STHH vs. TMH

Last updated Jun 3, 2026

STHH (STMicroelectronics NV ADRhedged) and TMH (Toyota Motor Corporation ADRhedged) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while TMH is a Consumer Discretionary Equities fund tracking the Toyota Motor Corporation Local Shares Total Return. Both are passively managed. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.19% expense ratio.

Performance

STHH vs. TMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and Toyota Motor Corporation ADRhedged (TMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

STHH

• 1D: 15.17%
• 1M: 43.33%
• YTD: 208.14%
• 6M: 229.02%
• 1Y: 217.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMH

• 1D: -1.19%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STHH vs. TMH - Yearly Performance Comparison

	2026 (YTD)
STHH STMicroelectronics NV ADRhedged	14.49%
TMH Toyota Motor Corporation ADRhedged	-5.57%

Correlation

The correlation between STHH and TMH is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.50

Return for Risk

STHH vs. TMH — Risk / Return Rank

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

STHH

STHH Risk / Return Rank: 89
STHH Sharpe Ratio Rank: 96
STHH Sortino Ratio Rank: 91
STHH Omega Ratio Rank: 91
STHH Calmar Ratio Rank: 92
STHH Martin Ratio Rank: 75

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. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and Toyota Motor Corporation ADRhedged (TMH). 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	TMH	Difference
Sharpe ratio Return per unit of total volatility	4.35	—	—
Sortino ratio Return per unit of downside risk	4.29	—	—
Omega ratio Gain probability vs. loss probability	1.61	—	—
Calmar ratio Return relative to maximum drawdown	6.36	—	—
Martin ratio Return relative to average drawdown	14.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	STHH	TMH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.43	-6.75	+11.18

Drawdowns

STHH vs. TMH - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, which is greater than TMH's maximum drawdown of -5.57%. Use the drawdown chart below to compare losses from any high point for STHH and TMH.

Drawdown Indicators

	STHH	TMH	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-5.57%	-28.32%
Max Drawdown (1Y) Largest decline over 1 year	-33.89%	—	—
Current Drawdown Current decline from peak	0.00%	-5.57%	+5.57%
Average Drawdown Average peak-to-trough decline	-10.49%	-3.76%	-6.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.90%	—	—

Volatility

Volatility by Period

	STHH	TMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	36.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	50.41%	18.01%	+32.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.52%	18.01%	+31.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.52%	18.01%	+31.51%

STHH vs. TMH - Expense Ratio Comparison

Both STHH and TMH 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. TMH - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.55%, while TMH has not paid dividends to shareholders.

Position	TTM	2025
STHH STMicroelectronics NV ADRhedged	0.55%	0.69%
TMH Toyota Motor Corporation ADRhedged	0.00%	0.00%

Frequently Asked Questions

Can I hold both STHH and TMH in my portfolio?

STHH and TMH 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.

Which ETF is better, STHH or TMH?

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STHH or TMH?

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

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

STHH has the higher dividend yield at 0.55%, compared with 0.00% for TMH.

What is the main difference between STHH and TMH?

STHH is categorized as Technology Equities, while TMH is Consumer Discretionary Equities. STHH tracks STMicroelectronics NV Local Shares Total Return, while TMH tracks Toyota Motor Corporation Local Shares Total Return.