CHPS vs. ^SOX

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers Semiconductor Select Equity ETF (CHPS) and PHLX Semiconductor Index (^SOX).

CHPS is a passively managed fund by Xtrackers that tracks the performance of the Solactive Semiconductor ESG Screened Index - Benchmark TR Gross. It was launched on Jul 12, 2023.

Performance

CHPS vs. ^SOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Semiconductor Select Equity ETF (CHPS) and PHLX Semiconductor Index (^SOX). The values are adjusted to include any dividend payments, if applicable.

CHPS vs. ^SOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	15.56%	58.47%	7.75%	10.88%
^SOX PHLX Semiconductor Index	10.15%	42.23%	19.27%	9.96%

Returns By Period

In the year-to-date period, CHPS achieves a 15.56% return, which is significantly higher than ^SOX's 10.15% return.

CHPS

• 1D: 2.99%
• 1M: -5.73%
• YTD: 15.56%
• 6M: 33.65%
• 1Y: 100.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^SOX

• 1D: 2.82%
• 1M: -4.12%
• YTD: 10.15%
• 6M: 20.03%
• 1Y: 82.19%
• 3Y*: 34.16%
• 5Y*: 19.22%
• 10Y*: 27.61%

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

Return for Risk

CHPS vs. ^SOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHPS

CHPS Risk / Return Rank: 96
CHPS Sharpe Ratio Rank: 96
CHPS Sortino Ratio Rank: 95
CHPS Omega Ratio Rank: 94
CHPS Calmar Ratio Rank: 98
CHPS Martin Ratio Rank: 97

^SOX

^SOX Risk / Return Rank: 96
^SOX Sharpe Ratio Rank: 95
^SOX Sortino Ratio Rank: 95
^SOX Omega Ratio Rank: 94
^SOX Calmar Ratio Rank: 97
^SOX Martin Ratio Rank: 97

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 vs. ^SOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and PHLX Semiconductor Index (^SOX). 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	^SOX	Difference
Sharpe ratio Return per unit of total volatility	2.68	2.05	+0.63
Sortino ratio Return per unit of downside risk	3.21	2.65	+0.56
Omega ratio Gain probability vs. loss probability	1.44	1.38	+0.06
Calmar ratio Return relative to maximum drawdown	5.78	4.72	+1.07
Martin ratio Return relative to average drawdown	20.15	17.25	+2.90
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 vs. ^SOX - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 2.68, which is higher than the ^SOX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CHPS and ^SOX, 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	^SOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	2.05	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	0.37	+0.65

Correlation

The correlation between CHPS and ^SOX is 0.96, 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.

Drawdowns

CHPS vs. ^SOX - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, smaller than the maximum ^SOX drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for CHPS and ^SOX.

Drawdown Indicators

	CHPS	^SOX	Difference
Max Drawdown Largest peak-to-trough decline	-39.44%	-87.15%	+47.71%
Max Drawdown (1Y) Largest decline over 1 year	-17.50%	-17.54%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-46.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.47%	—
Current Drawdown Current decline from peak	-10.07%	-7.86%	-2.21%
Average Drawdown Average peak-to-trough decline	-9.63%	-39.68%	+30.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	4.79%	+0.23%

Volatility

CHPS vs. ^SOX - Volatility Comparison

Xtrackers Semiconductor Select Equity ETF (CHPS) and PHLX Semiconductor Index (^SOX) have volatilities of 13.34% and 12.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHPS	^SOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.34%	12.76%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	26.34%	26.48%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	37.76%	40.29%	-2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.82%	35.89%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.82%	33.48%	-0.66%