CHPS vs. USCA

Last updated Jun 5, 2026

CHPS (Xtrackers Semiconductor Select Equity ETF) and USCA (Xtrackers MSCI USA Climate Action Equity ETF) are both exchange-traded funds - CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index, while USCA is a Large Cap Blend Equities fund tracking the MSCI USA Climate Action Index - Benchmark TR Gross. Both are passively managed. Over the past year, CHPS returned 211.40% vs 21.47% for USCA. A 0.71 correlation means they provide meaningful diversification when combined. CHPS charges 0.15%/yr vs 0.07%/yr for USCA.

Performance

CHPS vs. USCA - Performance Comparison

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

Returns By Period

In the year-to-date period, CHPS achieves a 103.69% return, which is significantly higher than USCA's 7.54% return.

CHPS

• 1D: -2.06%
• 1M: 23.46%
• YTD: 103.69%
• 6M: 107.58%
• 1Y: 211.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USCA

• 1D: 0.46%
• 1M: 4.36%
• YTD: 7.54%
• 6M: 7.35%
• 1Y: 21.47%
• 3Y*: 20.91%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHPS vs. USCA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	103.69%	58.47%	7.75%	10.88%
USCA Xtrackers MSCI USA Climate Action Equity ETF	7.54%	14.24%	27.24%	6.89%

Correlation

The correlation between CHPS and USCA is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023	0.71

The correlation between CHPS and USCA has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

CHPS vs. USCA - Sectors Allocation Comparison

Sectors	CHPS	USCA
Technology	98.8%	29.4%
Energy	0.5%	3.5%
Industrials	0.4%	7.0%
Financial Services	0.2%	13.6%
Basic Materials	-	1.9%
Communication Services	-	12.7%
Consumer Cyclical	-	11.9%
Consumer Defensive	-	4.7%
Healthcare	-	10.7%
Real Estate	-	2.3%
Utilities	-	2.4%

Return for Risk

CHPS vs. USCA — Risk / Return Rank

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

CHPS

CHPS Risk / Return Rank: 97
CHPS Sharpe Ratio Rank: 98
CHPS Sortino Ratio Rank: 96
CHPS Omega Ratio Rank: 96
CHPS Calmar Ratio Rank: 97
CHPS Martin Ratio Rank: 97

USCA

USCA Risk / Return Rank: 50
USCA Sharpe Ratio Rank: 53
USCA Sortino Ratio Rank: 52
USCA Omega Ratio Rank: 52
USCA Calmar Ratio Rank: 43
USCA Martin Ratio Rank: 50

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. USCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and Xtrackers MSCI USA Climate Action Equity ETF (USCA). 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.

	CHPS	USCA	Difference
Sharpe ratio: Return per unit of total volatility	6.17	1.79	+4.39
Sortino ratio: Return per unit of downside risk	5.85	2.48	+3.37
Omega ratio: Gain probability vs. loss probability	1.78	1.32	+0.46
Calmar ratio: Return relative to maximum drawdown	12.16	2.10	+10.06
Martin ratio: Return relative to average drawdown	47.22	8.33	+38.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHPS vs. USCA - Sharpe Ratio Comparison

The current CHPS Sharpe Ratio is 6.17, which is higher than the USCA Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of CHPS and USCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHPS	USCA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.17	1.79	+4.39
Sharpe Ratio (All Time) Calculated using the full available price history	1.77	1.50	+0.27

Drawdowns

CHPS vs. USCA - Drawdown Comparison

The maximum CHPS drawdown since its inception was -39.44%, which is greater than USCA's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for CHPS and USCA.

Drawdown Indicators

	CHPS	USCA	Difference
Max Drawdown Largest peak-to-trough decline	-39.44%	-19.14%	-20.30%
Max Drawdown (1Y) Largest decline over 1 year	-17.50%	-10.25%	-7.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.14%	—
Current Drawdown Current decline from peak	-2.06%	-0.36%	-1.70%
Average Drawdown Average peak-to-trough decline	-9.15%	-2.16%	-6.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	2.58%	+1.92%

Volatility

CHPS vs. USCA - Volatility Comparison

Xtrackers Semiconductor Select Equity ETF (CHPS) has a higher volatility of 14.07% compared to Xtrackers MSCI USA Climate Action Equity ETF (USCA) at 2.85%. This indicates that CHPS's price experiences larger fluctuations and is considered to be riskier than USCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHPS	USCA	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.07%	2.85%	+11.22%
Volatility (6M) Calculated over the trailing 6-month period	28.29%	9.08%	+19.21%
Volatility (1Y) Calculated over the trailing 1-year period	34.50%	12.08%	+22.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.78%	14.75%	+19.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.78%	14.75%	+19.03%

CHPS vs. USCA - Expense Ratio Comparison

CHPS has a 0.15% expense ratio, which is higher than USCA's 0.07% 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%.

Dividends

CHPS vs. USCA - Dividend Comparison

CHPS's dividend yield for the trailing twelve months is around 0.33%, less than USCA's 1.08% yield.

Position	TTM	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	0.33%	0.68%	1.75%	0.36%
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.08%	1.14%	1.22%	1.15%

Frequently Asked Questions

Can I hold both CHPS and USCA in my portfolio?

CHPS and USCA have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHPS or USCA?

CHPS has higher volatility (14.07%) compared to USCA (2.85%). In terms of maximum drawdown, CHPS dropped -39.44% vs USCA's -19.14%.

Which ETF is better, CHPS or USCA?

On 1-year performance, CHPS leads with 211.40% vs 21.47% for USCA. On fees, USCA is cheaper at 0.07% per year. On volatility, USCA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CHPS or USCA?

Over the 1-year period, CHPS has performed better with a 211.40% return vs 21.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CHPS or USCA?

USCA is cheaper with a 0.07% expense ratio, compared with 0.15% for CHPS.

Which ETF pays a higher dividend yield, CHPS or USCA?

USCA has the higher dividend yield at 1.08%, compared with 0.33% for CHPS.

What is the main difference between CHPS and USCA?

CHPS is categorized as Semiconductors, while USCA is Large Cap Blend Equities. CHPS tracks Solactive Semiconductor ESG Screened Index, while USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross. Their fees differ too: 0.15% for CHPS and 0.07% for USCA.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (6.17 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.