STHH vs. IDGT
STHH (STMicroelectronics NV ADRhedged) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both Technology Equities funds - STHH tracks the STMicroelectronics NV Local Shares Total Return while IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. Both are passively managed. Over the past year, STHH returned 209.77% vs 63.37% for IDGT. A 0.50 correlation means they provide meaningful diversification when combined. STHH charges 0.19%/yr vs 0.41%/yr for IDGT.
Performance
STHH vs. IDGT - Performance Comparison
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Returns By Period
In the year-to-date period, STHH achieves a 209.56% return, which is significantly higher than IDGT's 53.90% return.
STHH
- 1D
- 0.46%
- 1M
- 45.30%
- YTD
- 209.56%
- 6M
- 210.55%
- 1Y
- 209.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDGT
- 1D
- -1.58%
- 1M
- 8.43%
- YTD
- 53.90%
- 6M
- 49.82%
- 1Y
- 63.37%
- 3Y*
- 25.08%
- 5Y*
- 13.30%
- 10Y*
- 14.38%
STHH vs. IDGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STHH STMicroelectronics NV ADRhedged | 209.56% | 16.74% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 53.90% | 19.07% |
Correlation
The correlation between STHH and IDGT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025 | 0.50 |
The correlation between STHH and IDGT has been stable across timeframes, ranging from 0.50 to 0.50 - a consistent structural relationship.
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Return for Risk
STHH vs. IDGT — Risk / Return Rank
STHH
IDGT
STHH vs. IDGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
| STHH | IDGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.20 | 3.13 | +1.07 |
Sortino ratioReturn per unit of downside risk | 4.20 | 3.96 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.52 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 6.23 | 7.54 | -1.31 |
Martin ratioReturn relative to average drawdown | 14.15 | 22.58 | -8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STHH | IDGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.20 | 3.13 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.44 | 0.18 | +4.26 |
Drawdowns
STHH vs. IDGT - Drawdown Comparison
The maximum STHH drawdown since its inception was -33.89%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for STHH and IDGT.
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Drawdown Indicators
| STHH | IDGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -77.95% | +44.06% |
Max Drawdown (1Y)Largest decline over 1 year | -33.89% | -8.45% | -25.44% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.88% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -10.46% | -19.91% | +9.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.90% | 2.81% | +12.09% |
Volatility
STHH vs. IDGT - Volatility Comparison
STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 20.33% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.87%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHH | IDGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.33% | 7.87% | +12.46% |
Volatility (6M)Calculated over the trailing 6-month period | 36.77% | 16.35% | +20.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.39% | 20.41% | +29.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.44% | 23.20% | +26.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.44% | 23.29% | +26.15% |
STHH vs. IDGT - Expense Ratio Comparison
STHH has a 0.19% expense ratio, which is lower than IDGT's 0.41% expense ratio.
Dividends
STHH vs. IDGT - Dividend Comparison
STHH's dividend yield for the trailing twelve months is around 0.55%, less than IDGT's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.72% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
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
STHH and IDGT 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.
STHH has higher volatility (20.33%) compared to IDGT (7.87%). In terms of maximum drawdown, STHH dropped -33.89% vs IDGT's -77.95%.
On 1-year performance, STHH leads with 209.77% vs 63.37% for IDGT. On fees, STHH is cheaper at 0.19% per year. On volatility, IDGT has been the lower-risk option at 7.87%. 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 63.37%. 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 0.41% for IDGT.
IDGT has the higher dividend yield at 0.72%, compared with 0.55% for STHH.
STHH tracks STMicroelectronics NV Local Shares Total Return, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: ADRhedged and iShares. Their fees differ too: 0.19% for STHH and 0.41% for IDGT.
STHH currently has the higher Sharpe Ratio (4.20 vs 3.13), 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.
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