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MOTO vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOTO vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Smart Transportation & Technology ETF (MOTO) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOTO achieves a 17.24% return, which is significantly lower than STHH's 107.29% return.


MOTO

1D
1.41%
1M
-0.75%
6M
9.06%
YTD
17.24%
1Y
34.06%
3Y*
14.56%
5Y*
7.58%
10Y*
ALL TIME*
16.32%

STHH

1D
-0.49%
1M
-23.24%
6M
87.74%
YTD
107.29%
1Y
114.11%
3Y*
5Y*
10Y*
ALL TIME*
100.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.22K$15.41K$15.45K
$179.41K$298.65K$521.22K

MOTO vs. STHH - Yearly Performance Comparison


Correlation

The correlation between MOTO and STHH is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2025

0.74

The correlation between MOTO and STHH has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

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Return for Risk

MOTO vs. STHH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MOTO
MOTO Risk / Return Rank: 5454
Overall Rank
MOTO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MOTO Sortino Ratio Rank: 5252
Sortino Ratio Rank
MOTO Omega Ratio Rank: 5353
Omega Ratio Rank
MOTO Calmar Ratio Rank: 5757
Calmar Ratio Rank
MOTO Martin Ratio Rank: 5252
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 7979
Overall Rank
STHH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 7575
Sortino Ratio Rank
STHH Omega Ratio Rank: 8080
Omega Ratio Rank
STHH Calmar Ratio Rank: 8080
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MOTO vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Smart Transportation & Technology ETF (MOTO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MOTOSTHHDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.13

3.02

-0.89

Martin ratioReturn relative to average drawdown

6.46

9.83

-3.37

MOTO vs. STHH - Sharpe Ratio Comparison

The current MOTO Sharpe Ratio is 1.40, which is lower than the STHH Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MOTO 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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Drawdowns

MOTO vs. STHH - Drawdown Comparison

The maximum MOTO drawdown since its inception was -38.24%, roughly equal to the maximum STHH drawdown of -37.98%. Use the drawdown chart below to compare losses from any high point for MOTO and STHH.


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Drawdown Indicators


MOTOSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-37.98%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-37.98%

+21.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

Current Drawdown

Current decline from peak

-10.85%

-33.80%

+22.95%

Average Drawdown

Average peak-to-trough decline

-9.94%

-10.91%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

11.65%

-6.36%

Volatility

MOTO vs. STHH - Volatility Comparison

The current volatility for SmartETFs Smart Transportation & Technology ETF (MOTO) is 8.50%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 26.83%. This indicates that MOTO 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


MOTOSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

26.83%

-18.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

48.53%

-27.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

56.48%

-31.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

55.09%

-30.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.51%

55.09%

-28.58%

MOTO vs. STHH - Expense Ratio Comparison

MOTO has a 0.68% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

MOTO vs. STHH - Dividend Comparison

MOTO's dividend yield for the trailing twelve months is around 0.90%, less than STHH's 0.97% yield.


PositionTTM202520242023202220212020
MOTO
SmartETFs Smart Transportation & Technology ETF
0.90%1.06%1.07%2.73%2.33%0.55%2.71%
STHH
STMicroelectronics NV ADRhedged
0.97%0.69%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MOTO and STHH have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (26.83%) compared to MOTO (8.50%). In terms of maximum drawdown, MOTO dropped -38.24% vs STHH's -37.98%.

On 1-year performance, STHH leads with 114.11% vs 34.06% for MOTO. On fees, STHH is cheaper at 0.19% per year. On volatility, MOTO has been the lower-risk option at 8.50%. 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 114.11% return vs 34.06%. 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 0.68% for MOTO.

STHH has the higher dividend yield at 0.97%, compared with 0.90% for MOTO.

They also come from different issuers: Guinness Atkinson and ADRhedged. Their fees differ too: 0.68% for MOTO and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (2.04 vs 1.40), 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 MOTO and STHH

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