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CHIS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHIS and SPY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

CHIS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Staples ETF (CHIS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
12.04%
134.44%
CHIS
SPY

Key characteristics

Returns By Period


CHIS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-4.42%

1M

-0.45%

6M

-1.16%

1Y

13.04%

5Y*

16.32%

10Y*

12.16%

*Annualized

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CHIS vs. SPY - Expense Ratio Comparison

CHIS has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for CHIS: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHIS: 0.65%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

CHIS vs. SPY — Risk-Adjusted Performance Rank

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

CHIS

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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.

CHIS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Staples ETF (CHIS) and SPDR S&P 500 ETF (SPY). 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.


The chart of Calmar ratio for CHIS, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.00
CHIS: 0.00
SPY: 0.58


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-1.00
0.54
CHIS
SPY

Dividends

CHIS vs. SPY - Dividend Comparison

CHIS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
CHIS
Global X MSCI China Consumer Staples ETF
0.00%100.63%3.15%0.44%1.12%0.80%1.05%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CHIS vs. SPY - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-59.34%
-8.61%
CHIS
SPY

Volatility

CHIS vs. SPY - Volatility Comparison

The current volatility for Global X MSCI China Consumer Staples ETF (CHIS) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.00%. This indicates that CHIS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay0
15.00%
CHIS
SPY