STHH vs. GOOX

Last updated Aug 2, 2026

STHH (STMicroelectronics NV ADRhedged) and GOOX (T-Rex 2X Long Alphabet Daily Target ETF) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while GOOX is a Leveraged Equities fund actively managed by T-Rex. STHH is passively managed, while GOOX is actively managed. Over the past year, STHH returned 115.16% vs 189.26% for GOOX. Their 0.25 correlation means their historical movements had little consistent relationship. STHH charges 0.19%/yr vs 1.05%/yr for GOOX.

Performance

STHH vs. GOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STHH achieves a 108.31% return, which is significantly higher than GOOX's 14.32% return.

STHH

• 1D: -1.39%
• 1M: -22.86%
• 6M: 95.26%
• YTD: 108.31%
• 1Y: 115.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 102.44%

GOOX

• 1D: 14.09%
• 1M: -2.18%
• 6M: -0.73%
• YTD: 14.32%
• 1Y: 189.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 66.14%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GOOX T-Rex 2X Long Alphabet Daily Target ETF	$8.35M	$6.68M	$7.65M
STHH STMicroelectronics NV ADRhedged	$187.95K	$364.56K	$515.16K

STHH vs. GOOX - Yearly Performance Comparison

	2026 (YTD)	2025
STHH STMicroelectronics NV ADRhedged	108.31%	17.60%
GOOX T-Rex 2X Long Alphabet Daily Target ETF	14.32%	264.72%

Correlation

The correlation between STHH and GOOX is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.25

Return for Risk

STHH vs. GOOX — Risk / Return Rank

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

STHH

STHH Risk / Return Rank: 80
STHH Sharpe Ratio Rank: 84
STHH Sortino Ratio Rank: 77
STHH Omega Ratio Rank: 81
STHH Calmar Ratio Rank: 80
STHH Martin Ratio Rank: 77

GOOX

GOOX Risk / Return Rank: 91
GOOX Sharpe Ratio Rank: 96
GOOX Sortino Ratio Rank: 92
GOOX Omega Ratio Rank: 89
GOOX Calmar Ratio Rank: 94
GOOX Martin Ratio Rank: 85

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.

STHH vs. GOOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). 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	GOOX	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.84	-0.88
Sortino ratio: Return per unit of downside risk	2.46	3.39	-0.93
Omega ratio: Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio: Return relative to maximum drawdown	2.91	4.63	-1.72
Martin ratio: Return relative to average drawdown	9.62	11.97	-2.34

STHH vs. GOOX - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 1.96, which is lower than the GOOX Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of STHH and GOOX, 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. GOOX - Drawdown Comparison

The maximum STHH drawdown since its inception was -37.98%, smaller than the maximum GOOX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for STHH and GOOX.

Drawdown Indicators

	STHH	GOOX	Difference
Max Drawdown Largest peak-to-trough decline	-37.98%	-52.46%	+14.48%
Max Drawdown (1Y) Largest decline over 1 year	-37.98%	-39.00%	+1.02%
Current Drawdown Current decline from peak	-33.48%	-24.02%	-9.46%
Average Drawdown Average peak-to-trough decline	-10.84%	-17.47%	+6.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.47%	15.07%	-3.60%

Volatility

STHH vs. GOOX - Volatility Comparison

STMicroelectronics NV ADRhedged (STHH) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX) have volatilities of 26.97% and 26.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STHH	GOOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.97%	26.36%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	48.55%	48.89%	-0.34%
Volatility (1Y) Calculated over the trailing 1-year period	56.49%	63.83%	-7.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.17%	61.81%	-6.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.17%	61.81%	-6.64%

STHH vs. GOOX - Expense Ratio Comparison

STHH has a 0.19% expense ratio, which is lower than GOOX's 1.05% expense ratio.

Dividends

STHH vs. GOOX - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.97%, more than GOOX's 0.27% yield.

Position	TTM	2025	2024
GOOX T-Rex 2X Long Alphabet Daily Target ETF	0.27%	0.30%	16.78%
STHH STMicroelectronics NV ADRhedged	0.97%	0.69%	0.00%

Frequently Asked Questions

Can I hold both STHH and GOOX in my portfolio?

STHH and GOOX have a correlation of 0.24, 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 GOOX?

STHH has higher volatility (26.97%) compared to GOOX (26.36%). In terms of maximum drawdown, STHH dropped -37.98% vs GOOX's -52.46%.

Which ETF is better, STHH or GOOX?

On 1-year performance, GOOX leads with 189.26% vs 115.16% for STHH. On fees, STHH is cheaper at 0.19% per year. On volatility, GOOX has been the lower-risk option at 26.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STHH or GOOX?

Over the 1-year period, GOOX has performed better with a 189.26% return vs 115.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STHH or GOOX?

STHH is cheaper with a 0.19% expense ratio, compared with 1.05% for GOOX.

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

STHH has the higher dividend yield at 0.97%, compared with 0.27% for GOOX.

What is the main difference between STHH and GOOX?

STHH is categorized as Technology Equities, while GOOX is Leveraged Equities. They also come from different issuers: ADRhedged and T-Rex. Their fees differ too: 0.19% for STHH and 1.05% for GOOX.

Which has better risk-adjusted returns?

GOOX currently has the higher Sharpe Ratio (2.84 vs 1.96), 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.