STHH vs. XITK

Last updated Jun 4, 2026

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 209.77% vs 11.38% for XITK. At a 0.49 correlation, their price movements are largely independent. STHH charges 0.19%/yr vs 0.45%/yr for XITK.

Performance

STHH vs. XITK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics NV ADRhedged (STHH) and SPDR FactSet Innovative Technology ETF (XITK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STHH achieves a 209.56% return, which is significantly higher than XITK's 13.97% return.

STHH

• 1D: 0.46%
• 1M: 45.30%
• YTD: 209.56%
• 6M: 210.55%
• 1Y: 209.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XITK

• 1D: -3.51%
• 1M: 12.45%
• YTD: 13.97%
• 6M: 14.17%
• 1Y: 11.38%
• 3Y*: 17.58%
• 5Y*: -0.31%
• 10Y*: 14.35%

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

STHH vs. XITK - Yearly Performance Comparison

	2026 (YTD)	2025
STHH STMicroelectronics NV ADRhedged	209.56%	16.74%
XITK SPDR FactSet Innovative Technology ETF	13.97%	14.94%

Correlation

The correlation between STHH and XITK is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025	0.49

Return for Risk

STHH vs. XITK — 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: 90
STHH Omega Ratio Rank: 91
STHH Calmar Ratio Rank: 92
STHH Martin Ratio Rank: 75

XITK

XITK Risk / Return Rank: 15
XITK Sharpe Ratio Rank: 15
XITK Sortino Ratio Rank: 16
XITK Omega Ratio Rank: 15
XITK Calmar Ratio Rank: 14
XITK Martin Ratio Rank: 13

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. 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.

	STHH	XITK	Difference
Sharpe ratio Return per unit of total volatility	4.20	0.43	+3.76
Sortino ratio Return per unit of downside risk	4.20	0.78	+3.42
Omega ratio Gain probability vs. loss probability	1.60	1.09	+0.51
Calmar ratio Return relative to maximum drawdown	6.23	0.41	+5.82
Martin ratio Return relative to average drawdown	14.15	0.95	+13.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STHH vs. XITK - Sharpe Ratio Comparison

The current STHH Sharpe Ratio is 4.20, which is higher than the XITK Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of STHH and XITK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STHH	XITK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.20	0.43	+3.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.44	0.51	+3.93

Drawdowns

STHH vs. XITK - Drawdown Comparison

The maximum STHH drawdown since its inception was -33.89%, 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.

Drawdown Indicators

	STHH	XITK	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-65.56%	+31.67%
Max Drawdown (1Y) Largest decline over 1 year	-33.89%	-28.03%	-5.86%
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 Drawdown Current decline from peak	0.00%	-22.29%	+22.29%
Average Drawdown Average peak-to-trough decline	-10.46%	-22.08%	+11.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.90%	11.96%	+2.94%

Volatility

STHH vs. XITK - Volatility Comparison

STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 20.33% compared to SPDR FactSet Innovative Technology ETF (XITK) at 8.59%. 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.

Volatility by Period

	STHH	XITK	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.33%	8.59%	+11.74%
Volatility (6M) Calculated over the trailing 6-month period	36.77%	21.87%	+14.90%
Volatility (1Y) Calculated over the trailing 1-year period	50.39%	26.50%	+23.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.44%	32.63%	+16.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.44%	29.57%	+19.87%

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 0.55%, while XITK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
STHH STMicroelectronics NV ADRhedged	0.55%	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

Can I hold both STHH and XITK in my portfolio?

STHH and XITK have a correlation of 0.47, 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 XITK?

STHH has higher volatility (20.33%) compared to XITK (8.59%). In terms of maximum drawdown, STHH dropped -33.89% vs XITK's -65.56%.

Which ETF is better, STHH or XITK?

On 1-year performance, STHH leads with 209.77% vs 11.38% for XITK. On fees, STHH is cheaper at 0.19% per year. On volatility, XITK has been the lower-risk option at 8.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STHH or XITK?

Over the 1-year period, STHH has performed better with a 209.77% return vs 11.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STHH or XITK?

STHH is cheaper with a 0.19% expense ratio, compared with 0.45% for XITK.

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

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

What is the main difference between STHH and 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.

Which has better risk-adjusted returns?

STHH currently has the higher Sharpe Ratio (4.20 vs 0.43), 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.