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

Performance

CHPS.TO vs. FINN.NEO - 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 Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

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CHPS.TO vs. FINN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
6.25%45.93%20.38%25.03%
FINN.NEO
Fidelity Global Innovators ETF
0.34%20.61%58.65%17.86%

Returns By Period

In the year-to-date period, CHPS.TO achieves a 6.25% return, which is significantly higher than FINN.NEO's 0.34% return.


CHPS.TO

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

FINN.NEO

1D
4.67%
1M
-5.47%
YTD
0.34%
6M
-1.31%
1Y
34.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPS.TO vs. FINN.NEO - Expense Ratio Comparison

CHPS.TO has a 0.63% expense ratio, which is lower than FINN.NEO's 1.13% expense ratio.


Return for Risk

CHPS.TO vs. FINN.NEO — 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

FINN.NEO
FINN.NEO Risk / Return Rank: 7979
Overall Rank
FINN.NEO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 7878
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 7272
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 8787
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8080
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. FINN.NEO - 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 Fidelity Global Innovators ETF (FINN.NEO). 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.TOFINN.NEODifference

Sharpe ratio

Return per unit of total volatility

1.98

1.41

+0.57

Sortino ratio

Return per unit of downside risk

2.58

1.95

+0.62

Omega ratio

Gain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

4.78

2.66

+2.11

Martin ratio

Return relative to average drawdown

15.10

8.41

+6.70

CHPS.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current CHPS.TO Sharpe Ratio is 1.98, which is higher than the FINN.NEO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of CHPS.TO and FINN.NEO, 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.TOFINN.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.41

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.52

-0.92

Correlation

The correlation between CHPS.TO and FINN.NEO is 0.76, 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. FINN.NEO - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, while FINN.NEO has not paid dividends to shareholders.


TTM20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHPS.TO vs. FINN.NEO - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and FINN.NEO.


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Drawdown Indicators


CHPS.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-25.66%

-22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-13.04%

-2.64%

Current Drawdown

Current decline from peak

-7.93%

-7.83%

-0.10%

Average Drawdown

Average peak-to-trough decline

-14.36%

-4.21%

-10.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

4.13%

+0.83%

Volatility

CHPS.TO vs. FINN.NEO - Volatility Comparison

Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a higher volatility of 12.07% compared to Fidelity Global Innovators ETF (FINN.NEO) at 9.54%. This indicates that CHPS.TO's price experiences larger fluctuations and is considered to be riskier than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPS.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

9.54%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

24.85%

17.16%

+7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

37.95%

24.35%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

21.95%

+11.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

21.95%

+11.71%