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CHPS vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHPS vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Semiconductor Select Equity ETF (CHPS) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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CHPS vs. SNPD - Yearly Performance Comparison


2026 (YTD)202520242023
CHPS
Xtrackers Semiconductor Select Equity ETF
12.20%58.47%7.75%10.88%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%1.27%

Returns By Period

In the year-to-date period, CHPS achieves a 12.20% return, which is significantly higher than SNPD's 4.62% return.


CHPS

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

SNPD

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPS vs. SNPD - Expense Ratio Comparison

Both CHPS and SNPD have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CHPS vs. SNPD — 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

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
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. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.


CHPSSNPDDifference

Sharpe ratio

Return per unit of total volatility

2.55

0.62

+1.92

Sortino ratio

Return per unit of downside risk

3.10

0.98

+2.12

Omega ratio

Gain probability vs. loss probability

1.42

1.13

+0.30

Calmar ratio

Return relative to maximum drawdown

5.39

0.88

+4.51

Martin ratio

Return relative to average drawdown

18.93

3.39

+15.54

CHPS vs. SNPD - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 2.55, which is higher than the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CHPS and SNPD, 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


CHPSSNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

0.62

+1.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.52

+0.46

Correlation

The correlation between CHPS and SNPD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHPS vs. SNPD - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 0.60%, less than SNPD's 3.11% yield.


TTM2025202420232022
CHPS
Xtrackers Semiconductor Select Equity ETF
0.60%0.68%1.75%0.36%0.00%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%

Drawdowns

CHPS vs. SNPD - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for CHPS and SNPD.


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Drawdown Indicators


CHPSSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-39.44%

-15.80%

-23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-11.68%

-5.82%

Current Drawdown

Current decline from peak

-12.68%

-6.31%

-6.37%

Average Drawdown

Average peak-to-trough decline

-9.63%

-3.93%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

3.02%

+1.96%

Volatility

CHPS vs. SNPD - Volatility Comparison

Xtrackers Semiconductor Select Equity ETF (CHPS) has a higher volatility of 13.99% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.66%. This indicates that CHPS's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHPSSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.99%

3.66%

+10.33%

Volatility (6M)

Calculated over the trailing 6-month period

26.20%

7.93%

+18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

37.67%

14.75%

+22.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.80%

13.22%

+19.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.80%

13.22%

+19.58%