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Xtrackers Semiconductor Select Equity ETF (CHPS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS23306X8864
IssuerXtrackers
Inception DateJul 12, 2023
CategoryTechnology Equities
Leveraged1x
Index TrackedSolactive Semiconductor ESG Screened Index - Benchmark TR Gross
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

CHPS has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for CHPS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: CHPS vs. SMH, CHPS vs. MAGS, CHPS vs. SOXX, CHPS vs. SOXQ, CHPS vs. HXQ.TO, CHPS vs. FSPTX, CHPS vs. QQQ, CHPS vs. VFV.TO, CHPS vs. IGM, CHPS vs. XUS-U.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers Semiconductor Select Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.58%
10.27%
CHPS (Xtrackers Semiconductor Select Equity ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers Semiconductor Select Equity ETF had a return of 10.86% year-to-date (YTD) and 33.68% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.86%19.77%
1 month-4.23%-0.67%
6 months-2.58%10.27%
1 year33.68%31.07%
5 years (annualized)N/A13.22%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of CHPS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.16%11.03%4.05%-5.98%9.93%4.88%-5.28%-2.62%-0.87%-4.96%10.86%
20231.44%-5.12%-6.60%-5.22%17.33%10.92%10.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHPS is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CHPS is 3232
Combined Rank
The Sharpe Ratio Rank of CHPS is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of CHPS is 2828Sortino Ratio Rank
The Omega Ratio Rank of CHPS is 3030Omega Ratio Rank
The Calmar Ratio Rank of CHPS is 5151Calmar Ratio Rank
The Martin Ratio Rank of CHPS is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CHPS
Sharpe ratio
The chart of Sharpe ratio for CHPS, currently valued at 1.18, compared to the broader market0.002.004.006.001.18
Sortino ratio
The chart of Sortino ratio for CHPS, currently valued at 1.68, compared to the broader market0.005.0010.001.68
Omega ratio
The chart of Omega ratio for CHPS, currently valued at 1.22, compared to the broader market1.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for CHPS, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.001.54
Martin ratio
The chart of Martin ratio for CHPS, currently valued at 3.79, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Xtrackers Semiconductor Select Equity ETF Sharpe ratio is 1.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers Semiconductor Select Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03
1.18
2.67
CHPS (Xtrackers Semiconductor Select Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Semiconductor Select Equity ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.36%$0.00$0.02$0.04$0.06$0.08$0.102023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.31$0.10

Dividend yield

0.99%0.36%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Semiconductor Select Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.23
2023$0.02$0.00$0.00$0.08$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.96%
-2.59%
CHPS (Xtrackers Semiconductor Select Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Semiconductor Select Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers Semiconductor Select Equity ETF was 23.80%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current Xtrackers Semiconductor Select Equity ETF drawdown is 17.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.8%Jul 11, 202420Aug 7, 2024
-16.71%Aug 2, 202363Oct 30, 202329Dec 11, 202392
-14.37%Mar 8, 202430Apr 19, 202423May 22, 202453
-7.01%Dec 28, 20235Jan 4, 202410Jan 19, 202415
-5.08%Jun 20, 20243Jun 24, 20249Jul 8, 202412

Volatility

Volatility Chart

The current Xtrackers Semiconductor Select Equity ETF volatility is 7.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.73%
3.11%
CHPS (Xtrackers Semiconductor Select Equity ETF)
Benchmark (^GSPC)