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CHIQ vs. ONLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CHIQ vs. ONLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CHIQ
Global X MSCI China Consumer Discretionary ETF
-6.89%13.69%10.74%-10.70%-22.01%-27.07%92.61%44.19%-23.62%
ONLN
ProShares Online Retail ETF
-9.86%33.03%24.85%27.37%-50.07%-25.22%111.82%19.93%-24.73%

Returns By Period

In the year-to-date period, CHIQ achieves a -6.89% return, which is significantly higher than ONLN's -9.86% return.


CHIQ

1D
-0.40%
1M
-2.46%
YTD
-6.89%
6M
-18.00%
1Y
-10.38%
3Y*
1.51%
5Y*
-9.12%
10Y*
7.25%

ONLN

1D
0.23%
1M
-3.23%
YTD
-9.86%
6M
-12.20%
1Y
22.78%
3Y*
19.45%
5Y*
-7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHIQ vs. ONLN - Expense Ratio Comparison

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


Return for Risk

CHIQ vs. ONLN — Risk / Return Rank

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

CHIQ
CHIQ Risk / Return Rank: 55
Overall Rank
CHIQ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 55
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 55
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 55
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 44
Martin Ratio Rank

ONLN
ONLN Risk / Return Rank: 4040
Overall Rank
ONLN Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ONLN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ONLN Omega Ratio Rank: 3939
Omega Ratio Rank
ONLN Calmar Ratio Rank: 4343
Calmar Ratio Rank
ONLN Martin Ratio Rank: 3434
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.

CHIQ vs. ONLN - Risk-Adjusted Trends 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.


CHIQONLNDifference

Sharpe ratio

Return per unit of total volatility

-0.38

0.81

-1.19

Sortino ratio

Return per unit of downside risk

-0.36

1.25

-1.62

Omega ratio

Gain probability vs. loss probability

0.95

1.16

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.47

1.18

-1.66

Martin ratio

Return relative to average drawdown

-1.04

3.24

-4.27

CHIQ vs. ONLN - Sharpe Ratio Comparison

The current CHIQ Sharpe Ratio is -0.38, which is lower than the ONLN Sharpe Ratio of 0.81. 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.


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Sharpe Ratios by Period


CHIQONLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.81

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.23

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.13

-0.04

Correlation

The correlation between CHIQ and ONLN is 0.64, 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.


Dividends

CHIQ vs. ONLN - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 1.59%, more than ONLN's 0.36% yield.


TTM20252024202320222021202020192018201720162015
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.59%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%
ONLN
ProShares Online Retail ETF
0.36%0.30%0.75%0.00%0.00%0.00%1.24%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.


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Drawdown Indicators


CHIQONLNDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-71.77%

+4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-19.75%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-59.95%

-69.19%

+9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

Current Drawdown

Current decline from peak

-51.15%

-41.64%

-9.51%

Average Drawdown

Average peak-to-trough decline

-30.39%

-35.41%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.66%

7.23%

+2.43%

Volatility

CHIQ vs. ONLN - Volatility Comparison

The current volatility for Global X MSCI China Consumer Discretionary ETF (CHIQ) is 7.35%, while ProShares Online Retail ETF (ONLN) has a volatility of 9.17%. This indicates that CHIQ experiences smaller price fluctuations and is considered to be less risky than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHIQONLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

9.17%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.54%

18.48%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.25%

28.35%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.79%

33.09%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

32.26%

+0.14%