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CHIQ vs. CAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHIQ vs. CAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and Simplify China A Shares PLUS Income ETF (CAS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CHIQ

1D
-1.30%
1M
-10.24%
YTD
-21.70%
6M
-23.30%
1Y
-17.82%
3Y*
-0.10%
5Y*
-12.20%
10Y*
6.22%

CAS

1D
-1.70%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHIQ vs. CAS - Yearly Performance Comparison


Correlation

The correlation between CHIQ and CAS is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 4, 2026

-0.21

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Return for Risk

CHIQ vs. CAS — Risk / Return Rank

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

CHIQ
CHIQ Risk / Return Rank: 33
Overall Rank
CHIQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 33
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 33
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 44
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 22
Martin Ratio Rank

CAS

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.

CHIQ vs. CAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and Simplify China A Shares PLUS Income ETF (CAS). 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.


CHIQCASDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.56

Martin ratioReturn relative to average drawdown

-1.32

CHIQ vs. CAS - Sharpe Ratio Comparison


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Drawdowns

CHIQ vs. CAS - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, which is greater than CAS's maximum drawdown of -5.11%. Use the drawdown chart below to compare losses from any high point for CHIQ and CAS.


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Drawdown Indicators


CHIQCASDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-5.11%

-61.93%

Max Drawdown (1Y)

Largest decline over 1 year

-31.72%

Max Drawdown (3Y)

Largest decline over 3 years

-31.72%

Max Drawdown (5Y)

Largest decline over 5 years

-59.95%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

Current Drawdown

Current decline from peak

-58.92%

-5.11%

-53.81%

Average Drawdown

Average peak-to-trough decline

-30.68%

-3.16%

-27.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

Volatility

CHIQ vs. CAS - Volatility Comparison


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Volatility by Period


CHIQCASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

13.51%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.74%

13.51%

+24.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

13.51%

+18.95%

CHIQ vs. CAS - Expense Ratio Comparison

CHIQ has a 0.65% expense ratio, which is lower than CAS's 0.88% expense ratio.


Dividends

CHIQ vs. CAS - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 1.89%, while CAS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CAS
Simplify China A Shares PLUS Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.89%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%

Frequently Asked Questions


CHIQ and CAS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHIQ is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHIQ is cheaper with a 0.65% expense ratio, compared with 0.88% for CAS.

CHIQ has the higher dividend yield at 1.89%, compared with 0.00% for CAS.

They also come from different issuers: Global X and Simplify. Their fees differ too: 0.65% for CHIQ and 0.88% for CAS.

Portfolio Optimizer

Find the right allocation for CHIQ and CAS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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