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CHPS vs. PTF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHPS vs. PTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Semiconductor Select Equity ETF (CHPS) and Invesco DWA Technology Momentum ETF (PTF). The values are adjusted to include any dividend payments, if applicable.

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CHPS vs. PTF - Yearly Performance Comparison


2026 (YTD)202520242023
CHPS
Xtrackers Semiconductor Select Equity ETF
12.20%58.47%7.75%10.88%
PTF
Invesco DWA Technology Momentum ETF
12.86%5.68%43.65%-1.02%

Returns By Period

In the year-to-date period, CHPS achieves a 12.20% return, which is significantly lower than PTF's 12.86% return.


CHPS

1D
5.84%
1M
-8.97%
YTD
12.20%
6M
33.13%
1Y
95.34%
3Y*
5Y*
10Y*

PTF

1D
5.98%
1M
-6.21%
YTD
12.86%
6M
15.38%
1Y
46.43%
3Y*
25.72%
5Y*
12.13%
10Y*
21.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPS vs. PTF - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is lower than PTF's 0.60% expense ratio.


Return for Risk

CHPS vs. PTF — Risk / Return Rank

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

CHPS
CHPS Risk / Return Rank: 9696
Overall Rank
CHPS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9494
Omega Ratio Rank
CHPS Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPS Martin Ratio Rank: 9797
Martin Ratio Rank

PTF
PTF Risk / Return Rank: 7575
Overall Rank
PTF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 7070
Sortino Ratio Rank
PTF Omega Ratio Rank: 6666
Omega Ratio Rank
PTF Calmar Ratio Rank: 8585
Calmar Ratio Rank
PTF Martin Ratio Rank: 8383
Martin Ratio Rank
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. PTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Invesco DWA Technology Momentum ETF (PTF). 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.


CHPSPTFDifference

Sharpe ratio

Return per unit of total volatility

2.55

1.20

+1.34

Sortino ratio

Return per unit of downside risk

3.10

1.70

+1.39

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

5.39

2.50

+2.89

Martin ratio

Return relative to average drawdown

18.93

9.12

+9.80

CHPS vs. PTF - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 2.55, which is higher than the PTF Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CHPS and PTF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHPSPTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

1.20

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.45

+0.53

Correlation

The correlation between CHPS and PTF is 0.77, 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.


Dividends

CHPS vs. PTF - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 0.60%, more than PTF's 0.01% yield.


TTM2025202420232022202120202019201820172016
CHPS
Xtrackers Semiconductor Select Equity ETF
0.60%0.68%1.75%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%

Drawdowns

CHPS vs. PTF - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, smaller than the maximum PTF drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for CHPS and PTF.


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Drawdown Indicators


CHPSPTFDifference

Max Drawdown

Largest peak-to-trough decline

-39.44%

-55.38%

+15.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-17.99%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-12.68%

-9.77%

-2.91%

Average Drawdown

Average peak-to-trough decline

-9.63%

-13.38%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

4.92%

+0.06%

Volatility

CHPS vs. PTF - Volatility Comparison

The current volatility for Xtrackers Semiconductor Select Equity ETF (CHPS) is 13.99%, while Invesco DWA Technology Momentum ETF (PTF) has a volatility of 16.55%. This indicates that CHPS experiences smaller price fluctuations and is considered to be less risky than PTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPSPTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.99%

16.55%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

26.20%

32.43%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

37.67%

38.88%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.80%

34.79%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.80%

32.56%

+0.24%