PortfoliosLab logoPortfoliosLab logo
GXPT vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPT vs. STHH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GXPT achieves a 25.98% return, which is significantly lower than STHH's 209.56% return.


GXPT

1D
-1.60%
1M
17.05%
YTD
25.98%
6M
24.94%
1Y
3Y*
5Y*
10Y*

STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPT vs. STHH - Yearly Performance Comparison


Correlation

The correlation between GXPT and STHH is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GXPT vs. STHH — Risk / Return Rank

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

GXPT

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
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.

GXPT vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Information Technology ETF (GXPT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GXPT vs. STHH - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GXPTSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.20

Sharpe Ratio (All Time)

Calculated using the full available price history

2.23

4.44

-2.21

Drawdowns

GXPT vs. STHH - Drawdown Comparison

The maximum GXPT drawdown since its inception was -18.74%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for GXPT and STHH.


Loading charts...

Drawdown Indicators


GXPTSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-33.89%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-33.89%

Current Drawdown

Current decline from peak

-1.60%

0.00%

-1.60%

Average Drawdown

Average peak-to-trough decline

-4.93%

-10.46%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.90%

Volatility

GXPT vs. STHH - Volatility Comparison


Loading charts...

Volatility by Period


GXPTSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.33%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

50.39%

-29.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

49.44%

-28.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

49.44%

-28.22%

GXPT vs. STHH - Expense Ratio Comparison

GXPT has a 0.15% expense ratio, which is lower than STHH's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GXPT vs. STHH - Dividend Comparison

GXPT's dividend yield for the trailing twelve months is around 0.11%, less than STHH's 0.55% yield.


Frequently Asked Questions


GXPT and STHH have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.19% for STHH.

STHH has the higher dividend yield at 0.55%, compared with 0.11% for GXPT.

GXPT tracks MSCI USA Information Technology PureCap Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Global X and ADRhedged. Their fees differ too: 0.15% for GXPT and 0.19% for STHH.

Portfolio Optimizer

Find the right allocation for GXPT and STHH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer