STHH vs. SGOV
STHH (STMicroelectronics NV ADRhedged) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past year, STHH returned 117.48% vs 3.85% for SGOV. Their -0.13 correlation means they have often moved in opposite directions in the past. STHH charges 0.19%/yr vs 0.09%/yr for SGOV.
Performance
STHH vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, STHH achieves a 109.29% return, which is significantly higher than SGOV's 2.16% return.
STHH
- 1D
- -2.75%
- 1M
- -25.78%
- 6M
- 85.93%
- YTD
- 109.29%
- 1Y
- 117.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 101.66%
SGOV
- 1D
- 0.02%
- 1M
- 0.32%
- 6M
- 1.82%
- YTD
- 2.16%
- 1Y
- 3.85%
- 3Y*
- 4.63%
- 5Y*
- 3.67%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.20B | $1.91B | $2.07B | |
| $165.48K | $244.02K | $517.88K |
STHH vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STHH STMicroelectronics NV ADRhedged | 109.29% | 17.60% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.16% | 2.92% |
Correlation
The correlation between STHH and SGOV is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | -0.13 |
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Return for Risk
STHH vs. SGOV — Risk / Return Rank
STHH
SGOV
STHH vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.69 | ||
| Sortino ratioReturn per unit of downside risk | -377.68 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 380.49 | -379.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 388.26 | -385.15 |
| Martin ratioReturn relative to average drawdown | 9.83 | 6,151.25 | -6,141.43 |
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Drawdowns
STHH vs. SGOV - Drawdown Comparison
The maximum STHH drawdown since its inception was -37.98%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for STHH and SGOV.
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Drawdown Indicators
| STHH | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.98% | -0.03% | -37.95% |
Max Drawdown (1Y)Largest decline over 1 year | -37.98% | -0.01% | -37.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -33.16% | 0.00% | -33.16% |
Average DrawdownAverage peak-to-trough decline | -11.04% | 0.00% | -11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 0.00% | +12.00% |
Volatility
STHH vs. SGOV - Volatility Comparison
STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 26.36% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHH | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.36% | 0.04% | +26.32% |
Volatility (6M)Calculated over the trailing 6-month period | 48.49% | 0.13% | +48.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.56% | 0.19% | +56.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.08% | 0.24% | +54.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.08% | 0.23% | +54.85% |
STHH vs. SGOV - Expense Ratio Comparison
STHH has a 0.19% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison
STHH's dividend yield for the trailing twelve months is around 0.96%, less than SGOV's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.75% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
STHH STMicroelectronics NV ADRhedged | 0.96% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STHH and SGOV have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (26.36%) compared to SGOV (0.04%). In terms of maximum drawdown, STHH dropped -37.98% vs SGOV's -0.03%.
On 1-year performance, STHH leads with 117.48% vs 3.85% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.04%. 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 117.48% return vs 3.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.19% for STHH.
SGOV has the higher dividend yield at 3.75%, compared with 0.96% for STHH.
STHH is categorized as Technology Equities, while SGOV is Ultrashort Bond. STHH tracks STMicroelectronics NV Local Shares Total Return, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: ADRhedged and iShares. Their fees differ too: 0.19% for STHH and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.78 vs 2.09), 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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