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CHAT vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHAT vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Generative AI & Technology ETF (CHAT) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHAT achieves a 63.45% return, which is significantly higher than GXPT's 16.86% return.


CHAT

1D
-7.40%
1M
7.27%
YTD
63.45%
6M
62.78%
1Y
115.67%
3Y*
51.32%
5Y*
10Y*

GXPT

1D
-3.44%
1M
-0.96%
YTD
16.86%
6M
15.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHAT vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between CHAT and GXPT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.83

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Return for Risk

CHAT vs. GXPT — Risk / Return Rank

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

CHAT
CHAT Risk / Return Rank: 8989
Overall Rank
CHAT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 8484
Sortino Ratio Rank
CHAT Omega Ratio Rank: 8585
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9595
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9090
Martin Ratio Rank

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CHAT vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


CHATGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

7.14

Martin ratioReturn relative to average drawdown

19.81

CHAT vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

CHAT vs. GXPT - Drawdown Comparison

The maximum CHAT drawdown since its inception was -31.34%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for CHAT and GXPT.


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Drawdown Indicators


CHATGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-18.74%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

Current Drawdown

Current decline from peak

-7.40%

-8.72%

+1.32%

Average Drawdown

Average peak-to-trough decline

-5.38%

-5.04%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

Volatility

CHAT vs. GXPT - Volatility Comparison


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Volatility by Period


CHATGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.60%

Volatility (1Y)

Calculated over the trailing 1-year period

34.87%

22.91%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.22%

22.91%

+8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.22%

22.91%

+8.31%

CHAT vs. GXPT - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

CHAT vs. GXPT - Dividend Comparison

CHAT's dividend yield for the trailing twelve months is around 1.74%, more than GXPT's 0.12% yield.


Frequently Asked Questions


CHAT and GXPT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for CHAT.

CHAT has the higher dividend yield at 1.74%, compared with 0.12% for GXPT.

They also come from different issuers: Roundhill and Global X. Their fees differ too: 0.75% for CHAT and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for CHAT and GXPT

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