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RSPT vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPT vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Technology ETF (RSPT) 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, RSPT achieves a 47.30% return, which is significantly lower than STHH's 209.56% return.


RSPT

1D
-0.76%
1M
22.88%
YTD
47.30%
6M
46.37%
1Y
75.62%
3Y*
33.71%
5Y*
19.46%
10Y*
22.48%

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)

RSPT vs. STHH - Yearly Performance Comparison


Correlation

The correlation between RSPT and STHH is 0.67, 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

0.67

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

0.69

The correlation between RSPT and STHH has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

RSPT vs. STHH — Risk / Return Rank

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

RSPT
RSPT Risk / Return Rank: 9191
Overall Rank
RSPT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RSPT Sortino Ratio Rank: 9090
Sortino Ratio Rank
RSPT Omega Ratio Rank: 8686
Omega Ratio Rank
RSPT Calmar Ratio Rank: 9494
Calmar Ratio Rank
RSPT Martin Ratio Rank: 9393
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.

RSPT vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Technology ETF (RSPT) 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.


RSPTSTHHDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.55

1.60

-0.06

Calmar ratioReturn relative to maximum drawdown

7.12

6.23

+0.89

Martin ratioReturn relative to average drawdown

25.76

14.15

+11.61

RSPT vs. STHH - Sharpe Ratio Comparison

The current RSPT Sharpe Ratio is 3.54, which is comparable to the STHH Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of RSPT 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


RSPTSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

4.20

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

4.44

-3.79

Drawdowns

RSPT vs. STHH - Drawdown Comparison

The maximum RSPT drawdown since its inception was -58.91%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for RSPT and STHH.


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Drawdown Indicators


RSPTSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-58.91%

-33.89%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-33.89%

+23.22%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-0.76%

0.00%

-0.76%

Average Drawdown

Average peak-to-trough decline

-8.90%

-10.46%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

14.90%

-11.95%

Volatility

RSPT vs. STHH - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Technology ETF (RSPT) is 7.02%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that RSPT 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


RSPTSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

20.33%

-13.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

36.77%

-19.65%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

50.39%

-28.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

49.44%

-25.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

49.44%

-25.67%

RSPT vs. STHH - Expense Ratio Comparison

RSPT has a 0.40% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

RSPT vs. STHH - Dividend Comparison

RSPT's dividend yield for the trailing twelve months is around 0.25%, less than STHH's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
RSPT
Invesco S&P 500 Equal Weight Technology ETF
0.25%0.39%0.44%0.56%0.71%0.50%1.29%0.92%0.98%0.84%1.16%1.18%
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


RSPT and STHH have a correlation of 0.67, 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 RSPT (7.02%). In terms of maximum drawdown, RSPT dropped -58.91% vs STHH's -33.89%.

On 1-year performance, STHH leads with 209.77% vs 75.62% for RSPT. On fees, STHH is cheaper at 0.19% per year. On volatility, RSPT has been the lower-risk option at 7.02%. 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 75.62%. 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 0.40% for RSPT.

STHH has the higher dividend yield at 0.55%, compared with 0.25% for RSPT.

RSPT tracks S&P 500® Information Technology Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Invesco and ADRhedged. Their fees differ too: 0.40% for RSPT and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (4.20 vs 3.54), 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 RSPT and STHH

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