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

Performance

CHPS.TO vs. HURA.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 Uranium Index ETF (HURA.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
6.25%45.93%20.38%68.20%-37.86%22.69%
HURA.TO
Global X Uranium Index ETF
11.72%43.18%3.05%61.03%-4.56%26.44%

Returns By Period

In the year-to-date period, CHPS.TO achieves a 6.25% return, which is significantly lower than HURA.TO's 11.72% return.


CHPS.TO

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

HURA.TO

1D
4.70%
1M
-8.56%
YTD
11.72%
6M
-0.03%
1Y
107.11%
3Y*
37.96%
5Y*
27.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CHPS.TO has a 0.63% expense ratio, which is lower than HURA.TO's 0.98% expense ratio.


Return for Risk

CHPS.TO vs. HURA.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: 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

HURA.TO
HURA.TO Risk / Return Rank: 8888
Overall Rank
HURA.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HURA.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HURA.TO Omega Ratio Rank: 8585
Omega Ratio Rank
HURA.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
HURA.TO Martin Ratio Rank: 7676
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. HURA.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 Uranium Index ETF (HURA.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.TOHURA.TODifference

Sharpe ratio

Return per unit of total volatility

1.98

2.25

-0.27

Sortino ratio

Return per unit of downside risk

2.58

2.86

-0.29

Omega ratio

Gain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratio

Return relative to maximum drawdown

4.78

3.41

+1.36

Martin ratio

Return relative to average drawdown

15.10

8.02

+7.08

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

The current CHPS.TO Sharpe Ratio is 1.98, which is comparable to the HURA.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CHPS.TO and HURA.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.TOHURA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.25

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.77

-0.17

Correlation

The correlation between CHPS.TO and HURA.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CHPS.TO vs. HURA.TO - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, less than HURA.TO's 0.08% yield.


TTM2025202420232022202120202019
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%
HURA.TO
Global X Uranium Index ETF
0.08%0.09%0.75%1.03%1.46%1.26%0.63%0.82%

Drawdowns

CHPS.TO vs. HURA.TO - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, which is greater than HURA.TO's maximum drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and HURA.TO.


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Drawdown Indicators


CHPS.TOHURA.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-43.51%

-4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-30.61%

+14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

Current Drawdown

Current decline from peak

-7.93%

-22.39%

+14.46%

Average Drawdown

Average peak-to-trough decline

-14.36%

-14.35%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

13.03%

-8.07%

Volatility

CHPS.TO vs. HURA.TO - Volatility Comparison

The current volatility for Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) is 12.07%, while Global X Uranium Index ETF (HURA.TO) has a volatility of 13.09%. This indicates that CHPS.TO experiences smaller price fluctuations and is considered to be less risky than HURA.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.TOHURA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

13.09%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.85%

37.50%

-12.65%

Volatility (1Y)

Calculated over the trailing 1-year period

37.95%

47.83%

-9.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

39.88%

-6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

38.67%

-5.01%