As others have noted, you lose the 15% tax withholding on dividends because you can't claim a foreign tax credit on tax-deferred investments. I consequently began shifting my STO holdings to a taxable account, but still maintain some IRA holding because of the long term security of the investment. The lost tax can be seen as the cost of "portfolio insurance". STO is an excellent long term holding for income and asset protection in my opinion.
Why give 15% up, take a look at oil rig owners SDRL. Slightly more risk, higher yield & no WH tax. Its been trading sideways like STO. Been in my IRA since 1/2011 after a mention by the Friday Market Monitor guest on the PBS nightly business report show.