STHH vs. CHPS

Last updated Jul 14, 2026

STHH (STMicroelectronics NV ADRhedged) and CHPS (Xtrackers Semiconductor Select Equity ETF) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Both are passively managed. Over the past year, STHH returned 121.68% vs 148.08% for CHPS. A 0.77 correlation means they provide meaningful diversification when combined. STHH charges 0.19%/yr vs 0.15%/yr for CHPS.

Performance

STHH vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STHH achieves a 172.11% return, which is significantly higher than CHPS's 87.17% return.

STHH

• 1D: -3.96%
• 1M: -9.60%
• 6M: 147.27%
• YTD: 172.11%
• 1Y: 121.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHPS

• 1D: -5.25%
• 1M: -8.40%
• 6M: 68.06%
• YTD: 87.17%
• 1Y: 148.08%
• 3Y*: 52.99%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STHH vs. CHPS - Yearly Performance Comparison

	2026 (YTD)	2025
STHH STMicroelectronics NV ADRhedged	172.11%	17.60%
CHPS Xtrackers Semiconductor Select Equity ETF	87.17%	92.81%

Correlation

The correlation between STHH and CHPS is 0.77, 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	0.77
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.77

The correlation between STHH and CHPS has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

Return for Risk

STHH vs. CHPS — Risk / Return Rank

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

STHH

STHH Risk / Return Rank: 78
STHH Sharpe Ratio Rank: 88
STHH Sortino Ratio Rank: 78
STHH Omega Ratio Rank: 81
STHH Calmar Ratio Rank: 84
STHH Martin Ratio Rank: 59

CHPS

CHPS Risk / Return Rank: 95
CHPS Sharpe Ratio Rank: 96
CHPS Sortino Ratio Rank: 92
CHPS Omega Ratio Rank: 92
CHPS Calmar Ratio Rank: 97
CHPS Martin Ratio Rank: 96

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.

STHH vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.

	STHH	CHPS	Difference
Sharpe ratio: Return per unit of total volatility	2.28	3.48	-1.21
Sortino ratio: Return per unit of downside risk	2.76	3.55	-0.79
Omega ratio: Gain probability vs. loss probability	1.38	1.48	-0.10
Calmar ratio: Return relative to maximum drawdown	3.61	8.37	-4.76
Martin ratio: Return relative to average drawdown	8.08	27.10	-19.02

STHH vs. CHPS - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 2.28, which is lower than the CHPS Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of STHH and CHPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STHH vs. CHPS - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for STHH and CHPS.

Drawdown Indicators

	STHH	CHPS	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-39.44%	+5.55%
Max Drawdown (1Y) Largest decline over 1 year	-33.89%	-17.80%	-16.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-39.44%	—
Current Drawdown Current decline from peak	-13.10%	-17.80%	+4.70%
Average Drawdown Average peak-to-trough decline	-10.17%	-9.12%	-1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.11%	5.49%	+9.62%

Volatility

STHH vs. CHPS - Volatility Comparison

The current volatility for STMicroelectronics NV ADRhedged (STHH) is 21.29%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 23.50%. This indicates that STHH experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STHH	CHPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	23.50%	-2.21%
Volatility (6M) Calculated over the trailing 6-month period	42.56%	37.65%	+4.91%
Volatility (1Y) Calculated over the trailing 1-year period	53.89%	42.85%	+11.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.97%	36.44%	+15.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.97%	36.44%	+15.53%

STHH vs. CHPS - Expense Ratio Comparison

STHH has a 0.19% expense ratio, which is higher than CHPS's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

STHH vs. CHPS - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.74%, more than CHPS's 0.35% yield.

Position	TTM	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	0.35%	0.68%	1.75%	0.36%
STHH STMicroelectronics NV ADRhedged	0.74%	0.69%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STHH and CHPS in my portfolio?

STHH and CHPS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STHH or CHPS?

CHPS has higher volatility (23.50%) compared to STHH (21.29%). In terms of maximum drawdown, STHH dropped -33.89% vs CHPS's -39.44%.

Which ETF is better, STHH or CHPS?

On 1-year performance, CHPS leads with 148.08% vs 121.68% for STHH. On fees, CHPS is cheaper at 0.15% per year. On volatility, STHH has been the lower-risk option at 21.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STHH or CHPS?

Over the 1-year period, CHPS has performed better with a 148.08% return vs 121.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STHH or CHPS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.19% for STHH.

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

STHH has the higher dividend yield at 0.74%, compared with 0.35% for CHPS.

What is the main difference between STHH and CHPS?

STHH is categorized as Technology Equities, while CHPS is Semiconductors. STHH tracks STMicroelectronics NV Local Shares Total Return, while CHPS tracks Solactive Semiconductor ESG Screened Index. They also come from different issuers: ADRhedged and Xtrackers. Their fees differ too: 0.19% for STHH and 0.15% for CHPS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (3.48 vs 2.28), 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.