IGM vs. STHH
IGM (iShares Expanded Tech Sector ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds - IGM tracks the S&P North American Expanded Technology Sector Index while STHH tracks the STMicroelectronics NV Local Shares Total Return. Both are passively managed. Over the past year, IGM returned 62.26% vs 209.77% for STHH. A 0.60 correlation means they provide meaningful diversification when combined. IGM charges 0.39%/yr vs 0.19%/yr for STHH.
Performance
IGM vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, IGM achieves a 31.32% return, which is significantly lower than STHH's 209.56% return.
IGM
- 1D
- -0.84%
- 1M
- 16.93%
- YTD
- 31.32%
- 6M
- 29.19%
- 1Y
- 62.26%
- 3Y*
- 39.18%
- 5Y*
- 22.04%
- 10Y*
- 25.19%
STHH
- 1D
- 0.46%
- 1M
- 45.30%
- YTD
- 209.56%
- 6M
- 210.55%
- 1Y
- 209.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGM vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IGM iShares Expanded Tech Sector ETF | 31.32% | 47.64% |
STHH STMicroelectronics NV ADRhedged | 209.56% | 16.74% |
Correlation
The correlation between IGM 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 IGM 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
IGM vs. STHH — Risk / Return Rank
IGM
STHH
IGM vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.
| IGM | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.60 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 6.23 | -2.43 |
| Martin ratioReturn relative to average drawdown | 13.36 | 14.15 | -0.79 |
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
| IGM | STHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.07 | 4.20 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 4.44 | -3.96 |
Drawdowns
IGM vs. STHH - Drawdown Comparison
The maximum IGM drawdown since its inception was -65.59%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for IGM and STHH.
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Drawdown Indicators
| IGM | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.59% | -33.89% | -31.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -33.89% | +17.45% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -10.46% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 14.90% | -10.23% |
Volatility
IGM vs. STHH - Volatility Comparison
The current volatility for iShares Expanded Tech Sector ETF (IGM) is 6.10%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that IGM 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
| IGM | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 20.33% | -14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 36.77% | -20.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.43% | 50.39% | -29.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.68% | 49.44% | -23.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 49.44% | -24.90% |
IGM vs. STHH - Expense Ratio Comparison
IGM has a 0.39% expense ratio, which is higher than STHH's 0.19% expense ratio.
Dividends
IGM vs. STHH - Dividend Comparison
IGM's dividend yield for the trailing twelve months is around 0.12%, less than STHH's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.12% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
STHH STMicroelectronics NV ADRhedged | 0.55% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGM 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 (20.33%) compared to IGM (6.10%). In terms of maximum drawdown, IGM dropped -65.59% vs STHH's -33.89%.
On 1-year performance, STHH leads with 209.77% vs 62.26% for IGM. On fees, STHH is cheaper at 0.19% per year. On volatility, IGM has been the lower-risk option at 6.10%. 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 62.26%. 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 0.39% for IGM.
STHH has the higher dividend yield at 0.55%, compared with 0.12% for IGM.
IGM tracks S&P North American Expanded Technology Sector Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: iShares and ADRhedged. Their fees differ too: 0.39% for IGM and 0.19% for STHH.
STHH currently has the higher Sharpe Ratio (4.20 vs 3.07), 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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