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WFH vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFH vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Work From Home ETF (WFH) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFH vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
WFH
Direxion Work From Home ETF
0.00%33.09%
STHH
STMicroelectronics NV ADRhedged
209.56%16.74%

Correlation

The correlation between WFH and STHH is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.28

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Return for Risk

WFH vs. STHH — Risk / Return Rank

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

WFH

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
Martin Ratio Rank
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.

WFH vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Work From Home ETF (WFH) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WFH vs. STHH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WFHSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.20

Sharpe Ratio (All Time)

Calculated using the full available price history

4.44

Drawdowns

WFH vs. STHH - Drawdown Comparison


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Drawdown Indicators


WFHSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

Max Drawdown (1Y)

Largest decline over 1 year

-33.89%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.90%

Volatility

WFH vs. STHH - Volatility Comparison


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Volatility by Period


WFHSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.33%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

Volatility (1Y)

Calculated over the trailing 1-year period

50.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.44%

WFH vs. STHH - Expense Ratio Comparison

WFH has a 0.45% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

WFH vs. STHH - Dividend Comparison

WFH's dividend yield for the trailing twelve months is around 0.91%, more than STHH's 0.55% yield.


PositionTTM202520242023202220212020
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%0.00%0.00%0.00%
WFH
Direxion Work From Home ETF
0.91%0.94%0.50%0.67%0.42%0.79%0.86%

Frequently Asked Questions


WFH and STHH have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STHH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

WFH has the higher dividend yield at 0.91%, compared with 0.55% for STHH.

WFH tracks Solactive Remote Work Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Direxion and ADRhedged. Their fees differ too: 0.45% for WFH and 0.19% for STHH.

Portfolio Optimizer

Find the right allocation for WFH and STHH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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