CHPS vs. DEUS

Last updated Aug 4, 2026

CHPS (Xtrackers Semiconductor Select Equity ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 3 years, CHPS returned 49.43%/yr vs 15.79%/yr for DEUS. Their 0.52 correlation means they have sometimes moved together and sometimes differently. CHPS charges 0.15%/yr vs 0.17%/yr for DEUS.

Performance

CHPS vs. DEUS - Performance Comparison

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

Returns By Period

In the year-to-date period, CHPS achieves a 70.98% return, which is significantly higher than DEUS's 15.73% return.

CHPS

• 1D: 1.47%
• 1M: -11.74%
• 6M: 41.98%
• YTD: 70.98%
• 1Y: 141.43%
• 3Y*: 49.43%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 46.83%

DEUS

• 1D: 0.53%
• 1M: 1.84%
• 6M: 10.76%
• YTD: 15.73%
• 1Y: 21.67%
• 3Y*: 15.79%
• 5Y*: 10.01%
• 10Y*: 11.41%
• ALL TIME*: 11.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CHPS Xtrackers Semiconductor Select Equity ETF	$2.66M	$2.47M	$3.90M
DEUS Xtrackers Russell US Multifactor ETF	$638.57K	$826.95K	$989.73K

CHPS vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	70.98%	58.47%	7.75%	10.88%
DEUS Xtrackers Russell US Multifactor ETF	15.73%	10.41%	14.33%	5.59%

Correlation

The correlation between CHPS and DEUS is 0.40, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.40
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.52

The correlation between CHPS and DEUS shifts across timeframes, from 0.40 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.

CHPS vs. DEUS - Sectors Allocation Comparison

Sectors	CHPS	DEUS
Technology	99.6%	10.5%
Energy	0.6%	5.2%
Industrials	0.4%	18.7%
Financial Services	0.2%	13.8%
Communication Services	0.0%	3.2%
Consumer Cyclical	0.0%	11.1%
Consumer Defensive	0.0%	7.5%
Basic Materials	-	4.1%
Healthcare	-	12.9%
Real Estate	-	5.6%
Utilities	-	7.4%

Return for Risk

CHPS vs. DEUS — Risk / Return Rank

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

CHPS

CHPS Risk / Return Rank: 93
CHPS Sharpe Ratio Rank: 96
CHPS Sortino Ratio Rank: 91
CHPS Omega Ratio Rank: 91
CHPS Calmar Ratio Rank: 92
CHPS Martin Ratio Rank: 94

DEUS

DEUS Risk / Return Rank: 82
DEUS Sharpe Ratio Rank: 80
DEUS Sortino Ratio Rank: 84
DEUS Omega Ratio Rank: 78
DEUS Calmar Ratio Rank: 82
DEUS Martin Ratio Rank: 84

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 vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Xtrackers Russell US Multifactor ETF (DEUS). 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	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	3.12	1.96	+1.17
Sortino ratio: Return per unit of downside risk	3.27	2.88	+0.39
Omega ratio: Gain probability vs. loss probability	1.44	1.34	+0.09
Calmar ratio: Return relative to maximum drawdown	4.35	3.19	+1.16
Martin ratio: Return relative to average drawdown	18.16	12.26	+5.90

CHPS vs. DEUS - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 3.12, which is higher than the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CHPS and DEUS, 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. DEUS - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, roughly equal to the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for CHPS and DEUS.

Drawdown Indicators

	CHPS	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-39.44%	-40.47%	+1.03%
Max Drawdown (1Y) Largest decline over 1 year	-32.74%	-6.83%	-25.91%
Max Drawdown (3Y) Largest decline over 3 years	-39.44%	-16.69%	-22.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.47%	—
Current Drawdown Current decline from peak	-24.91%	-1.01%	-23.90%
Average Drawdown Average peak-to-trough decline	-9.38%	-4.28%	-5.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.82%	1.77%	+6.05%

Volatility

CHPS vs. DEUS - Volatility Comparison

Xtrackers Semiconductor Select Equity ETF (CHPS) has a higher volatility of 19.17% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that CHPS's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHPS	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.17%	3.05%	+16.12%
Volatility (6M) Calculated over the trailing 6-month period	40.21%	8.23%	+31.98%
Volatility (1Y) Calculated over the trailing 1-year period	45.64%	11.14%	+34.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.27%	15.49%	+21.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.27%	17.95%	+19.32%

CHPS vs. DEUS - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is lower than DEUS's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CHPS vs. DEUS - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 0.38%, less than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CHPS Xtrackers Semiconductor Select Equity ETF	0.38%	0.68%	1.75%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DEUS Xtrackers Russell US Multifactor ETF	1.38%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%

Frequently Asked Questions

Can I hold both CHPS and DEUS in my portfolio?

CHPS and DEUS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHPS or DEUS?

CHPS has higher volatility (19.17%) compared to DEUS (3.05%). In terms of maximum drawdown, CHPS dropped -39.44% vs DEUS's -40.47%.

Which ETF is better, CHPS or DEUS?

On 3-year performance, CHPS leads with 49.43% vs 15.79% for DEUS. On fees, CHPS is cheaper at 0.15% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CHPS or DEUS?

Over the 3-year period, CHPS has performed better with a 49.43% return vs 15.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CHPS or DEUS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.17% for DEUS.

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

DEUS has the higher dividend yield at 1.38%, compared with 0.38% for CHPS.

What is the main difference between CHPS and DEUS?

CHPS is categorized as Semiconductors, while DEUS is Mid Cap Blend Equities. CHPS tracks Solactive Semiconductor ESG Screened Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.15% for CHPS and 0.17% for DEUS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (3.12 vs 1.96), 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.