See what your fund actually adds
First Trust Horizon Managed Volatility Domestic ETF HUSV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HUSV | Replication |
|---|---|---|
| Annualized growth | 5.4% | 7.5% |
| Annualized volatility | 11.9% | 11.9% |
| Sharpe ratio | 0.50 | 0.67 |
| Maximum drawdown | 16.5% | 15.6% |
| Replication fit (R²) | 0.93 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model HUSV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 66.7% |
| XLP | Sector · Cons Staples | 20.8% |
| XLU | Sector · Utilities | 8.4% |
| XLF | Sector · Financials | 4.1% |