XAIX vs. STHH

Last updated Jun 23, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds - XAIX tracks the Nasdaq Global Artificial Intelligence and Big Data Index while STHH tracks the STMicroelectronics NV Local Shares Total Return. Both are passively managed. Over the past year, XAIX returned 62.69% vs 184.35% for STHH. A 0.61 correlation means they provide meaningful diversification when combined. XAIX charges 0.35%/yr vs 0.19%/yr for STHH.

Performance

XAIX vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XAIX achieves a 37.44% return, which is significantly lower than STHH's 213.13% return.

XAIX

• 1D: 0.41%
• 1M: 9.09%
• YTD: 37.44%
• 6M: 37.80%
• 1Y: 62.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

STHH

• 1D: 1.78%
• 1M: 20.50%
• YTD: 213.13%
• 6M: 213.15%
• 1Y: 184.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XAIX vs. STHH - Yearly Performance Comparison

	2026 (YTD)	2025
XAIX Xtrackers Artificial Intelligence and Big Data ETF	37.44%	45.70%
STHH STMicroelectronics NV ADRhedged	213.13%	17.60%

Correlation

The correlation between XAIX 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 23, 2025	0.61

The correlation between XAIX and STHH has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

Return for Risk

XAIX vs. STHH — Risk / Return Rank

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

XAIX

XAIX Risk / Return Rank: 82
XAIX Sharpe Ratio Rank: 86
XAIX Sortino Ratio Rank: 78
XAIX Omega Ratio Rank: 81
XAIX Calmar Ratio Rank: 85
XAIX Martin Ratio Rank: 80

STHH

STHH Risk / Return Rank: 86
STHH Sharpe Ratio Rank: 95
STHH Sortino Ratio Rank: 87
STHH Omega Ratio Rank: 88
STHH Calmar Ratio Rank: 91
STHH Martin Ratio Rank: 69

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.

XAIX vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) 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.

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.

	XAIX	STHH	Difference
Sharpe ratio: Return per unit of total volatility	2.68	3.57	-0.89
Sortino ratio: Return per unit of downside risk	3.32	3.73	-0.41
Omega ratio: Gain probability vs. loss probability	1.46	1.53	-0.07
Calmar ratio: Return relative to maximum drawdown	4.50	5.48	-0.98
Martin ratio: Return relative to average drawdown	15.22	12.41	+2.81

XAIX vs. STHH - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.68, which is comparable to the STHH Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of XAIX and STHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XAIX vs. STHH - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for XAIX and STHH.

Drawdown Indicators

	XAIX	STHH	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-33.89%	+9.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-33.89%	+19.88%
Current Drawdown Current decline from peak	-3.23%	0.00%	-3.23%
Average Drawdown Average peak-to-trough decline	-3.58%	-10.18%	+6.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	14.92%	-10.79%

Volatility

XAIX vs. STHH - Volatility Comparison

The current volatility for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) is 13.24%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 23.70%. This indicates that XAIX 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.

Volatility by Period

	XAIX	STHH	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.24%	23.70%	-10.46%
Volatility (6M) Calculated over the trailing 6-month period	20.53%	40.05%	-19.52%
Volatility (1Y) Calculated over the trailing 1-year period	23.53%	52.07%	-28.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.45%	50.97%	-26.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.45%	50.97%	-26.52%

XAIX vs. STHH - Expense Ratio Comparison

XAIX has a 0.35% expense ratio, which is higher than STHH's 0.19% expense ratio.

Dividends

XAIX vs. STHH - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.37%, less than STHH's 0.64% yield.

Position	TTM	2025	2024
STHH STMicroelectronics NV ADRhedged	0.64%	0.69%	0.00%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.37%	0.54%	0.08%

Frequently Asked Questions

Can I hold both XAIX and STHH in my portfolio?

XAIX 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.

Which is riskier, XAIX or STHH?

STHH has higher volatility (23.70%) compared to XAIX (13.24%). In terms of maximum drawdown, XAIX dropped -23.95% vs STHH's -33.89%.

Which ETF is better, XAIX or STHH?

On 1-year performance, STHH leads with 184.35% vs 62.69% for XAIX. On fees, STHH is cheaper at 0.19% per year. On volatility, XAIX has been the lower-risk option at 13.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XAIX or STHH?

Over the 1-year period, STHH has performed better with a 184.35% return vs 62.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XAIX or STHH?

STHH is cheaper with a 0.19% expense ratio, compared with 0.35% for XAIX.

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

STHH has the higher dividend yield at 0.64%, compared with 0.37% for XAIX.

What is the main difference between XAIX and STHH?

XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index, while STHH tracks STMicroelectronics NV Local Shares Total Return. They also come from different issuers: Xtrackers and ADRhedged. Their fees differ too: 0.35% for XAIX and 0.19% for STHH.

Which has better risk-adjusted returns?

STHH currently has the higher Sharpe Ratio (3.57 vs 2.68), 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.