HDMV

First Trust Horizon Managed Volatility Developed International ETF
*Unless otherwise stated, data provided by FactSet.

HDMV Fund Description

HDMV is an active fund of low expected volatility mid- and large-cap stocks from developed markets.

HDMV Factset Analytics Insight

HDMV is an active fund that revolves around modelling and forecasting volatility. The fund manager selects 100-200 constituents expected to have low volatility in the future. The fund's selection universe is all developed markets throughout the world, and it selects from those markets mid- and large-cap stocks that meet liquidity standards. Chosen stocks are then weighted by their volatility forecasts, lowest to highest. For this exposure, HDMV charges a considerable fee.

HDMV MSCI ESG Analytics Insight

First Trust Horizon Managed Volatility Developed International ETF has an MSCI ESG Fund Rating of AA based on a score of 7.81 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Horizon Managed Volatility Developed International ETF ranks in the 95th percentile within its peer group and in the 91st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

HDMV Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 12/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
HDMV 0.67% 3.22% 14.13% 11.58% 10.11% -- --
HDMV (NAV) -0.04% 2.65% 13.35% 11.20% 9.90% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI World IMI 1.96% 5.36% 24.71% 18.88% 11.26% 8.72% 9.52%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

HDMV Summary Data

First Trust
08/24/16
Open-Ended Fund
0.80%
$150.29M
$997.45K
0.23%

HDMV Portfolio Data

$38.00B
16.53
1.41
2.78%
12/13/19
151

HDMV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World IMI

HDMV Portfolio Management

0.80%
--
--
--

HDMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

HDMV Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

HDMV Factset Analytics Block Liquidity

As of 12/13/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of HDMV. HDMV is rated a 5 out of 5.

HDMV Tradability

29,385
$997.45K
22,657
$771.60K
0.23%
$0.08
0.34%
1.05% / -0.73%
None
16.00%
50,000
0.45
0.25%
0.04%
0
$34.08
5

HDMV Sector/Industry Breakdown


HDMV
Segment Benchmark
37.31%
19.77%
16.01%
12.78%
11.60%
3.37%
10.28%
7.96%
7.88%
12.87%
5.25%
2.61%
4.84%
12.18%
4.56%
4.67%
1.20%
4.97%
1.08%
18.79%

HDMV Top 10 Holdings[View All]

1.02%
1.00%
0.96%
0.96%
0.94%
0.92%
0.89%
0.88%
0.88%
0.87%
9.32%

HDMV Countries


HDMV
Segment Benchmark
26.34%
8.96%
10.51%
5.74%
9.29%
3.44%
9.03%
2.95%
8.82%
0.53%
6.75%
2.40%
6.29%
2.86%
4.34%
0.95%
4.18%
1.10%
3.35%
1.05%

HDMV Regions


HDMV
Segment Benchmark
52.17%
20.98%
46.53%
13.10%
0.75%
65.73%
0.56%
0.19%

HDMV Economic Development


HDMV
Segment Benchmark
100.00%
100.00%

HDMV Performance Statistics

0.59
0.57
0.69
0.54
0.43%
MSCI World IMI

HDMV MSCI ESG Ratings

7.81 / 10
91.45
94.90
13.26%
7.67%
265.30

HDMV Benchmark Comparison Holdings

151
5940
150
9.06%

HDMV Benchmark Comparison Summary


HDMV
Segment Benchmark
151
5940
$38.00B
$158.43B
16.53
21.70
1.41
2.35
3.55%
2.31%
Low
Low

HDMV Benchmark Comparison Market Cap Size


HDMV
Segment Benchmark
67.56%
77.62%
31.79%
16.61%
0.65%
5.15%
0.00%
0.61%