CHPS vs. ESMV
CHPS (Xtrackers Semiconductor Select Equity ETF) and ESMV (iShares ESG MSCI USA Min Vol Factor ETF) are both exchange-traded funds - CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index, while ESMV is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. Both are passively managed. Over the past year, CHPS returned 211.40% vs 7.59% for ESMV. At a 0.41 correlation, their price movements are largely independent. CHPS charges 0.15%/yr vs 0.18%/yr for ESMV.
Performance
CHPS vs. ESMV - Performance Comparison
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Returns By Period
In the year-to-date period, CHPS achieves a 103.69% return, which is significantly higher than ESMV's 5.72% return.
CHPS
- 1D
- -2.06%
- 1M
- 23.46%
- YTD
- 103.69%
- 6M
- 107.58%
- 1Y
- 211.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESMV
- 1D
- 0.42%
- 1M
- 3.71%
- YTD
- 5.72%
- 6M
- 5.91%
- 1Y
- 7.59%
- 3Y*
- 11.49%
- 5Y*
- —
- 10Y*
- —
CHPS vs. ESMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 103.69% | 58.47% | 7.75% | 10.88% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 5.72% | 5.34% | 13.06% | 5.65% |
Correlation
The correlation between CHPS and ESMV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023 | 0.41 |
The correlation between CHPS and ESMV shifts across timeframes, from 0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CHPS vs. ESMV — Risk / Return Rank
CHPS
ESMV
CHPS vs. ESMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and iShares ESG MSCI USA Min Vol Factor ETF (ESMV). 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 | ESMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.42 | ||
| Sortino ratioReturn per unit of downside risk | +4.74 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 1.14 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 12.16 | 1.09 | +11.08 |
| Martin ratioReturn relative to average drawdown | 47.22 | 3.34 | +43.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHPS | ESMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.17 | 0.76 | +5.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.77 | 0.44 | +1.33 |
Drawdowns
CHPS vs. ESMV - Drawdown Comparison
The maximum CHPS drawdown since its inception was -39.44%, which is greater than ESMV's maximum drawdown of -19.77%. Use the drawdown chart below to compare losses from any high point for CHPS and ESMV.
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Drawdown Indicators
| CHPS | ESMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.44% | -19.77% | -19.67% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | -7.01% | -10.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.16% | — |
Current DrawdownCurrent decline from peak | -2.06% | -0.37% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -5.32% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 2.28% | +2.22% |
Volatility
CHPS vs. ESMV - Volatility Comparison
Xtrackers Semiconductor Select Equity ETF (CHPS) has a higher volatility of 14.07% compared to iShares ESG MSCI USA Min Vol Factor ETF (ESMV) at 2.26%. This indicates that CHPS's price experiences larger fluctuations and is considered to be riskier than ESMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHPS | ESMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.07% | 2.26% | +11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 28.29% | 6.27% | +22.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.50% | 10.07% | +24.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 13.24% | +20.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 13.24% | +20.54% |
CHPS vs. ESMV - Expense Ratio Comparison
CHPS has a 0.15% expense ratio, which is lower than ESMV's 0.18% 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. ESMV - Dividend Comparison
CHPS's dividend yield for the trailing twelve months is around 0.33%, less than ESMV's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.33% | 0.68% | 1.75% | 0.36% | 0.00% | 0.00% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.58% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% |
Frequently Asked Questions
CHPS and ESMV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (14.07%) compared to ESMV (2.26%). In terms of maximum drawdown, CHPS dropped -39.44% vs ESMV's -19.77%.
On 1-year performance, CHPS leads with 211.40% vs 7.59% for ESMV. On fees, CHPS is cheaper at 0.15% per year. On volatility, ESMV has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CHPS has performed better with a 211.40% return vs 7.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CHPS is cheaper with a 0.15% expense ratio, compared with 0.18% for ESMV.
ESMV has the higher dividend yield at 1.58%, compared with 0.33% for CHPS.
CHPS is categorized as Semiconductors, while ESMV is Large Cap Blend Equities. CHPS tracks Solactive Semiconductor ESG Screened Index, while ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for CHPS and 0.18% for ESMV.
CHPS currently has the higher Sharpe Ratio (6.17 vs 0.76), 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.
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