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CHIQ vs. ONLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHIQ and ONLN is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

CHIQ vs. ONLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and ProShares Online Retail ETF (ONLN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
10.77%
7.87%
CHIQ
ONLN

Key characteristics

Sharpe Ratio

CHIQ:

0.35

ONLN:

1.39

Sortino Ratio

CHIQ:

0.79

ONLN:

1.99

Omega Ratio

CHIQ:

1.10

ONLN:

1.24

Calmar Ratio

CHIQ:

0.20

ONLN:

0.47

Martin Ratio

CHIQ:

0.95

ONLN:

8.01

Ulcer Index

CHIQ:

13.56%

ONLN:

3.79%

Daily Std Dev

CHIQ:

37.06%

ONLN:

21.90%

Max Drawdown

CHIQ:

-67.04%

ONLN:

-71.77%

Current Drawdown

CHIQ:

-55.26%

ONLN:

-51.21%

Returns By Period

In the year-to-date period, CHIQ achieves a -3.06% return, which is significantly lower than ONLN's 0.24% return.


CHIQ

YTD

-3.06%

1M

-6.46%

6M

9.42%

1Y

13.42%

5Y*

-0.55%

10Y*

5.65%

ONLN

YTD

0.24%

1M

-5.09%

6M

5.30%

1Y

32.26%

5Y*

3.38%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


CHIQ vs. ONLN - Expense Ratio Comparison

CHIQ has a 0.65% expense ratio, which is higher than ONLN's 0.58% expense ratio.


CHIQ
Global X MSCI China Consumer Discretionary ETF
Expense ratio chart for CHIQ: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for ONLN: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

CHIQ vs. ONLN — Risk-Adjusted Performance Rank

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

CHIQ
The Risk-Adjusted Performance Rank of CHIQ is 2525
Overall Rank
The Sharpe Ratio Rank of CHIQ is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CHIQ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CHIQ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CHIQ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of CHIQ is 2121
Martin Ratio Rank

ONLN
The Risk-Adjusted Performance Rank of ONLN is 5959
Overall Rank
The Sharpe Ratio Rank of ONLN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ONLN is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ONLN is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ONLN is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ONLN is 7171
Martin 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.

CHIQ vs. ONLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and ProShares Online Retail ETF (ONLN). 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.


Sharpe ratio
The chart of Sharpe ratio for CHIQ, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.005.000.351.39
The chart of Sortino ratio for CHIQ, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.791.99
The chart of Omega ratio for CHIQ, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.24
The chart of Calmar ratio for CHIQ, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.200.47
The chart of Martin ratio for CHIQ, currently valued at 0.95, compared to the broader market0.0020.0040.0060.0080.00100.000.958.01
CHIQ
ONLN

The current CHIQ Sharpe Ratio is 0.35, which is lower than the ONLN Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CHIQ and ONLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.35
1.39
CHIQ
ONLN

Dividends

CHIQ vs. ONLN - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 2.74%, more than ONLN's 0.75% yield.


TTM20242023202220212020201920182017201620152014
CHIQ
Global X MSCI China Consumer Discretionary ETF
2.74%2.66%2.26%0.38%0.00%0.11%1.04%2.71%0.62%1.51%4.86%2.08%
ONLN
ProShares Online Retail ETF
0.75%0.75%0.00%0.00%0.00%1.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHIQ vs. ONLN - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, smaller than the maximum ONLN drawdown of -71.77%. Use the drawdown chart below to compare losses from any high point for CHIQ and ONLN. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-55.26%
-51.21%
CHIQ
ONLN

Volatility

CHIQ vs. ONLN - Volatility Comparison

Global X MSCI China Consumer Discretionary ETF (CHIQ) has a higher volatility of 7.02% compared to ProShares Online Retail ETF (ONLN) at 5.70%. This indicates that CHIQ's price experiences larger fluctuations and is considered to be riskier than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.02%
5.70%
CHIQ
ONLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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