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BASE.TO vs. XCHP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASE.TO vs. XCHP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) and iShares Semiconductor Index ETF (XCHP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BASE.TO achieves a 20.51% return, which is significantly lower than XCHP.TO's 107.37% return.


BASE.TO

1D
-2.79%
1M
-3.61%
YTD
20.51%
6M
17.54%
1Y
47.44%
3Y*
15.57%
5Y*
8.84%
10Y*

XCHP.TO

1D
-7.52%
1M
15.53%
YTD
107.37%
6M
104.94%
1Y
174.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASE.TO vs. XCHP.TO - Yearly Performance Comparison


2026 (YTD)202520242023
BASE.TO
Evolve Global Materials & Mining Enhanced Yield Index ETF
20.51%30.33%-13.56%11.49%
XCHP.TO
iShares Semiconductor Index ETF
107.37%32.93%21.39%15.07%

Correlation

The correlation between BASE.TO and XCHP.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.38

The correlation between BASE.TO and XCHP.TO shifts across timeframes, from 0.38 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BASE.TO vs. XCHP.TO — Risk / Return Rank

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

BASE.TO
BASE.TO Risk / Return Rank: 6666
Overall Rank
BASE.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BASE.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
BASE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
BASE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BASE.TO Martin Ratio Rank: 7272
Martin Ratio Rank

XCHP.TO
XCHP.TO Risk / Return Rank: 9696
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCHP.TO Martin Ratio Rank: 9797
Martin Ratio Rank
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.

BASE.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) and iShares Semiconductor Index ETF (XCHP.TO). 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.


BASE.TOXCHP.TODifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.34

1.62

-0.28

Calmar ratioReturn relative to maximum drawdown

3.04

12.37

-9.33

Martin ratioReturn relative to average drawdown

12.44

42.02

-29.58

BASE.TO vs. XCHP.TO - Sharpe Ratio Comparison

The current BASE.TO Sharpe Ratio is 2.04, which is lower than the XCHP.TO Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of BASE.TO and XCHP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BASE.TO vs. XCHP.TO - Drawdown Comparison

The maximum BASE.TO drawdown since its inception was -33.43%, smaller than the maximum XCHP.TO drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for BASE.TO and XCHP.TO.


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Drawdown Indicators


BASE.TOXCHP.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-39.06%

+5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-14.22%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

Current Drawdown

Current decline from peak

-8.03%

-7.52%

-0.51%

Average Drawdown

Average peak-to-trough decline

-9.26%

-8.18%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

4.18%

-0.36%

Volatility

BASE.TO vs. XCHP.TO - Volatility Comparison

The current volatility for Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) is 7.88%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 19.98%. This indicates that BASE.TO experiences smaller price fluctuations and is considered to be less risky than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BASE.TOXCHP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

19.98%

-12.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.86%

31.53%

-12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.41%

38.04%

-14.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

38.01%

-14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

38.01%

-11.61%

BASE.TO vs. XCHP.TO - Expense Ratio Comparison

BASE.TO has a 0.00% expense ratio, which is lower than XCHP.TO's 0.39% expense ratio.


Dividends

BASE.TO vs. XCHP.TO - Dividend Comparison

BASE.TO's dividend yield for the trailing twelve months is around 8.45%, while XCHP.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BASE.TO
Evolve Global Materials & Mining Enhanced Yield Index ETF
8.45%9.55%11.20%8.80%8.96%5.95%4.67%2.88%
XCHP.TO
iShares Semiconductor Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BASE.TO and XCHP.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BASE.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BASE.TO is cheaper with a 0.00% expense ratio, compared with 0.39% for XCHP.TO.

BASE.TO is categorized as Materials, while XCHP.TO is Semiconductors. BASE.TO tracks Solactive Materials & Mining, while XCHP.TO tracks NYSE Semiconductor Index. They also come from different issuers: Evolve and iShares. Their fees differ too: 0.00% for BASE.TO and 0.39% for XCHP.TO.

Portfolio Optimizer

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