AIS vs. CHPS

Last updated Aug 2, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and CHPS (Xtrackers Semiconductor Select Equity ETF) are both exchange-traded funds - AIS is a Artificial Intelligence fund actively managed by VistaShares, while CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. AIS is actively managed, while CHPS is passively managed. Over the past year, AIS returned 119.85% vs 137.92% for CHPS. Their correlation of 0.92 means they have usually moved in the same direction. AIS charges 0.75%/yr vs 0.15%/yr for CHPS.

Performance

AIS vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AIS having a 68.71% return and CHPS slightly lower at 68.49%.

AIS

• 1D: 0.47%
• 1M: -14.16%
• 6M: 49.61%
• YTD: 68.71%
• 1Y: 119.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 75.75%

CHPS

• 1D: 0.66%
• 1M: -13.02%
• 6M: 42.22%
• YTD: 68.49%
• 1Y: 137.92%
• 3Y*: 46.45%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 46.27%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIS VistaShares Artificial Intelligence Supercycle ETF	$37.93M	$45.10M	$51.04M
CHPS Xtrackers Semiconductor Select Equity ETF	$2.30M	$2.47M	$3.85M

AIS vs. CHPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	68.71%	58.35%	-4.74%
CHPS Xtrackers Semiconductor Select Equity ETF	68.49%	58.47%	-2.44%

Correlation

The correlation between AIS and CHPS is 0.95, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.92

The correlation between AIS and CHPS has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

AIS vs. CHPS - Sectors Allocation Comparison

Sectors	AIS	CHPS
Technology	87.2%	99.6%
Industrials	6.8%	0.4%
Utilities	2.9%	-
Consumer Defensive	0.3%	0.0%
Basic Materials	-	-
Communication Services	-	0.0%
Consumer Cyclical	-	0.0%
Energy	-	0.6%
Healthcare	-	-
Real Estate	-	-
Financial Services	-0.0%	0.2%

Return for Risk

AIS vs. CHPS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIS

AIS Risk / Return Rank: 87
AIS Sharpe Ratio Rank: 92
AIS Sortino Ratio Rank: 83
AIS Omega Ratio Rank: 85
AIS Calmar Ratio Rank: 86
AIS Martin Ratio Rank: 89

CHPS

CHPS Risk / Return Rank: 92
CHPS Sharpe Ratio Rank: 96
CHPS Sortino Ratio Rank: 90
CHPS Omega Ratio Rank: 90
CHPS Calmar Ratio Rank: 92
CHPS Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIS vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.

	AIS	CHPS	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.97	-0.56
Sortino ratio: Return per unit of downside risk	2.72	3.17	-0.46
Omega ratio: Gain probability vs. loss probability	1.37	1.42	-0.05
Calmar ratio: Return relative to maximum drawdown	3.35	4.14	-0.78
Martin ratio: Return relative to average drawdown	13.91	17.64	-3.73

AIS vs. CHPS - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 2.42, which is comparable to the CHPS Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of AIS and CHPS, 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

AIS vs. CHPS - Drawdown Comparison

The maximum AIS drawdown since its inception was -34.44%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for AIS and CHPS.

Drawdown Indicators

	AIS	CHPS	Difference
Max Drawdown Largest peak-to-trough decline	-34.44%	-39.44%	+5.00%
Max Drawdown (1Y) Largest decline over 1 year	-34.44%	-32.74%	-1.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-39.44%	—
Current Drawdown Current decline from peak	-27.93%	-26.00%	-1.93%
Average Drawdown Average peak-to-trough decline	-6.30%	-9.36%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.28%	7.66%	+0.62%

Volatility

AIS vs. CHPS - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 21.48% compared to Xtrackers Semiconductor Select Equity ETF (CHPS) at 19.82%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	CHPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.48%	19.82%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	43.19%	40.35%	+2.84%
Volatility (1Y) Calculated over the trailing 1-year period	47.78%	45.70%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.01%	37.29%	+6.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.01%	37.29%	+6.72%

AIS vs. CHPS - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than CHPS's 0.15% expense ratio.

Dividends

AIS vs. CHPS - Dividend Comparison

AIS has not paid dividends to shareholders, while CHPS's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024	2023
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%
CHPS Xtrackers Semiconductor Select Equity ETF	0.39%	0.68%	1.75%	0.36%

Frequently Asked Questions

Can I hold both AIS and CHPS in my portfolio?

With a correlation of 0.95, AIS and CHPS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AIS or CHPS?

AIS has higher volatility (21.48%) compared to CHPS (19.82%). In terms of maximum drawdown, AIS dropped -34.44% vs CHPS's -39.44%.

Which ETF is better, AIS or CHPS?

On 1-year performance, CHPS leads with 137.92% vs 119.85% for AIS. On fees, CHPS is cheaper at 0.15% per year. On volatility, CHPS has been the lower-risk option at 19.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or CHPS?

Over the 1-year period, CHPS has performed better with a 137.92% return vs 119.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or CHPS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, AIS or CHPS?

CHPS has the higher dividend yield at 0.39%, compared with 0.00% for AIS.

What is the main difference between AIS and CHPS?

AIS is categorized as Artificial Intelligence, while CHPS is Semiconductors. They also come from different issuers: VistaShares and Xtrackers. Their fees differ too: 0.75% for AIS and 0.15% for CHPS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (2.97 vs 2.42), 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.