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CHPS.TO vs. CHPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHPS.TO vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

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CHPS.TO vs. CHPS - Yearly Performance Comparison


2026 (YTD)202520242023
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
6.25%45.93%20.38%10.65%
CHPS
Xtrackers Semiconductor Select Equity ETF
13.72%51.20%17.00%12.01%
Different Trading Currencies

CHPS.TO is traded in CAD, while CHPS is traded in USD. To make them comparable, the CHPS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHPS.TO achieves a 6.25% return, which is significantly lower than CHPS's 13.72% return.


CHPS.TO

1D
5.64%
1M
-2.54%
YTD
6.25%
6M
12.90%
1Y
74.89%
3Y*
34.79%
5Y*
10Y*

CHPS

1D
5.72%
1M
-7.17%
YTD
13.72%
6M
33.01%
1Y
88.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPS.TO vs. CHPS - Expense Ratio Comparison

CHPS.TO has a 0.63% expense ratio, which is higher than CHPS's 0.15% expense ratio.


Return for Risk

CHPS.TO vs. CHPS — Risk / Return Rank

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

CHPS.TO
CHPS.TO Risk / Return Rank: 9393
Overall Rank
CHPS.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CHPS.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
CHPS.TO Omega Ratio Rank: 9090
Omega Ratio Rank
CHPS.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHPS.TO Martin Ratio Rank: 9595
Martin Ratio Rank

CHPS
CHPS Risk / Return Rank: 9696
Overall Rank
CHPS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9494
Omega Ratio Rank
CHPS Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPS Martin Ratio Rank: 9797
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.

CHPS.TO vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.


CHPS.TOCHPSDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.39

-0.41

Sortino ratio

Return per unit of downside risk

2.58

2.91

-0.33

Omega ratio

Gain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratio

Return relative to maximum drawdown

4.78

5.14

-0.37

Martin ratio

Return relative to average drawdown

15.10

17.13

-2.02

CHPS.TO vs. CHPS - Sharpe Ratio Comparison

The current CHPS.TO Sharpe Ratio is 1.98, which is comparable to the CHPS Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CHPS.TO and CHPS, 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


CHPS.TOCHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.39

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.10

-0.50

Correlation

The correlation between CHPS.TO and CHPS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CHPS.TO vs. CHPS - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, less than CHPS's 0.60% yield.


TTM20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%
CHPS
Xtrackers Semiconductor Select Equity ETF
0.60%0.68%1.75%0.36%0.00%0.00%

Drawdowns

CHPS.TO vs. CHPS - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, which is greater than CHPS's maximum drawdown of -36.58%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and CHPS.


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Drawdown Indicators


CHPS.TOCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-39.44%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-17.50%

+1.82%

Current Drawdown

Current decline from peak

-7.93%

-12.68%

+4.75%

Average Drawdown

Average peak-to-trough decline

-14.36%

-9.63%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

4.98%

-0.02%

Volatility

CHPS.TO vs. CHPS - Volatility Comparison

The current volatility for Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) is 12.07%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 13.93%. This indicates that CHPS.TO experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPS.TOCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

13.93%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

24.85%

26.03%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

37.95%

37.30%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

31.93%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

31.93%

+1.73%