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IBTF vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTF vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Treasury ETF (IBTF) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.09%
1Y
2.14%
3Y*
3.66%
5Y*
0.90%
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)

IBTF vs. STHH - Yearly Performance Comparison


Correlation

The correlation between IBTF and STHH is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.15

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Return for Risk

IBTF vs. STHH — Risk / Return Rank

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

IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 100100
Omega Ratio Rank
IBTF Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTF Martin Ratio Rank: 9999
Martin Ratio Rank

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.

IBTF vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) 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.


IBTFSTHHDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+15.87

Omega ratioGain probability vs. loss probability

6.23

1.60

+4.63

Calmar ratioReturn relative to maximum drawdown

59.41

6.23

+53.17

Martin ratioReturn relative to average drawdown

269.70

14.15

+255.55

IBTF vs. STHH - Sharpe Ratio Comparison

The current IBTF Sharpe Ratio is 7.08, which is higher than the STHH Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of IBTF 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


IBTFSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.08

4.20

+2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

4.44

-4.00

Drawdowns

IBTF vs. STHH - Drawdown Comparison

The maximum IBTF drawdown since its inception was -10.45%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for IBTF and STHH.


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Drawdown Indicators


IBTFSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-10.45%

-33.89%

+23.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-33.89%

+33.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.33%

-10.46%

+7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

14.90%

-14.89%

Volatility

IBTF vs. STHH - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) is 0.00%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that IBTF 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


IBTFSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

20.33%

-20.33%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

36.77%

-36.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.36%

50.39%

-50.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

49.44%

-47.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

49.44%

-46.88%

IBTF vs. STHH - Expense Ratio Comparison

IBTF has a 0.07% 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

IBTF vs. STHH - Dividend Comparison

IBTF's dividend yield for the trailing twelve months is around 2.08%, more than STHH's 0.55% yield.


PositionTTM202520242023202220212020
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
2.08%3.83%4.32%4.03%1.93%0.57%0.59%
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTF and STHH have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.33%) compared to IBTF (0.00%). In terms of maximum drawdown, IBTF dropped -10.45% vs STHH's -33.89%.

On 1-year performance, STHH leads with 209.77% vs 2.14% for IBTF. On fees, IBTF is cheaper at 0.07% per year. On volatility, IBTF has been the lower-risk option at 0.00%. 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 209.77% return vs 2.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTF is cheaper with a 0.07% expense ratio, compared with 0.19% for STHH.

IBTF has the higher dividend yield at 2.08%, compared with 0.55% for STHH.

IBTF is categorized as Government Bonds, while STHH is Technology Equities. IBTF tracks ICE 2025 Maturity US Treasury Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: iShares and ADRhedged. Their fees differ too: 0.07% for IBTF and 0.19% for STHH.

IBTF currently has the higher Sharpe Ratio (7.08 vs 4.20), 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.

Portfolio Optimizer

Find the right allocation for IBTF and STHH

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