CHIQ vs. ONLN
Compare and contrast key facts about Global X MSCI China Consumer Discretionary ETF (CHIQ) and ProShares Online Retail ETF (ONLN).
CHIQ and ONLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHIQ is a passively managed fund by Global X that tracks the performance of the MSCI China Consumer Discretionary 10/50 Index. It was launched on Nov 30, 2009. ONLN is a passively managed fund by ProShares that tracks the performance of the ProShares Online Retail Index. It was launched on Jul 13, 2018. Both CHIQ and ONLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CHIQ vs. ONLN - Performance Comparison
Loading graphics...
CHIQ vs. ONLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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*
- —
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.
Return for Risk
CHIQ vs. ONLN — Risk / Return Rank
CHIQ
ONLN
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.
| CHIQ | ONLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | 0.81 | -1.19 |
Sortino ratioReturn per unit of downside risk | -0.36 | 1.25 | -1.62 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.16 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.18 | -1.66 |
Martin ratioReturn relative to average drawdown | -1.04 | 3.24 | -4.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CHIQ | ONLN | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| CHIQ | ONLN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -51.15% | -41.64% | -9.51% |
Average DrawdownAverage peak-to-trough decline | -30.39% | -35.41% | +5.02% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| CHIQ | ONLN | Difference | |
|---|---|---|---|
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% |