First Trust Horizon Managed Volatility Domestic ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The First Trust Horizon Managed Volatility Domestic ETF is an actively managed fund. The fund manager uses volatility forecasting to select and weight US large-capitalization stocks. |
Category | US Equities |
Fund Sponsor | First Trust |
Website | www.ftportfolios.com |
Inception date | Aug 24, 2016 |
Assets (mns) | $181 |
Currency | USD |
Expense ratio | 70 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 75 |
Wgt avg mkt cap (mns) | $109,169 |
Large cap (>$10bn) | 100.0% |
Mid cap ($2-10bn) | 0.0% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
ORACLE CORP | 2.7 % |
JOHNSON & JOHNSON | 2.6 % |
ACCENTURE PLC-CL A | 2.6 % |
AMPHENOL CORP-CL A | 2.6 % |
BROADRIDGE FINANCIAL SOLUTIO | 2.5 % |
TYLER TECHNOLOGIES INC | 2.5 % |
AT&T INC | 2.4 % |
VISA INC-CLASS A SHARES | 2.3 % |
HORMEL FOODS CORP | 2.3 % |
VERIZON COMMUNICATIONS INC | 2.2 % | Total | 24.7 % |
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UNITED STATES | 91.5 % |
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BRITAIN | 3.6 % |
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IRELAND | 3.6 % |
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SWITZERLAND | 1.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
5.3% | 5.3% | -- | -- | 10.5% |
versus... | Beta | R-squared |
S&P500 | 0.80 | 84% |
MSCI EAFE | 0.74 | 71% |
MSCI Emg. Mkts. | 0.61 | 61% |
Recent close | $28.73 |
30d moving avg. | $28.70 |
Annualized volatility | 16.5% |
Short interest (ETF) | 0.4% |
Relative strength (RSI) | 51 |
Avg. volume (thou.) | 35 |
Turnover | 0.6% |
Bid/Ask (% of price) | 0.14% |
ADV underlying (mns) | $27,656 |
FINDING ALTERNATIVE FUNDS
Below is a list of 96 potential alternatives to the First Trust Horizon Managed Volatility Domestic ETF ETF based on the alternatives' overlap in portfolio holdings with HUSV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | HUSV | Expense: | 70 bp | ALTAR Score™: | 4.8% |
Ticker | Fund Name |
Overlap1 vs HUSV (%) |
Expense ratio (bp) |
Savings vs HUSV (bp) |
ALTAR Score™ (%) |
ALTAR vs HUSV (%) |
SPLV | Invesco S&P 500 Low Volatility ETF | 50.1 | 25 | 45 | 5.5 | +0.7 |
XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 39.0 | 25 | 45 | 5.8 | +1.1 |
USMV | iShares Edge MSCI Min Vol USA ETF | 38.0 | 15 | 55 | 5.3 | +0.5 |
LSLT | Salt Low truBeta US Market ETF | 36.1 | 60 | 10 | 5.7 | +0.9 |
FLLV | Franklin Liberty U.S. Low Volatility ETF | 35.1 | 29 | 41 | 4.9 | +0.1 |
FTCS | First Trust Capital Strength ETF | 34.3 | 58 | 12 | 5.0 | +0.2 |
DEF | Invesco Defensive Equity ETF | 33.5 | 55 | 15 | 5.2 | +0.4 |
FDLO | Fidelity Low Volatility Factor ETF | 31.6 | 29 | 41 | 4.9 | +0.1 |
PFM | Invesco Dividend Achievers ETF | 30.0 | 53 | 17 | 5.0 | +0.2 |
QLV | FlexShares US Quality Low Volatility Index Fund | 29.9 | 22 | 48 | 4.3 | -0.5 |
GBLO | Global Beta Low Beta ETF | 29.5 | 29 | 41 | 7.3 | +2.5 |
SPMV | Invesco S&P 500 Minimum Variance ETF | 29.3 | 10 | 60 | 5.5 | +0.7 |
QUS | SPDR MSCI USA StrategicFactors ETF | 27.6 | 15 | 55 | 5.3 | +0.5 |
VIG | Vanguard Dividend Appreciation Index Fund | 27.2 | 6 | 64 | 5.0 | +0.2 |
OUSA | O'Shares FTSE US Quality Dividend ETF | 27.2 | 48 | 22 | 5.5 | +0.7 |
ACIO | Aptus Collared Income Opportunity ETF | 27.2 | 79 | -9 | 3.8 | -1.0 |
LGLV | SPDR Russell 1000 Low Volatility ETF | 27.1 | 12 | 58 | 5.2 | +0.4 |
JMIN | JPMorgan U.S. Minimum Volatility ETF | 26.5 | 12 | 58 | 5.3 | +0.5 |
VOOV | Vanguard S&P 500 Value ETF | 26.2 | 10 | 60 | 6.6 | +1.8 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 26.0 | 30 | 40 | 4.6 | -0.2 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 26.0 | 15 | 55 | 5.9 | +1.1 |
DLN | WisdomTree U.S. LargeCap Dividend Fund | 25.6 | 28 | 42 | 6.1 | +1.3 |
PSET | Principal Price Setters Index ETF | 24.5 | 15 | 55 | 4.6 | -0.2 |
DGRO | iShares Core Dividend Growth ETF | 24.3 | 8 | 62 | 6.0 | +1.2 |
USMC | Principal U.S. Mega-Cap Multi-Factor Index ETF | 24.1 | 12 | 58 | 4.9 | +0.1 |
DTD | WisdomTree U.S.Total Dividend Fund | 24.0 | 28 | 42 | 6.2 | +1.4 |
ACWV | iShares MSCI Global Min Vol Factor ETF | 23.6 | 20 | 50 | 5.5 | +0.7 |
SCHV | Schwab U.S. Large-Cap Value ETF | 23.3 | 4 | 66 | 6.1 | +1.3 |
CCOR | Core Alternative ETF | 23.1 | 109 | -39 | 4.2 | -0.6 |
VSMV | VictoryShares US Multi-Factor Minimum Volatility ETF | 22.8 | 35 | 35 | 6.5 | +1.7 |
VYM | Vanguard High Dividend Yield Index ETF | 22.7 | 6 | 64 | 6.7 | +1.9 |
MGV | Vanguard Mega Cap Value ETF | 22.6 | 7 | 63 | 6.5 | +1.7 |
IWX | iShares Russell Top 200 Value ETF | 22.6 | 20 | 50 | 6.1 | +1.3 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 22.5 | 4 | 66 | 6.4 | +1.6 |
IVE | iShares S&P 500 Value ETF | 22.5 | 18 | 52 | 6.3 | +1.5 |
USSG | Xtrackers MSCI USA ESG Leaders Equity ETF | 22.3 | 10 | 60 | 4.8 | +0.0 |
SUSL | iShares ESG MSCI USA Leaders ETF | 22.2 | 10 | 60 | 4.8 | +0.0 |
DSTL | Distillate US Fundamental Stability & Value ETF | 22.1 | 39 | 31 | 5.7 | +0.9 |
DVOL | First Trust Dorsey Wright Momentum & Low Volatility ETF | 22.0 | 60 | 10 | 3.5 | -1.3 |
JQUA | JPMorgan U.S. Quality Factor ETF | 21.9 | 12 | 58 | 5.0 | +0.3 |
FLRG | Fidelity U.S. Multifactor ETF | 21.8 | 29 | 41 | 5.8 | +1.0 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 21.8 | 27 | 43 | 4.9 | +0.1 |
JOET | Virtus Terranova US Quality Momentum ETF | 21.7 | 29 | 41 | 4.6 | -0.2 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 21.6 | 25 | 45 | 5.6 | +0.8 |
VTV | Vanguard Value Index Fund | 21.5 | 4 | 66 | 6.6 | +1.8 |
VSDA | VictoryShares Dividend Accelerator ETF | 21.4 | 35 | 35 | 4.6 | -0.2 |
ESGV | Vanguard ESG U.S. Stock ETF | 21.2 | 12 | 58 | 4.5 | -0.3 |
IUSV | iShares Core S&P U.S. Value ETF | 21.1 | 4 | 66 | 6.4 | +1.6 |
EPS | WisdomTree U.S. Earnings 500 Fund | 21.0 | 8 | 62 | 5.9 | +1.1 |
JKF | iShares Morningstar Large Cap Value ETF | 20.9 | 25 | 45 | 6.7 | +1.9 |
DGRW | WisdomTree U.S. Quality Dividend Growth Fund | 20.5 | 28 | 42 | 6.0 | +1.2 |
QUAL | iShares MSCI Usa Quality Factor ETF | 20.2 | 15 | 55 | 5.0 | +0.2 |
KLCD | KFA Large Cap Quality Dividend Index ETF | 20.1 | 42 | 28 | 5.1 | +0.3 |
DIVB | iShares U.S. Dividend & Buyback ETF | 20.1 | 25 | 45 | 5.9 | +1.1 |
SIXA | 6 Meridian Mega Cap Equity ETF | 20.0 | 82 | -12 | 5.8 | +1.0 |
FVL | First Trust Value Line 100 ETF | 19.9 | 70 | 0 | 6.0 | +1.2 |
MGC | Vanguard Mega Cap Index Fund | 19.9 | 7 | 63 | 4.6 | -0.2 |
FQAL | Fidelity Quality Factor ETF | 19.8 | 29 | 41 | 5.0 | +0.2 |
VONV | Vanguard Russell 1000 Value Index Fund | 19.8 | 8 | 62 | 6.2 | +1.4 |
JKD | iShares Morningstar Large-Cap ETF | 19.8 | 20 | 50 | 4.7 | -0.1 |
RAFE | PIMCO RAFI ESG U.S. ETF | 19.7 | 30 | 40 | 6.7 | +1.9 |
HDV | iShares Core High Dividend ETF | 19.5 | 8 | 62 | 6.3 | +1.5 |
XLG | Invesco S&P 500 Top 50 ETF | 19.4 | 20 | 50 | 4.0 | -0.8 |
IWL | iShares Russell Top 200 ETF | 19.3 | 15 | 55 | 4.4 | -0.4 |
BKLC | BNY Mellon US Large Cap Core Equity ETF | 19.3 | 0 | 70 | 4.4 | -0.4 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 19.3 | 17 | 53 | 6.1 | +1.3 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 19.2 | 20 | 50 | 4.8 | -0.0 |
AFLG | First Trust Active Factor Large Cap ETF | 19.2 | 55 | 15 | 4.6 | -0.2 |
PBP | Invesco S&P 500 BuyWrite ETF | 19.1 | 49 | 21 | 4.3 | -0.5 |
DSI | iShares MSCI KLD 400 Social ETF | 19.1 | 25 | 45 | 4.5 | -0.3 |
OEF | iShares S&P 100 ETF | 19.1 | 20 | 50 | 4.2 | -0.6 |
RFDA | RiverFront Dynamic US Dividend Advantage ETF | 19.0 | 52 | 18 | 4.9 | +0.1 |
IWD | iShares Russell 1000 Value ETF | 19.0 | 19 | 51 | 6.0 | +1.2 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 18.9 | 60 | 10 | 4.4 | -0.4 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 18.9 | 30 | 40 | 5.0 | +0.3 |
PWV | Invesco Dynamic Large Cap Value ETF | 18.9 | 56 | 14 | 6.9 | +2.1 |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 18.8 | 19 | 51 | 5.3 | +0.5 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 18.8 | 15 | 55 | 4.6 | -0.2 |
AUSF | Global X Adaptive U.S. Factor ETF | 18.8 | 27 | 43 | 8.0 | +3.3 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 18.8 | 27 | 43 | 4.6 | -0.2 |
SPY | SPDR S&P 500 ETF Trust | 18.6 | 9 | 61 | 4.7 | -0.1 |
IVV | iShares Core S&P 500 ETF | 18.6 | 3 | 67 | 4.7 | -0.1 |
SPLG | SPDR Portfolio Large Cap ETF | 18.5 | 3 | 67 | 4.7 | -0.1 |
RHS | Invesco S&P 500 Equal Weight Consumer Staples ETF | 18.4 | 40 | 30 | 6.3 | +1.5 |
SUSA | iShares MSCI USA ESG Select ETF | 18.2 | 25 | 45 | 4.2 | -0.6 |
VOO | VANGUARD S&P 500 ETF | 18.2 | 3 | 67 | 4.8 | 0.0 |
YLDE | ClearBridge Dividend Strategy ESG ETF | 18.2 | 60 | 10 | 4.4 | -0.4 |
FVD | First Trust Value Line Dividend Index Fund | 18.2 | 70 | 0 | 5.8 | +1.0 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 18.1 | 20 | 50 | 4.6 | -0.2 |
ROUS | Hartford Multifactor US Equity ETF | 18.1 | 19 | 51 | 5.8 | +1.1 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 18.0 | 9 | 61 | 4.8 | -0.0 |
NULV | Nuveen ESG Large-Cap Value ETF | 18.0 | 35 | 35 | 6.1 | +1.3 |
VTRN | Victory Portfolios II VictoryShares Top Veteran Employers ET | 18.0 | 60 | 10 | 6.2 | +1.4 |
XVV | iShares ESG Screened S&P 500 ETF | 17.7 | 8 | 62 | 4.9 | +0.1 |
KNG | Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF | 17.7 | 75 | -5 | 5.3 | +0.5 |
DURA | VanEck Vectors Morningstar Durable Dividend ETF | 17.7 | 29 | 41 | 8.1 | +3.3 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
First Trust Horizon Managed Volatility Domestic ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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