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ISHP vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHP vs. TMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) and Toyota Motor Corporation ADRhedged (TMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ISHP

1D
-0.10%
1M
-1.59%
YTD
-10.97%
6M
-10.01%
1Y
-7.50%
3Y*
11.42%
5Y*
1.58%
10Y*

TMH

1D
-1.19%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHP vs. TMH - Yearly Performance Comparison


Correlation

The correlation between ISHP and TMH is -1.00, 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 (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

ISHP vs. TMH — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 55
Overall Rank
ISHP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 55
Sortino Ratio Rank
ISHP Omega Ratio Rank: 55
Omega Ratio Rank
ISHP Calmar Ratio Rank: 66
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

TMH
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.

ISHP vs. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) and Toyota Motor Corporation ADRhedged (TMH). 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.


ISHPTMHDifference

Sharpe ratio

Return per unit of total volatility

-0.44

Sortino ratio

Return per unit of downside risk

-0.50

Omega ratio

Gain probability vs. loss probability

0.94

Calmar ratio

Return relative to maximum drawdown

-0.27

Martin ratio

Return relative to average drawdown

-0.59

ISHP vs. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISHPTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-6.75

+7.04

Drawdowns

ISHP vs. TMH - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, which is greater than TMH's maximum drawdown of -5.57%. Use the drawdown chart below to compare losses from any high point for ISHP and TMH.


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Drawdown Indicators


ISHPTMHDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-5.57%

-42.00%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

Current Drawdown

Current decline from peak

-18.21%

-5.57%

-12.64%

Average Drawdown

Average peak-to-trough decline

-12.65%

-3.76%

-8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

Volatility

ISHP vs. TMH - Volatility Comparison


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Volatility by Period


ISHPTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

18.01%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.29%

18.01%

+9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

18.01%

+6.08%

ISHP vs. TMH - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is higher than TMH's 0.19% expense ratio.


Dividends

ISHP vs. TMH - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.50%, while TMH has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ISHP
First Trust S-Network Global E-Commerce ETF
1.50%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISHP and TMH have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.60% for ISHP.

ISHP has the higher dividend yield at 1.50%, compared with 0.00% for TMH.

ISHP tracks S-Network Global E-Commerce Index, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: First Trust and ADRhedged. Their fees differ too: 0.60% for ISHP and 0.19% for TMH.

Portfolio Optimizer

Find the right allocation for ISHP and TMH

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