STHH vs. SHEH

Last updated Jul 14, 2026

STHH (STMicroelectronics NV ADRhedged) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, STHH returned 121.68% vs 20.20% for SHEH. At a 0.06 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.

Performance

STHH vs. SHEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and Shell plc ADRhedged ETF (SHEH). 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 SHEH's 16.22% return.

STHH

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

SHEH

• 1D: 2.35%
• 1M: -1.40%
• 6M: 18.84%
• YTD: 16.22%
• 1Y: 20.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STHH vs. SHEH - Yearly Performance Comparison

	2026 (YTD)	2025
STHH STMicroelectronics NV ADRhedged	172.11%	17.60%
SHEH Shell plc ADRhedged ETF	16.22%	12.63%

Correlation

The correlation between STHH and SHEH is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.06

Return for Risk

STHH vs. SHEH — 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

SHEH

SHEH Risk / Return Rank: 31
SHEH Sharpe Ratio Rank: 33
SHEH Sortino Ratio Rank: 32
SHEH Omega Ratio Rank: 32
SHEH Calmar Ratio Rank: 29
SHEH Martin Ratio Rank: 29

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. SHEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and Shell plc ADRhedged ETF (SHEH). 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	SHEH	Difference
Sharpe ratio: Return per unit of total volatility	2.28	0.98	+1.29
Sortino ratio: Return per unit of downside risk	2.76	1.44	+1.32
Omega ratio: Gain probability vs. loss probability	1.38	1.18	+0.20
Calmar ratio: Return relative to maximum drawdown	3.61	1.16	+2.45
Martin ratio: Return relative to average drawdown	8.08	3.28	+4.80

STHH vs. SHEH - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 2.28, which is higher than the SHEH Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of STHH and SHEH, 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. SHEH - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for STHH and SHEH.

Drawdown Indicators

	STHH	SHEH	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-17.53%	-16.36%
Max Drawdown (1Y) Largest decline over 1 year	-33.89%	-17.53%	-16.36%
Current Drawdown Current decline from peak	-13.10%	-10.40%	-2.70%
Average Drawdown Average peak-to-trough decline	-10.17%	-4.00%	-6.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.11%	6.18%	+8.93%

Volatility

STHH vs. SHEH - Volatility Comparison

STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 21.29% compared to Shell plc ADRhedged ETF (SHEH) at 7.46%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STHH	SHEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	7.46%	+13.83%
Volatility (6M) Calculated over the trailing 6-month period	42.56%	17.41%	+25.15%
Volatility (1Y) Calculated over the trailing 1-year period	53.89%	20.65%	+33.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.97%	20.54%	+31.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.97%	20.54%	+31.43%

STHH vs. SHEH - Expense Ratio Comparison

Both STHH and SHEH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

STHH vs. SHEH - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.74%, less than SHEH's 2.00% yield.

Position	TTM	2025
SHEH Shell plc ADRhedged ETF	2.00%	0.00%
STHH STMicroelectronics NV ADRhedged	0.74%	0.69%

Frequently Asked Questions

Can I hold both STHH and SHEH in my portfolio?

STHH and SHEH have a correlation of 0.03, 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 SHEH?

STHH has higher volatility (21.29%) compared to SHEH (7.46%). In terms of maximum drawdown, STHH dropped -33.89% vs SHEH's -17.53%.

Which ETF is better, STHH or SHEH?

On 1-year performance, STHH leads with 121.68% vs 20.20% for SHEH. Both ETFs have the same 0.19% expense ratio. On volatility, SHEH has been the lower-risk option at 7.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STHH or SHEH?

Over the 1-year period, STHH has performed better with a 121.68% return vs 20.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STHH or SHEH?

STHH and SHEH have the same expense ratio: 0.19% per year.

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

SHEH has the higher dividend yield at 2.00%, compared with 0.74% for STHH.

What is the main difference between STHH and SHEH?

STHH is categorized as Technology Equities, while SHEH is Energy Equities. STHH tracks STMicroelectronics NV Local Shares Total Return, while SHEH tracks Shell plc - Benchmark Price Return.

Which has better risk-adjusted returns?

STHH currently has the higher Sharpe Ratio (2.28 vs 0.98), 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.