STHH vs. XITK
STHH (STMicroelectronics NV ADRhedged) and XITK (SPDR FactSet Innovative Technology ETF) are both Technology Equities funds - STHH tracks the STMicroelectronics NV Local Shares Total Return while XITK tracks the FactSet Innovative Technology Index. Both are passively managed. Over the past year, STHH returned 115.16% vs 1.26% for XITK. Their 0.53 correlation means they have sometimes moved together and sometimes differently. STHH charges 0.19%/yr vs 0.45%/yr for XITK.
Performance
STHH vs. XITK - Performance Comparison
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Returns By Period
In the year-to-date period, STHH achieves a 108.31% return, which is significantly higher than XITK's 3.17% return.
STHH
- 1D
- -1.39%
- 1M
- -22.86%
- 6M
- 95.26%
- YTD
- 108.31%
- 1Y
- 115.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 102.44%
XITK
- 1D
- 2.10%
- 1M
- -2.48%
- 6M
- 11.87%
- YTD
- 3.17%
- 1Y
- 1.26%
- 3Y*
- 8.55%
- 5Y*
- -3.68%
- 10Y*
- 12.53%
- ALL TIME*
- 13.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $187.95K | $364.56K | $515.16K | |
| $94.40K | $185.95K | $342.96K |
STHH vs. XITK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STHH STMicroelectronics NV ADRhedged | 108.31% | 17.60% |
XITK SPDR FactSet Innovative Technology ETF | 3.17% | 18.02% |
Correlation
The correlation between STHH and XITK is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.53 |
The correlation between STHH and XITK has been stable across timeframes, ranging from 0.53 to 0.53 - a consistent structural relationship.
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Return for Risk
STHH vs. XITK — Risk / Return Rank
STHH
XITK
STHH vs. XITK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and SPDR FactSet Innovative Technology ETF (XITK). 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 | XITK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.02 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | -0.05 | +2.96 |
| Martin ratioReturn relative to average drawdown | 9.62 | -0.11 | +9.73 |
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Drawdowns
STHH vs. XITK - Drawdown Comparison
The maximum STHH drawdown since its inception was -37.98%, smaller than the maximum XITK drawdown of -65.56%. Use the drawdown chart below to compare losses from any high point for STHH and XITK.
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Drawdown Indicators
| STHH | XITK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.98% | -65.56% | +27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -37.98% | -28.03% | -9.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.56% | — |
Current DrawdownCurrent decline from peak | -33.48% | -29.65% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -22.17% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 12.69% | -1.22% |
Volatility
STHH vs. XITK - Volatility Comparison
STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 26.97% compared to SPDR FactSet Innovative Technology ETF (XITK) at 9.22%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than XITK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHH | XITK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.97% | 9.22% | +17.75% |
Volatility (6M)Calculated over the trailing 6-month period | 48.55% | 25.08% | +23.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 29.28% | +27.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.17% | 33.07% | +22.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.17% | 29.72% | +25.45% |
STHH vs. XITK - Expense Ratio Comparison
STHH has a 0.19% expense ratio, which is lower than XITK's 0.45% expense ratio.
Dividends
STHH vs. XITK - Dividend Comparison
STHH's dividend yield for the trailing twelve months is around 0.97%, while XITK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
STHH STMicroelectronics NV ADRhedged | 0.97% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XITK SPDR FactSet Innovative Technology ETF | 0.00% | 0.00% | 0.00% | 0.08% | 0.11% | 0.00% | 0.06% | 0.14% | 1.50% | 1.74% | 1.88% |
Frequently Asked Questions
STHH and XITK have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (26.97%) compared to XITK (9.22%). In terms of maximum drawdown, STHH dropped -37.98% vs XITK's -65.56%.
On 1-year performance, STHH leads with 115.16% vs 1.26% for XITK. On fees, STHH is cheaper at 0.19% per year. On volatility, XITK has been the lower-risk option at 9.22%. 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 115.16% return vs 1.26%. 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 0.45% for XITK.
STHH has the higher dividend yield at 0.97%, compared with 0.00% for XITK.
STHH tracks STMicroelectronics NV Local Shares Total Return, while XITK tracks FactSet Innovative Technology Index. They also come from different issuers: ADRhedged and State Street. Their fees differ too: 0.19% for STHH and 0.45% for XITK.
STHH currently has the higher Sharpe Ratio (1.96 vs -0.05), 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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