CHPS vs. IGM
Compare and contrast key facts about Xtrackers Semiconductor Select Equity ETF (CHPS) and iShares Expanded Tech Sector ETF (IGM).
CHPS and IGM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IGM is a passively managed fund by iShares that tracks the performance of the S&P North American Technology Sector Index. It was launched on Mar 13, 2001. Both CHPS and IGM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHPS or IGM.
Performance
CHPS vs. IGM - Performance Comparison
Returns By Period
In the year-to-date period, CHPS achieves a 8.24% return, which is significantly lower than IGM's 35.29% return.
CHPS
8.24%
-4.37%
-11.09%
20.46%
N/A
N/A
IGM
35.29%
2.56%
13.96%
43.21%
21.81%
20.19%
Key characteristics
| CHPS | IGM | |
|---|---|---|
| Sharpe Ratio | 0.67 | 2.09 |
| Sortino Ratio | 1.08 | 2.72 |
| Omega Ratio | 1.14 | 1.37 |
| Calmar Ratio | 0.87 | 2.96 |
| Martin Ratio | 1.97 | 10.68 |
| Ulcer Index | 10.53% | 4.10% |
| Daily Std Dev | 30.97% | 20.95% |
| Max Drawdown | -23.80% | -65.59% |
| Current Drawdown | -19.91% | -1.40% |
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CHPS vs. IGM - Expense Ratio Comparison
CHPS has a 0.15% expense ratio, which is lower than IGM's 0.46% expense ratio.
Correlation
The correlation between CHPS and IGM is 0.85, 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.
Risk-Adjusted Performance
CHPS vs. IGM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and iShares Expanded Tech Sector ETF (IGM). 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.
Dividends
CHPS vs. IGM - Dividend Comparison
CHPS's dividend yield for the trailing twelve months is around 1.02%, more than IGM's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 1.02% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGM iShares Expanded Tech Sector ETF | 0.31% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% | 0.78% |
Drawdowns
CHPS vs. IGM - Drawdown Comparison
The maximum CHPS drawdown since its inception was -23.80%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for CHPS and IGM. For additional features, visit the drawdowns tool.
Volatility
CHPS vs. IGM - Volatility Comparison
Xtrackers Semiconductor Select Equity ETF (CHPS) has a higher volatility of 7.88% compared to iShares Expanded Tech Sector ETF (IGM) at 6.19%. This indicates that CHPS's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.