CHPS.TO vs. CSH-UN.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) and Chartwell Retirement Residences (CSH-UN.TO).

CHPS.TO is a passively managed fund by Global X that tracks the performance of the PHLX US AI Semiconductor Index. It was launched on Jun 21, 2021.

Performance

CHPS.TO vs. CSH-UN.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 Chartwell Retirement Residences (CSH-UN.TO). The values are adjusted to include any dividend payments, if applicable.

CHPS.TO vs. CSH-UN.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF	6.25%	45.93%	20.38%	68.20%	-37.86%	22.69%
CSH-UN.TO Chartwell Retirement Residences	-1.62%	37.84%	34.64%	47.82%	-24.26%	-8.88%

Returns By Period

In the year-to-date period, CHPS.TO achieves a 6.25% return, which is significantly higher than CSH-UN.TO's -1.62% return.

CHPS.TO

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

CSH-UN.TO

• 1D: 0.00%
• 1M: -11.43%
• YTD: -1.62%
• 6M: -1.26%
• 1Y: 20.74%
• 3Y*: 37.87%
• 5Y*: 16.14%
• 10Y*: 8.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHPS.TO vs. CSH-UN.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: 93
CHPS.TO Sharpe Ratio Rank: 91
CHPS.TO Sortino Ratio Rank: 91
CHPS.TO Omega Ratio Rank: 90
CHPS.TO Calmar Ratio Rank: 97
CHPS.TO Martin Ratio Rank: 95

CSH-UN.TO

CSH-UN.TO Risk / Return Rank: 75
CSH-UN.TO Sharpe Ratio Rank: 77
CSH-UN.TO Sortino Ratio Rank: 71
CSH-UN.TO Omega Ratio Rank: 67
CSH-UN.TO Calmar Ratio Rank: 76
CSH-UN.TO Martin Ratio Rank: 82

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. CSH-UN.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 Chartwell Retirement Residences (CSH-UN.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.TO	CSH-UN.TO	Difference
Sharpe ratio Return per unit of total volatility	1.98	0.99	+0.99
Sortino ratio Return per unit of downside risk	2.58	1.54	+1.04
Omega ratio Gain probability vs. loss probability	1.37	1.18	+0.19
Calmar ratio Return relative to maximum drawdown	4.78	1.82	+2.96
Martin ratio Return relative to average drawdown	15.10	6.19	+8.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHPS.TO vs. CSH-UN.TO - Sharpe Ratio Comparison

The current CHPS.TO Sharpe Ratio is 1.98, which is higher than the CSH-UN.TO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CHPS.TO and CSH-UN.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.

Sharpe Ratios by Period

	CHPS.TO	CSH-UN.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	0.99	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.33	+0.27

Correlation

The correlation between CHPS.TO and CSH-UN.TO is 0.21, 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. CSH-UN.TO - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, less than CSH-UN.TO's 3.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF	0.01%	0.01%	0.20%	0.53%	0.97%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CSH-UN.TO Chartwell Retirement Residences	3.11%	3.04%	4.06%	5.22%	7.25%	5.18%	5.45%	4.30%	4.29%	3.52%	3.79%	4.32%

Drawdowns

CHPS.TO vs. CSH-UN.TO - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, smaller than the maximum CSH-UN.TO drawdown of -79.53%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and CSH-UN.TO.

Drawdown Indicators

	CHPS.TO	CSH-UN.TO	Difference
Max Drawdown Largest peak-to-trough decline	-48.16%	-79.53%	+31.37%
Max Drawdown (1Y) Largest decline over 1 year	-15.68%	-11.88%	-3.80%
Max Drawdown (5Y) Largest decline over 5 years	—	-39.92%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.16%	—
Current Drawdown Current decline from peak	-7.93%	-11.43%	+3.50%
Average Drawdown Average peak-to-trough decline	-14.36%	-15.85%	+1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	3.42%	+1.54%

Volatility

CHPS.TO vs. CSH-UN.TO - Volatility Comparison

Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a higher volatility of 12.07% compared to Chartwell Retirement Residences (CSH-UN.TO) at 7.43%. This indicates that CHPS.TO's price experiences larger fluctuations and is considered to be riskier than CSH-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHPS.TO	CSH-UN.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.07%	7.43%	+4.64%
Volatility (6M) Calculated over the trailing 6-month period	24.85%	15.08%	+9.77%
Volatility (1Y) Calculated over the trailing 1-year period	37.95%	21.03%	+16.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.66%	20.79%	+12.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.66%	24.17%	+9.49%