35% Jul 30, 2024 - Aug 23, 2024 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -4.86% Sep 2, 2021 - Oct 21, 2021 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.38% Apr 9, 2020 - Apr 27, 2020 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -4.35% Jun 11, 2021 - Aug 27, 2021 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -4.07% Jan 25, 2021 - Feb 5, 2021 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -3.93% Mar 15, 2021 - Apr 5, 2021 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -3.84% May 15, 2024 - Jul 11, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -3.79% May 7, 2021 - Jun 8, 2021 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between HSMV and SPY is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (1999 - 2026)
HSMV vs SPY dividend yield comparison.
| Year | HSMV | SPY |
|---|---|---|
| 2026 | 0.32% | 0.24% |
| 2025 | 2.01% | 1.07% |
| 2024 | 1.43% | 1.21% |
| 2023 | 1.43% | 1.40% |
| 2022 | 1.26% | 1.65% |
| 2021 | 0.76% | 1.20% |
| 2020 | 0.80% | 1.52% |
| 2019 | 0.00% | 1.75% |
| 2018 | 0.00% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 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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