FBOT vs. STHH
FBOT (Fidelity Disruptive Automation ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds. FBOT is actively managed, while STHH is passively managed. Over the past year, FBOT returned 39.00% vs 175.74% for STHH. A 0.57 correlation means they provide meaningful diversification when combined. FBOT charges 0.50%/yr vs 0.19%/yr for STHH.
Performance
FBOT vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, FBOT achieves a 20.55% return, which is significantly lower than STHH's 203.43% return.
FBOT
- 1D
- 0.41%
- 1M
- 4.87%
- YTD
- 20.55%
- 6M
- 21.15%
- 1Y
- 39.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STHH
- 1D
- -1.98%
- 1M
- 37.30%
- YTD
- 203.43%
- 6M
- 205.18%
- 1Y
- 175.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FBOT vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FBOT Fidelity Disruptive Automation ETF | 20.55% | 33.95% |
STHH STMicroelectronics NV ADRhedged | 203.43% | 16.74% |
Correlation
The correlation between FBOT and STHH is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025 | 0.57 |
The correlation between FBOT and STHH has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
FBOT vs. STHH — Risk / Return Rank
FBOT
STHH
FBOT vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Automation ETF (FBOT) and STMicroelectronics NV ADRhedged (STHH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FBOT | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.54 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 5.22 | -2.64 |
| Martin ratioReturn relative to average drawdown | 10.27 | 11.85 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FBOT | STHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 3.58 | -1.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 4.30 | -3.48 |
Drawdowns
FBOT vs. STHH - Drawdown Comparison
The maximum FBOT drawdown since its inception was -23.61%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for FBOT and STHH.
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Drawdown Indicators
| FBOT | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.61% | -33.89% | +10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -33.89% | +18.72% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -10.43% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 14.90% | -11.09% |
Volatility
FBOT vs. STHH - Volatility Comparison
The current volatility for Fidelity Disruptive Automation ETF (FBOT) is 5.53%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.56%. This indicates that FBOT experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBOT | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 20.56% | -15.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 36.80% | -20.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.25% | 50.39% | -30.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 49.40% | -28.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 49.40% | -28.46% |
FBOT vs. STHH - Expense Ratio Comparison
FBOT has a 0.50% expense ratio, which is higher than STHH's 0.19% expense ratio.
Dividends
FBOT vs. STHH - Dividend Comparison
FBOT's dividend yield for the trailing twelve months is around 0.58%, more than STHH's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FBOT Fidelity Disruptive Automation ETF | 0.58% | 0.81% | 0.31% | 0.20% |
STHH STMicroelectronics NV ADRhedged | 0.56% | 0.69% | 0.00% | 0.00% |
Frequently Asked Questions
FBOT and STHH have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (20.56%) compared to FBOT (5.53%). In terms of maximum drawdown, FBOT dropped -23.61% vs STHH's -33.89%.
On 1-year performance, STHH leads with 175.74% vs 39.00% for FBOT. On fees, STHH is cheaper at 0.19% per year. On volatility, FBOT has been the lower-risk option at 5.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STHH has performed better with a 175.74% return vs 39.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STHH is cheaper with a 0.19% expense ratio, compared with 0.50% for FBOT.
FBOT has the higher dividend yield at 0.58%, compared with 0.56% for STHH.
They also come from different issuers: Fidelity and ADRhedged. Their fees differ too: 0.50% for FBOT and 0.19% for STHH.
STHH currently has the higher Sharpe Ratio (3.58 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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