First Trust Horizon Managed Volatility Developed International ETF

The investment objective of the First Trust Horizon Managed Volatility Developed International ETF (the “Fund”) is to provide capital appreciation.

$37.28

Key Metrics

TER 80.00% per year
Distribution policy Distributing
Fund size USD 17 M
Inception date August 24, 2016
Holdings 153
Fund currency USD
Fund domicile US
Provider First Trust
For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Compare similar ETFs

Fund Size
Dividend
Fees
Current
Horizon Managed Volatility Developed International ETF HDMV
Fund Size
$16.6M
Dividend
4.8%
Fees
80.00%

Historical Return

Last updated: Jun 15, 2026
1 Year +6.2% +4.8% Div
3 Years (avg.) +8.6% +4.8% Div
5 Years (avg.) +2.8% +4.8% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

11.23% 1 Year
11.51% 3 Years
12.03% 5 Years
13.28% 10 Years

Max Drawdown

-8.62% 1 Year
-11.64% 3 Years
-27.25% 5 Years
-35.47% 10 Years

Sharpe Ratio

0.16 1 Year
0.37 3 Years
-0.07 5 Years
-0.08 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026
2017 2018 2019 2020 2021 2022 2023 2024 2025
2017 23.1% 4.9% 6.9% 2.1% 2.3% -0.7% 0.2% 0.2% 2.5%
2018 -10.6% -0.3% -4.1% -2.3% -4.9% -3.2% -2.7% 0.2%
2019 11.1% -0.7% 0.6% -3.5% -1.7% -1.3% 1.9%
2020 -11.2% -4.2% -7.9% -4.6% -3.6% 0.4%
2021 3.3% -6.2% -2.4% -1.6% 2.9%
2022 -14.8% -5.1% -3.2% 2.8%
2023 5.7% 3.1% 9.4%
2024 0.6% 11.3%
2025 23.2%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%
28%
1y 3y N/A N/A
0 - 5%
12%
1y 3y N/A N/A
5 - 10%
22%
1y 3y N/A N/A
10 - 15%
14%
1y 3y N/A N/A
15 - 20%
8%
1y 3y N/A N/A
20 - 30%
10%
1y 3y N/A N/A
30 - 40%
0%
1y 3y N/A N/A
> 40%
8%
1y 3y N/A N/A

P/E Ratio Distribution

< 0
28%
1y 3y N/A N/A
0 - 10
8%
1y 3y N/A N/A
10 - 15
21%
1y 3y N/A N/A
15 - 20
8%
1y 3y N/A N/A
20 - 25
14%
1y 3y N/A N/A
25 - 35
10%
1y 3y N/A N/A
35 - 50
5%
1y 3y N/A N/A
> 50
7%
1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation
N/A
Undervalued
> 60%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
15 - 30%
0%
1y 3y N/A N/A
Fair (&plusmn;15%)
0%
1y 3y N/A N/A
Overvalued
15 - 30%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
> 60%
0%
1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap
10.1%
1y 3y N/A N/A
Small Cap
19.9%
1y 3y N/A N/A
Mid Cap
13.4%
1y 3y N/A N/A
Large Cap
50.8%
1y 3y N/A N/A
Mega Cap
5.8%
1y 3y N/A N/A
Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Portfolio Concentration

*by ETF Portfolio Weight Last updated: Jun 15, 2026
18.2% Top 5 Holdings
30.4% Top 10 Holdings
92.6% Top 50 Holdings
100.0% Top 100 Holdings
Top 5 Companies
WIL iPath Bloomberg Cotton Subindex Total Return(SM) ETN
4.5%
TLS Telos Corp
4.3%
CLAR Clarus Corp
3.8%
SRG Seritage Growth Properties
2.8%
SCMWY Swisscom AG
2.7%

Latest News

almost 2 years ago • prnewswire.com

Seritage Growth Properties Class Action: The Gross Law Firm Reminds Seritage Investors of the Pending Class Action Lawsuit with a Lead Plaintiff Deadline of August 30, 2024 - SRG

NEW YORK , Aug. 29, 2024 /PRNewswire/ -- The Gross Law Firm issues the following notice to shareholders of Seritage Growth Properties (NYSE: SRG). ...

almost 2 years ago • accesswire.com

Investors in Seritage Growth Properties Should Contact Levi & Korsinsky Before August 30, 2024 to Discuss Your Rights – SRG

NEW YORK, NY / ACCESSWIRE / August 28, 2024 / If you suffered a loss on your Seritage Growth Properties (NYSE:SRG) investment and want to learn abo...

almost 2 years ago • accesswire.com

Seritage Growth Properties Class Action: Levi & Korsinsky Reminds Seritage Investors of the Pending Class Action Lawsuit with a Lead Plaintiff Deadline of August 30, 2024 - SRG

NEW YORK, NY / ACCESSWIRE / August 28, 2024 / If you suffered a loss on your Seritage Growth Properties (NYSE:SRG) investment and want to learn abo...

Average metrics of all companies in portfolio

Last updated: Jun 14, 2026
Market
Average
Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares. $59.6B -
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price. 2.26% 2.01%
Beta Indicates the relationship between the price performance of a share and the market. 0.74 -
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth. 27.44 25.06
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything -14.43 -
Profitable Companies 71% -
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued. 20.02 13.48
Price to Sales Ratio Market cap divided by the revenue in the most recent year. 2.52 8.29
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company 1.95 10.42
Market
Average
Enterprise Value to EBIT Enterprise Value divided by EBIT 9.63 20.39
Enterprise Value to Revenue Enterprise value divided by revenue 3.15 8.31
Total Debt to Enterprise Value Total debt divided by enterprise value 0.23 0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary. 0.98 0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability. 2.95% -3.53%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago. -37.3% -121.8%
Return on Equity Equity divided by market cap. 9.61% 1.24%
Return on Assets Indicates a company's profitability in relation to its total assets. -3.75% 3.39%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits. -0.73% 3.30%

Sectors

Manufacturing 9.6%
Information 4.1%
Finance and Insurance 3.8%
Financial Services 2.1%
Mining, Quarrying, and Oil and Gas Extraction 1.8%
Consumer Non-Durables 1.7%
Real Estate and Rental and Leasing 1.6%
Professional, Scientific, and Technical Services 1.6%
Utilities 1.6%
Transportation and Warehousing 1.5%
Health Technology 0.6%
Energy 0.5%
Wholesale Trade 0.4%
Other 69.2%

Countries

Japan 15.1%
Singapore 11.0%
France 9.4%
Australia 8.6%
Hong Kong 8.1%
United Kingdom 7.6%
Switzerland 6.7%
Germany 5.6%
Sweden 5.4%
Italy 5.3%
Netherlands 5.0%
Spain 3.3%
Belgium 2.5%
Denmark 2.0%
Norway 2.0%
New Zealand 1.8%
Ireland 0.4%
Other 0.3%
Other 0.0%

Stock Screener

Select filters to narrow down the 57 investments below

57 companies

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

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Market Cap $119.17M
P/E Ratio -2.7
Dividends 3.2%
Total Investment $235.91K
Weight 1.42%

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Market Cap $43.01B
P/E Ratio 27.5
Dividends 4.0%
Total Investment $165.54K
Weight 1.00%

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Market Cap $1.83B
P/E Ratio 24.7
Dividends 1.7%
Total Investment $150.11K
Weight 0.90%

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Market Cap $518.4M
P/E Ratio 10.8
Dividends 0.0%
Total Investment $149.44K
Weight 0.90%

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Market Cap $2.76B
P/E Ratio 10.9
Dividends 3.5%
Total Investment $146.85K
Weight 0.88%

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Market Cap $2.93B
P/E Ratio -20.6
Dividends 0.0%
Total Investment $146.28K
Weight 0.88%

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Market Cap $14.44B
P/E Ratio -55.6
Dividends 0.0%
Total Investment $139.12K
Weight 0.84%

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Market Cap $139.58B
P/E Ratio 16.4
Dividends 4.9%
Total Investment $131.7K
Weight 0.79%

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Market Cap $78.38B
P/E Ratio 27.3
Dividends 4.5%
Total Investment $120.59K
Weight 0.73%

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Market Cap $1.55B
P/E Ratio -3.4
Dividends 0.0%
Total Investment $120K
Weight 0.72%

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Market Cap $102.2M
P/E Ratio 9.4
Dividends 4.3%
Total Investment $118.45K
Weight 0.71%

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Market Cap $31.18B
P/E Ratio 13.9
Dividends 3.0%
Total Investment $113.85K
Weight 0.69%

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Market Cap $61.41B
P/E Ratio 21.2
Dividends 1.4%
Total Investment $113.41K
Weight 0.68%

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Market Cap $127.59B
P/E Ratio 25.6
Dividends 3.9%
Total Investment $112.63K
Weight 0.68%

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