VGT vs. STHH
VGT (Vanguard Information Technology ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds - VGT tracks the MSCI USA IMI Information Technology 25/50 Index while STHH tracks the STMicroelectronics NV Local Shares Total Return. Both are passively managed. Over the past year, VGT returned 49.26% vs 153.44% for STHH. A 0.62 correlation means they provide meaningful diversification when combined. VGT charges 0.09%/yr vs 0.19%/yr for STHH.
Performance
VGT vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 22.48% return, which is significantly lower than STHH's 177.56% return.
VGT
- 1D
- -6.14%
- 1M
- 5.22%
- YTD
- 22.48%
- 6M
- 20.33%
- 1Y
- 49.26%
- 3Y*
- 30.47%
- 5Y*
- 20.48%
- 10Y*
- 24.81%
STHH
- 1D
- -8.53%
- 1M
- 24.51%
- YTD
- 177.56%
- 6M
- 175.07%
- 1Y
- 153.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGT vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGT Vanguard Information Technology ETF | 22.48% | 45.74% |
STHH STMicroelectronics NV ADRhedged | 177.56% | 16.74% |
Correlation
The correlation between VGT and STHH is 0.60, 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 | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025 | 0.62 |
The correlation between VGT and STHH has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.
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Return for Risk
VGT vs. STHH — Risk / Return Rank
VGT
STHH
VGT vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and STMicroelectronics NV ADRhedged (STHH). 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.
| VGT | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.48 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.56 | -1.54 |
| Martin ratioReturn relative to average drawdown | 9.59 | 10.33 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGT | STHH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 3.07 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 3.74 | -3.08 |
Drawdowns
VGT vs. STHH - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for VGT and STHH.
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Drawdown Indicators
| VGT | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -33.89% | -20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -33.89% | +17.49% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | — | — |
Current DrawdownCurrent decline from peak | -8.34% | -10.34% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -10.43% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 14.91% | -9.76% |
Volatility
VGT vs. STHH - Volatility Comparison
The current volatility for Vanguard Information Technology ETF (VGT) is 9.29%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 23.06%. This indicates that VGT experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGT | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 23.06% | -13.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 37.71% | -20.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 50.26% | -28.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.31% | 50.05% | -24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.68% | 50.05% | -25.37% |
VGT vs. STHH - Expense Ratio Comparison
VGT has a 0.09% expense ratio, which is lower than STHH's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGT vs. STHH - Dividend Comparison
VGT's dividend yield for the trailing twelve months is around 0.33%, less than STHH's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STHH STMicroelectronics NV ADRhedged | 0.61% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
VGT and STHH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (23.06%) compared to VGT (9.29%). In terms of maximum drawdown, VGT dropped -54.63% vs STHH's -33.89%.
On 1-year performance, STHH leads with 153.44% vs 49.26% for VGT. On fees, VGT is cheaper at 0.09% per year. On volatility, VGT has been the lower-risk option at 9.29%. 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 153.44% return vs 49.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGT is cheaper with a 0.09% expense ratio, compared with 0.19% for STHH.
STHH has the higher dividend yield at 0.61%, compared with 0.33% for VGT.
VGT tracks MSCI USA IMI Information Technology 25/50 Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Vanguard and ADRhedged. Their fees differ too: 0.09% for VGT and 0.19% for STHH.
STHH currently has the higher Sharpe Ratio (3.07 vs 2.30), 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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