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

Performance

CHPS.TO vs. CHPS-U.TO - 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 Global X Artificial Intelligence Semiconductor Index ETF (CHPS-U.TO). The values are adjusted to include any dividend payments, if applicable.

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CHPS.TO vs. CHPS-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
8.14%45.93%20.38%68.20%-37.86%22.69%
CHPS-U.TO
Global X Artificial Intelligence Semiconductor Index ETF
8.28%44.87%21.17%71.89%-39.05%-0.63%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with CHPS.TO having a 8.14% return and CHPS-U.TO slightly higher at 8.28%.


CHPS.TO

1D
1.78%
1M
-0.94%
YTD
8.14%
6M
12.02%
1Y
77.53%
3Y*
35.58%
5Y*
10Y*

CHPS-U.TO

1D
8.45%
1M
-0.36%
YTD
8.28%
6M
15.70%
1Y
80.71%
3Y*
35.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPS.TO vs. CHPS-U.TO - Expense Ratio Comparison

Both CHPS.TO and CHPS-U.TO have an expense ratio of 0.63%.


Return for Risk

CHPS.TO vs. CHPS-U.TO — 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: 9292
Overall Rank
CHPS.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CHPS.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
CHPS.TO Omega Ratio Rank: 8989
Omega Ratio Rank
CHPS.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHPS.TO Martin Ratio Rank: 9595
Martin Ratio Rank

CHPS-U.TO
CHPS-U.TO Risk / Return Rank: 9494
Overall Rank
CHPS-U.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CHPS-U.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CHPS-U.TO Omega Ratio Rank: 9292
Omega Ratio Rank
CHPS-U.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPS-U.TO 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-U.TO - 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 Global X Artificial Intelligence Semiconductor Index ETF (CHPS-U.TO). 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.TOCHPS-U.TODifference

Sharpe ratio

Return per unit of total volatility

2.05

2.08

-0.03

Sortino ratio

Return per unit of downside risk

2.64

2.75

-0.11

Omega ratio

Gain probability vs. loss probability

1.38

1.38

-0.01

Calmar ratio

Return relative to maximum drawdown

4.98

5.73

-0.75

Martin ratio

Return relative to average drawdown

15.68

16.85

-1.16

CHPS.TO vs. CHPS-U.TO - Sharpe Ratio Comparison

The current CHPS.TO Sharpe Ratio is 2.05, which is comparable to the CHPS-U.TO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CHPS.TO and CHPS-U.TO, 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.TOCHPS-U.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.08

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.40

+0.21

Correlation

The correlation between CHPS.TO and CHPS-U.TO is 0.17, 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.


Dividends

CHPS.TO vs. CHPS-U.TO - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, which matches CHPS-U.TO's 0.01% yield.


TTM20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%
CHPS-U.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.14%0.40%0.72%0.01%

Drawdowns

CHPS.TO vs. CHPS-U.TO - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, roughly equal to the maximum CHPS-U.TO drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and CHPS-U.TO.


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Drawdown Indicators


CHPS.TOCHPS-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-53.70%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-13.07%

-2.61%

Current Drawdown

Current decline from peak

-6.29%

-5.59%

-0.70%

Average Drawdown

Average peak-to-trough decline

-14.35%

-18.17%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

4.46%

+0.51%

Volatility

CHPS.TO vs. CHPS-U.TO - Volatility Comparison

The current volatility for Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) is 11.67%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS-U.TO) has a volatility of 15.06%. This indicates that CHPS.TO experiences smaller price fluctuations and is considered to be less risky than CHPS-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPS.TOCHPS-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

15.06%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

24.89%

27.65%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

37.98%

38.97%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

38.58%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.65%

38.58%

-4.93%