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

Performance

CHPS.TO vs. XQQU.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 iShares NASDAQ 100 Index ETF (XQQU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHPS.TO achieves a 44.43% return, which is significantly higher than XQQU.TO's 14.38% return.


CHPS.TO

1D
0.51%
1M
-10.50%
6M
32.24%
YTD
44.43%
1Y
75.11%
3Y*
40.71%
5Y*
25.57%
10Y*
ALL TIME*
26.08%

XQQU.TO

1D
0.75%
1M
-6.00%
6M
12.81%
YTD
14.38%
1Y
26.42%
3Y*
5Y*
10Y*
ALL TIME*
24.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$6.23MCA$6.24MCA$7.42M
CA$765.16KCA$1.32MCA$1.51M

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


2026 (YTD)202520242023
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
44.43%45.93%20.38%15.05%
XQQU.TO
iShares NASDAQ 100 Index ETF
14.38%15.17%36.07%5.96%

Correlation

The correlation between CHPS.TO and XQQU.TO is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2023

0.78

The correlation between CHPS.TO and XQQU.TO has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

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Return for Risk

CHPS.TO vs. XQQU.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHPS.TO
CHPS.TO Risk / Return Rank: 7878
Overall Rank
CHPS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CHPS.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
CHPS.TO Omega Ratio Rank: 7373
Omega Ratio Rank
CHPS.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
CHPS.TO Martin Ratio Rank: 8585
Martin Ratio Rank

XQQU.TO
XQQU.TO Risk / Return Rank: 5050
Overall Rank
XQQU.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XQQU.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
XQQU.TO Omega Ratio Rank: 4949
Omega Ratio Rank
XQQU.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XQQU.TO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CHPS.TO vs. XQQU.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 iShares NASDAQ 100 Index ETF (XQQU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHPS.TOXQQU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

3.20

1.97

+1.23

Martin ratioReturn relative to average drawdown

12.18

5.64

+6.54

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

The current CHPS.TO Sharpe Ratio is 1.85, which is higher than the XQQU.TO Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CHPS.TO and XQQU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHPS.TO vs. XQQU.TO - Drawdown Comparison

The maximum CHPS.TO drawdown since its inception was -48.16%, which is greater than XQQU.TO's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for CHPS.TO and XQQU.TO.


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Drawdown Indicators


CHPS.TOXQQU.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.16%

-22.68%

-25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-22.71%

-12.09%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-37.49%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

Current Drawdown

Current decline from peak

-17.00%

-7.86%

-9.14%

Average Drawdown

Average peak-to-trough decline

-13.75%

-3.36%

-10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

4.21%

+1.75%

Volatility

CHPS.TO vs. XQQU.TO - Volatility Comparison

Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a higher volatility of 14.23% compared to iShares NASDAQ 100 Index ETF (XQQU.TO) at 6.77%. This indicates that CHPS.TO's price experiences larger fluctuations and is considered to be riskier than XQQU.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.TOXQQU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.23%

6.77%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

33.34%

15.56%

+17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

39.46%

18.99%

+20.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

19.98%

+15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.33%

19.98%

+15.35%

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

CHPS.TO has a 0.63% expense ratio, which is higher than XQQU.TO's 0.39% expense ratio.


Dividends

CHPS.TO vs. XQQU.TO - Dividend Comparison

CHPS.TO's dividend yield for the trailing twelve months is around 0.01%, less than XQQU.TO's 0.24% yield.


PositionTTM20252024202320222021
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%
XQQU.TO
iShares NASDAQ 100 Index ETF
0.24%0.26%0.20%0.10%0.00%0.00%

Frequently Asked Questions


CHPS.TO and XQQU.TO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XQQU.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XQQU.TO is cheaper with a 0.39% expense ratio, compared with 0.63% for CHPS.TO.

CHPS.TO is categorized as Artificial Intelligence, while XQQU.TO is Nasdaq-100. CHPS.TO tracks PHLX US AI Semiconductor Index, while XQQU.TO tracks NASDAQ-100 Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.63% for CHPS.TO and 0.39% for XQQU.TO.

Portfolio Optimizer

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