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CHPS vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHPS and MAGS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

CHPS vs. MAGS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
1.79%
29.63%
CHPS
MAGS

Key characteristics

Sharpe Ratio

CHPS:

0.51

MAGS:

2.45

Sortino Ratio

CHPS:

0.88

MAGS:

3.07

Omega Ratio

CHPS:

1.11

MAGS:

1.40

Calmar Ratio

CHPS:

0.67

MAGS:

3.54

Martin Ratio

CHPS:

1.25

MAGS:

11.25

Ulcer Index

CHPS:

12.66%

MAGS:

5.70%

Daily Std Dev

CHPS:

30.94%

MAGS:

26.18%

Max Drawdown

CHPS:

-23.80%

MAGS:

-18.10%

Current Drawdown

CHPS:

-11.56%

MAGS:

-2.33%

Returns By Period

In the year-to-date period, CHPS achieves a 10.93% return, which is significantly higher than MAGS's 3.71% return.


CHPS

YTD

10.93%

1M

8.35%

6M

1.79%

1Y

15.68%

5Y*

N/A

10Y*

N/A

MAGS

YTD

3.71%

1M

0.22%

6M

29.64%

1Y

63.32%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHPS vs. MAGS - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is lower than MAGS's 0.29% expense ratio.


MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for CHPS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

CHPS vs. MAGS — Risk-Adjusted Performance Rank

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

CHPS
The Risk-Adjusted Performance Rank of CHPS is 2121
Overall Rank
The Sharpe Ratio Rank of CHPS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CHPS is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CHPS is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CHPS is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CHPS is 1515
Martin Ratio Rank

MAGS
The Risk-Adjusted Performance Rank of MAGS is 8484
Overall Rank
The Sharpe Ratio Rank of MAGS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of MAGS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MAGS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of MAGS is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHPS vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Roundhill Magnificent Seven ETF (MAGS). 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.


Sharpe ratio
The chart of Sharpe ratio for CHPS, currently valued at 0.51, compared to the broader market0.002.004.000.512.45
The chart of Sortino ratio for CHPS, currently valued at 0.88, compared to the broader market0.005.0010.000.883.07
The chart of Omega ratio for CHPS, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.40
The chart of Calmar ratio for CHPS, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.673.54
The chart of Martin ratio for CHPS, currently valued at 1.25, compared to the broader market0.0020.0040.0060.0080.00100.001.2511.25
CHPS
MAGS

The current CHPS Sharpe Ratio is 0.51, which is lower than the MAGS Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CHPS and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.51
2.45
CHPS
MAGS

Dividends

CHPS vs. MAGS - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 1.57%, more than MAGS's 0.71% yield.


TTM20242023
CHPS
Xtrackers Semiconductor Select Equity ETF
1.57%1.74%0.36%
MAGS
Roundhill Magnificent Seven ETF
0.71%0.74%0.44%

Drawdowns

CHPS vs. MAGS - Drawdown Comparison

The maximum CHPS drawdown since its inception was -23.80%, which is greater than MAGS's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for CHPS and MAGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.56%
-2.33%
CHPS
MAGS

Volatility

CHPS vs. MAGS - Volatility Comparison

The current volatility for Xtrackers Semiconductor Select Equity ETF (CHPS) is 7.18%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 7.91%. This indicates that CHPS experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
7.18%
7.91%
CHPS
MAGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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