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GGTL vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGTL vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Technology Leaders ETF (GGTL) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGTL achieves a 21.20% return, which is significantly lower than STHH's 177.56% return.


GGTL

1D
-5.78%
1M
5.30%
YTD
21.20%
6M
21.08%
1Y
40.24%
3Y*
21.07%
5Y*
10Y*

STHH

1D
-8.53%
1M
24.51%
YTD
177.56%
6M
175.07%
1Y
153.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGTL vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
GGTL
Gabelli Global Technology Leaders ETF
21.20%32.42%
STHH
STMicroelectronics NV ADRhedged
177.56%16.74%

Correlation

The correlation between GGTL and STHH is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.60

The correlation between GGTL and STHH has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

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Return for Risk

GGTL vs. STHH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGTL
GGTL Risk / Return Rank: 8080
Overall Rank
GGTL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GGTL Sortino Ratio Rank: 7575
Sortino Ratio Rank
GGTL Omega Ratio Rank: 7878
Omega Ratio Rank
GGTL Calmar Ratio Rank: 8686
Calmar Ratio Rank
GGTL Martin Ratio Rank: 8585
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8181
Overall Rank
STHH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8080
Sortino Ratio Rank
STHH Omega Ratio Rank: 8484
Omega Ratio Rank
STHH Calmar Ratio Rank: 8686
Calmar Ratio Rank
STHH Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGTL vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Technology Leaders ETF (GGTL) 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.


GGTLSTHHDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.07

Calmar ratioReturn relative to maximum drawdown

4.40

4.56

-0.16

Martin ratioReturn relative to average drawdown

16.24

10.33

+5.90

GGTL vs. STHH - Sharpe Ratio Comparison

The current GGTL Sharpe Ratio is 2.27, which is comparable to the STHH Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of GGTL and STHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GGTLSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

3.07

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

3.74

-3.11

Drawdowns

GGTL vs. STHH - Drawdown Comparison

The maximum GGTL drawdown since its inception was -23.65%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for GGTL and STHH.


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Drawdown Indicators


GGTLSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-23.65%

-33.89%

+10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-33.89%

+24.69%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

Current Drawdown

Current decline from peak

-6.04%

-10.34%

+4.30%

Average Drawdown

Average peak-to-trough decline

-7.43%

-10.43%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

14.91%

-12.43%

Volatility

GGTL vs. STHH - Volatility Comparison

The current volatility for Gabelli Global Technology Leaders ETF (GGTL) is 8.93%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 23.06%. This indicates that GGTL 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


GGTLSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

23.06%

-14.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

37.71%

-22.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

50.26%

-32.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

50.05%

-32.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

50.05%

-32.16%

GGTL vs. STHH - Expense Ratio Comparison

GGTL has a 0.90% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

GGTL vs. STHH - Dividend Comparison

GGTL's dividend yield for the trailing twelve months is around 0.86%, more than STHH's 0.61% yield.


PositionTTM2025202420232022
GGTL
Gabelli Global Technology Leaders ETF
0.86%1.04%0.75%0.84%0.78%
STHH
STMicroelectronics NV ADRhedged
0.61%0.69%0.00%0.00%0.00%

Frequently Asked Questions


GGTL and STHH have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (23.06%) compared to GGTL (8.93%). In terms of maximum drawdown, GGTL dropped -23.65% vs STHH's -33.89%.

On 1-year performance, STHH leads with 153.44% vs 40.24% for GGTL. On fees, STHH is cheaper at 0.19% per year. On volatility, GGTL has been the lower-risk option at 8.93%. 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 153.44% return vs 40.24%. 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 0.90% for GGTL.

GGTL has the higher dividend yield at 0.86%, compared with 0.61% for STHH.

They also come from different issuers: Gabelli and ADRhedged. Their fees differ too: 0.90% for GGTL and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (3.07 vs 2.27), 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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