CHPS vs. SOXQ
Compare and contrast key facts about Xtrackers Semiconductor Select Equity ETF (CHPS) and Invesco PHLX Semiconductor ETF (SOXQ).
CHPS and SOXQ 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. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021. Both CHPS and SOXQ 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 SOXQ.
Key characteristics
| CHPS | SOXQ | |
|---|---|---|
| YTD Return | 10.86% | 19.73% |
| 1Y Return | 33.68% | 44.83% |
| Sharpe Ratio | 1.18 | 1.40 |
| Sortino Ratio | 1.68 | 1.90 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 1.54 | 1.93 |
| Martin Ratio | 3.79 | 5.29 |
| Ulcer Index | 9.67% | 9.18% |
| Daily Std Dev | 30.96% | 34.64% |
| Max Drawdown | -23.80% | -46.01% |
| Current Drawdown | -17.96% | -15.73% |
Correlation
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.
Performance
CHPS vs. SOXQ - Performance Comparison
In the year-to-date period, CHPS achieves a 10.86% return, which is significantly lower than SOXQ's 19.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
CHPS vs. SOXQ - Dividend Comparison
CHPS's dividend yield for the trailing twelve months is around 0.99%, more than SOXQ's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.99% | 0.36% | 0.00% | 0.00% |
SOXQ Invesco PHLX Semiconductor ETF | 0.70% | 0.87% | 1.36% | 0.72% |
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.
Volatility
CHPS vs. SOXQ - Volatility Comparison
The current volatility for Xtrackers Semiconductor Select Equity ETF (CHPS) is 7.73%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 8.94%. 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.