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

Performance

CHPS vs. SOXQ - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-12.93%
-4.35%
CHPS
SOXQ

Returns By Period

In the year-to-date period, CHPS achieves a 6.00% return, which is significantly lower than SOXQ's 17.75% return.


CHPS

YTD

6.00%

1M

-6.80%

6M

-12.93%

1Y

18.30%

5Y (annualized)

N/A

10Y (annualized)

N/A

SOXQ

YTD

17.75%

1M

-6.33%

6M

-4.45%

1Y

31.82%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CHPSSOXQ
Sharpe Ratio0.530.84
Sortino Ratio0.911.30
Omega Ratio1.121.17
Calmar Ratio0.691.17
Martin Ratio1.573.03
Ulcer Index10.46%9.70%
Daily Std Dev30.95%34.78%
Max Drawdown-23.80%-46.01%
Current Drawdown-21.56%-17.13%

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CHPS vs. SOXQ - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is higher than SOXQ's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


CHPS
Xtrackers Semiconductor Select Equity ETF
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%
Expense ratio chart for SOXQ: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between CHPS and SOXQ is 0.97, 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. SOXQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Invesco PHLX Semiconductor ETF (SOXQ). 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 0.53, compared to the broader market0.002.004.000.530.84
The chart of Sortino ratio for CHPS, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.0012.000.911.30
The chart of Omega ratio for CHPS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.17
The chart of Calmar ratio for CHPS, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.691.17
The chart of Martin ratio for CHPS, currently valued at 1.57, compared to the broader market0.0020.0040.0060.0080.00100.001.573.03
CHPS
SOXQ

The current CHPS Sharpe Ratio is 0.53, which is lower than the SOXQ Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CHPS and SOXQ, 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 Ratio0.501.001.502.00Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
0.53
0.84
CHPS
SOXQ

Dividends

CHPS vs. SOXQ - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 1.04%, more than SOXQ's 0.71% yield.


TTM202320222021
CHPS
Xtrackers Semiconductor Select Equity ETF
1.04%0.36%0.00%0.00%
SOXQ
Invesco PHLX Semiconductor ETF
0.71%0.87%1.36%0.73%

Drawdowns

CHPS vs. SOXQ - Drawdown Comparison

The maximum CHPS drawdown since its inception was -23.80%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for CHPS and SOXQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.56%
-17.13%
CHPS
SOXQ

Volatility

CHPS vs. SOXQ - Volatility Comparison

The current volatility for Xtrackers Semiconductor Select Equity ETF (CHPS) is 7.54%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 9.28%. This indicates that CHPS experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
7.54%
9.28%
CHPS
SOXQ