STHH vs. VOX

Last updated Jun 24, 2026

STHH (STMicroelectronics NV ADRhedged) and VOX (Vanguard Communication Services ETF) are both exchange-traded funds - STHH is a Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return, while VOX is a Communications Equities fund tracking the MSCI US Investable Market Communication Services 25/50 Index. Both are passively managed. Over the past year, STHH returned 158.32% vs 12.86% for VOX. At a 0.32 correlation, their price movements are largely independent. STHH charges 0.19%/yr vs 0.09%/yr for VOX.

Performance

STHH vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STHH achieves a 187.72% return, which is significantly higher than VOX's -5.35% return.

STHH

• 1D: -8.12%
• 1M: 10.72%
• YTD: 187.72%
• 6M: 187.07%
• 1Y: 158.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOX

• 1D: 0.26%
• 1M: -6.50%
• YTD: -5.35%
• 6M: -5.46%
• 1Y: 12.86%
• 3Y*: 21.81%
• 5Y*: 6.02%
• 10Y*: 8.42%

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

STHH vs. VOX - Yearly Performance Comparison

	2026 (YTD)	2025
STHH STMicroelectronics NV ADRhedged	187.72%	17.60%
VOX Vanguard Communication Services ETF	-5.35%	40.44%

Correlation

The correlation between STHH and VOX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.32

Return for Risk

STHH vs. VOX — Risk / Return Rank

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

STHH

STHH Risk / Return Rank: 81
STHH Sharpe Ratio Rank: 92
STHH Sortino Ratio Rank: 81
STHH Omega Ratio Rank: 84
STHH Calmar Ratio Rank: 88
STHH Martin Ratio Rank: 63

VOX

VOX Risk / Return Rank: 24
VOX Sharpe Ratio Rank: 24
VOX Sortino Ratio Rank: 24
VOX Omega Ratio Rank: 23
VOX Calmar Ratio Rank: 21
VOX Martin Ratio Rank: 26

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. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and Vanguard Communication Services ETF (VOX). 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	VOX	Difference
Sharpe ratio: Return per unit of total volatility	3.02	0.82	+2.21
Sortino ratio: Return per unit of downside risk	3.33	1.25	+2.08
Omega ratio: Gain probability vs. loss probability	1.47	1.15	+0.32
Calmar ratio: Return relative to maximum drawdown	4.70	0.95	+3.75
Martin ratio: Return relative to average drawdown	10.65	3.37	+7.27

STHH vs. VOX - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 3.02, which is higher than the VOX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of STHH and VOX, 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. VOX - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for STHH and VOX.

Drawdown Indicators

	STHH	VOX	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-57.18%	+23.29%
Max Drawdown (1Y) Largest decline over 1 year	-33.89%	-13.56%	-20.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-46.76%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.76%	—
Current Drawdown Current decline from peak	-8.12%	-8.53%	+0.41%
Average Drawdown Average peak-to-trough decline	-10.17%	-11.90%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.93%	3.82%	+11.11%

Volatility

STHH vs. VOX - Volatility Comparison

STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 25.53% compared to Vanguard Communication Services ETF (VOX) at 5.44%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STHH	VOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.53%	5.44%	+20.09%
Volatility (6M) Calculated over the trailing 6-month period	41.13%	11.89%	+29.24%
Volatility (1Y) Calculated over the trailing 1-year period	52.67%	15.80%	+36.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.51%	21.24%	+30.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.51%	20.93%	+30.58%

STHH vs. VOX - Expense Ratio Comparison

STHH has a 0.19% expense ratio, which is higher than VOX'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. VOX - Dividend Comparison

STHH's dividend yield for the trailing twelve months is around 0.70%, less than VOX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STHH STMicroelectronics NV ADRhedged	0.70%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOX Vanguard Communication Services ETF	1.04%	0.95%	1.05%	1.03%	0.88%	0.93%	0.73%	0.90%	2.77%	3.83%	2.67%	3.55%

Frequently Asked Questions

Can I hold both STHH and VOX in my portfolio?

STHH and VOX have a correlation of 0.27, 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 VOX?

STHH has higher volatility (25.53%) compared to VOX (5.44%). In terms of maximum drawdown, STHH dropped -33.89% vs VOX's -57.18%.

Which ETF is better, STHH or VOX?

On 1-year performance, STHH leads with 158.32% vs 12.86% for VOX. On fees, VOX is cheaper at 0.09% per year. On volatility, VOX has been the lower-risk option at 5.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STHH or VOX?

Over the 1-year period, STHH has performed better with a 158.32% return vs 12.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STHH or VOX?

VOX is cheaper with a 0.09% expense ratio, compared with 0.19% for STHH.

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

VOX has the higher dividend yield at 1.04%, compared with 0.70% for STHH.

What is the main difference between STHH and VOX?

STHH is categorized as Technology Equities, while VOX is Communications Equities. STHH tracks STMicroelectronics NV Local Shares Total Return, while VOX tracks MSCI US Investable Market Communication Services 25/50 Index. They also come from different issuers: ADRhedged and Vanguard. Their fees differ too: 0.19% for STHH and 0.09% for VOX.

Which has better risk-adjusted returns?

STHH currently has the higher Sharpe Ratio (3.02 vs 0.82), 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.