STHH vs. XLK
STHH (STMicroelectronics NV ADRhedged) and XLK (State Street Technology Select Sector SPDR ETF) are both Technology Equities funds - STHH tracks the STMicroelectronics NV Local Shares Total Return while XLK tracks the S&P Technology Select Sector Daily Capped 35/20 Index. Both are passively managed. Over the past year, STHH returned 158.32% vs 52.47% for XLK. A 0.64 correlation means they provide meaningful diversification when combined. STHH charges 0.19%/yr vs 0.08%/yr for XLK.
Performance
STHH vs. XLK - Performance Comparison
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Returns By Period
In the year-to-date period, STHH achieves a 187.72% return, which is significantly higher than XLK's 28.25% return.
STHH
- 1D
- -8.12%
- 1M
- 10.72%
- YTD
- 187.72%
- 6M
- 187.07%
- 1Y
- 158.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLK
- 1D
- -4.14%
- 1M
- 2.23%
- YTD
- 28.25%
- 6M
- 26.51%
- 1Y
- 52.47%
- 3Y*
- 30.61%
- 5Y*
- 21.34%
- 10Y*
- 25.48%
STHH vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STHH STMicroelectronics NV ADRhedged | 187.72% | 17.60% |
XLK State Street Technology Select Sector SPDR ETF | 28.25% | 50.28% |
Correlation
The correlation between STHH and XLK is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.64 |
The correlation between STHH and XLK has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.
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Return for Risk
STHH vs. XLK — Risk / Return Rank
STHH
XLK
STHH vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and State Street Technology Select Sector SPDR ETF (XLK). 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 | XLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.38 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 3.31 | +1.39 |
| Martin ratioReturn relative to average drawdown | 10.65 | 10.56 | +0.09 |
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Drawdowns
STHH vs. XLK - Drawdown Comparison
The maximum STHH drawdown since its inception was -33.89%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for STHH and XLK.
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Drawdown Indicators
| STHH | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -82.05% | +48.16% |
Max Drawdown (1Y)Largest decline over 1 year | -33.89% | -15.92% | -17.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.56% | — |
Current DrawdownCurrent decline from peak | -8.12% | -6.96% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -34.90% | +24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.93% | 4.98% | +9.95% |
Volatility
STHH vs. XLK - Volatility Comparison
STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 25.53% compared to State Street Technology Select Sector SPDR ETF (XLK) at 12.51%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHH | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.53% | 12.51% | +13.02% |
Volatility (6M)Calculated over the trailing 6-month period | 41.13% | 19.70% | +21.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.67% | 23.48% | +29.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.51% | 25.37% | +26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.51% | 24.71% | +26.80% |
STHH vs. XLK - Expense Ratio Comparison
STHH has a 0.19% expense ratio, which is higher than XLK's 0.08% 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. XLK - Dividend Comparison
STHH's dividend yield for the trailing twelve months is around 0.70%, more than XLK's 0.43% 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% |
XLK State Street Technology Select Sector SPDR ETF | 0.43% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Frequently Asked Questions
STHH and XLK have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (25.53%) compared to XLK (12.51%). In terms of maximum drawdown, STHH dropped -33.89% vs XLK's -82.05%.
On 1-year performance, STHH leads with 158.32% vs 52.47% for XLK. On fees, XLK is cheaper at 0.08% per year. On volatility, XLK has been the lower-risk option at 12.51%. 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 158.32% return vs 52.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLK is cheaper with a 0.08% expense ratio, compared with 0.19% for STHH.
STHH has the higher dividend yield at 0.70%, compared with 0.43% for XLK.
STHH tracks STMicroelectronics NV Local Shares Total Return, while XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index. They also come from different issuers: ADRhedged and State Street. Their fees differ too: 0.19% for STHH and 0.08% for XLK.
STHH currently has the higher Sharpe Ratio (3.02 vs 2.25), 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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