IVES vs. STHH

Last updated Jun 5, 2026

IVES (Dan IVES Wedbush AI Revolution ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds - IVES tracks the Solactive Wedbush Artificial Intelligence Index while STHH tracks the STMicroelectronics NV Local Shares Total Return. Both are passively managed. Over the past year, IVES returned 57.58% vs 209.77% for STHH. At a 0.50 correlation, their price movements are largely independent. IVES charges 0.75%/yr vs 0.19%/yr for STHH.

Performance

IVES vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVES achieves a 26.00% return, which is significantly lower than STHH's 209.56% return.

IVES

• 1D: -0.90%
• 1M: 16.50%
• YTD: 26.00%
• 6M: 22.83%
• 1Y: 57.58%
• 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)

IVES vs. STHH - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	26.00%	25.06%
STHH STMicroelectronics NV ADRhedged	209.56%	-9.13%

Correlation

The correlation between IVES and STHH is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.50

Return for Risk

IVES vs. STHH — Risk / Return Rank

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

STHH

STHH Risk / Return Rank: 89
STHH Sharpe Ratio Rank: 96
STHH Sortino Ratio Rank: 90
STHH Omega Ratio Rank: 91
STHH Calmar Ratio Rank: 92
STHH Martin Ratio Rank: 75

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.

IVES vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) 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.

Sharpe Ratios by Period

	IVES	STHH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.25	4.44	-2.19

Drawdowns

IVES vs. STHH - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for IVES and STHH.

Drawdown Indicators

	IVES	STHH	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-33.89%	+11.25%
Max Drawdown (1Y) Largest decline over 1 year	-22.64%	-33.89%	+11.25%
Current Drawdown Current decline from peak	-4.55%	0.00%	-4.55%
Average Drawdown Average peak-to-trough decline	-5.62%	-10.46%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.90%	—

Volatility

Volatility by Period

	IVES	STHH	Difference
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	25.74%	50.39%	-24.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.74%	49.44%	-23.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.74%	49.44%	-23.70%

IVES vs. STHH - Expense Ratio Comparison

IVES has a 0.75% expense ratio, which is higher than STHH's 0.19% expense ratio.

Dividends

IVES vs. STHH - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.33%, less than STHH's 0.55% yield.

Position	TTM	2025
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%
STHH STMicroelectronics NV ADRhedged	0.55%	0.69%

Frequently Asked Questions

Can I hold both IVES and STHH in my portfolio?

IVES and STHH have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IVES or STHH?

On 1-year performance, STHH leads with 209.77% vs 57.58% for IVES. On fees, STHH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVES or STHH?

Over the 1-year period, STHH has performed better with a 209.77% return vs 57.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVES or STHH?

STHH is cheaper with a 0.19% expense ratio, compared with 0.75% for IVES.

Which ETF pays a higher dividend yield, IVES or STHH?

STHH has the higher dividend yield at 0.55%, compared with 0.33% for IVES.

What is the main difference between IVES and STHH?

IVES tracks Solactive Wedbush Artificial Intelligence Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Wedbush and ADRhedged. Their fees differ too: 0.75% for IVES and 0.19% for STHH.