First, shortwave radios are limited by antenna issues. The lower the frequency band and the longer the antenna, the better. For example, if you have a 5RH shortwave radio and use it on the 14MHz band, your antenna would theoretically need to be at least 5 meters long. While you can shorten it, doing so will reduce efficiency, requiring more power. This leads to another problem: higher power means needing a larger amplifier module and a larger heat sink. This makes the radio itself much larger. Therefore, you end up having to give up on shortening the antenna and use a standard or shortened antenna instead. In this case, the purpose of the radio becomes less important. Currently, most shortwave radios are used around 29MHz. Of course, there are also QRP radios like "Pocket Sprite," but these are designed for QRP operation, not handheld radios. You can still use them as handhelds, and there are related DIY modules available.