CHPS vs. AIS

Last updated Jun 23, 2026

CHPS (Xtrackers Semiconductor Select Equity ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index, while AIS is a Technology Equities fund actively managed by VistaShares. CHPS is passively managed, while AIS is actively managed. Over the past year, CHPS returned 231.91% vs 235.71% for AIS. Their correlation of 0.91 suggests significant overlap in exposure. CHPS charges 0.15%/yr vs 0.75%/yr for AIS.

Performance

CHPS vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Semiconductor Select Equity ETF (CHPS) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with CHPS having a 127.70% return and AIS slightly higher at 134.07%.

CHPS

• 1D: 2.67%
• 1M: 25.08%
• YTD: 127.70%
• 6M: 129.64%
• 1Y: 231.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIS

• 1D: 3.32%
• 1M: 23.81%
• YTD: 134.07%
• 6M: 136.07%
• 1Y: 235.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CHPS vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CHPS Xtrackers Semiconductor Select Equity ETF	127.70%	58.47%	-2.44%
AIS VistaShares Artificial Intelligence Supercycle ETF	134.07%	58.35%	-4.74%

Correlation

The correlation between CHPS and AIS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.91

The correlation between CHPS and AIS has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

CHPS vs. AIS - Sectors Allocation Comparison

Sectors	CHPS	AIS
Technology	99.6%	88.5%
Energy	0.6%	-
Industrials	0.4%	7.4%
Financial Services	0.2%	-0.0%
Communication Services	0.0%	-
Consumer Cyclical	0.0%	-
Consumer Defensive	0.0%	-
Basic Materials	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	2.6%

Return for Risk

CHPS vs. AIS — Risk / Return Rank

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

CHPS

CHPS Risk / Return Rank: 97
CHPS Sharpe Ratio Rank: 99
CHPS Sortino Ratio Rank: 96
CHPS Omega Ratio Rank: 96
CHPS Calmar Ratio Rank: 98
CHPS Martin Ratio Rank: 98

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS 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. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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	AIS	Difference
Sharpe ratio: Return per unit of total volatility	6.03	5.85	+0.18
Sortino ratio: Return per unit of downside risk	5.43	5.13	+0.29
Omega ratio: Gain probability vs. loss probability	1.75	1.74	+0.02
Calmar ratio: Return relative to maximum drawdown	13.35	14.98	-1.63
Martin ratio: Return relative to average drawdown	49.59	46.17	+3.42

CHPS vs. AIS - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 6.03, which is comparable to the AIS Sharpe Ratio of 5.85. The chart below compares the historical Sharpe Ratios of CHPS and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CHPS vs. AIS - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for CHPS and AIS.

Drawdown Indicators

	CHPS	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-39.44%	-32.78%	-6.66%
Max Drawdown (1Y) Largest decline over 1 year	-17.50%	-15.84%	-1.66%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.08%	-5.47%	-3.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	5.13%	-0.43%

Volatility

CHPS vs. AIS - Volatility Comparison

The current volatility for Xtrackers Semiconductor Select Equity ETF (CHPS) is 20.16%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 21.48%. This indicates that CHPS experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHPS	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.16%	21.48%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	32.86%	34.91%	-2.05%
Volatility (1Y) Calculated over the trailing 1-year period	38.78%	40.63%	-1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.16%	40.47%	-5.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.16%	40.47%	-5.31%

CHPS vs. AIS - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

CHPS vs. AIS - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 0.29%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%
CHPS Xtrackers Semiconductor Select Equity ETF	0.29%	0.68%	1.75%	0.36%

Frequently Asked Questions

Can I hold both CHPS and AIS in my portfolio?

With a correlation of 0.92, CHPS and AIS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CHPS or AIS?

AIS has higher volatility (21.48%) compared to CHPS (20.16%). In terms of maximum drawdown, CHPS dropped -39.44% vs AIS's -32.78%.

Which ETF is better, CHPS or AIS?

On 1-year performance, AIS leads with 235.71% vs 231.91% for CHPS. On fees, CHPS is cheaper at 0.15% per year. On volatility, CHPS has been the lower-risk option at 20.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CHPS or AIS?

Over the 1-year period, AIS has performed better with a 235.71% return vs 231.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CHPS or AIS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, CHPS or AIS?

CHPS has the higher dividend yield at 0.29%, compared with 0.00% for AIS.

What is the main difference between CHPS and AIS?

CHPS is categorized as Semiconductors, while AIS is Technology Equities. They also come from different issuers: Xtrackers and VistaShares. Their fees differ too: 0.15% for CHPS and 0.75% for AIS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (6.03 vs 5.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.