CHPS vs. USO
CHPS (Xtrackers Semiconductor Select Equity ETF) and USO (United States Oil Fund LP) are both exchange-traded funds - CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index - Benchmark TR Gross, while USO is a Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Both are passively managed. Over the past year, CHPS returned 223.67% vs 101.55% for USO. At a correlation of -0.03, they often move in opposite directions. CHPS charges 0.15%/yr vs 0.86%/yr for USO.
Performance
CHPS vs. USO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CHPS having a 107.97% return and USO slightly lower at 103.67%.
CHPS
- 1D
- 1.86%
- 1M
- 32.32%
- YTD
- 107.97%
- 6M
- 109.04%
- 1Y
- 223.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USO
- 1D
- 2.62%
- 1M
- -4.57%
- YTD
- 103.67%
- 6M
- 99.35%
- 1Y
- 101.55%
- 3Y*
- 29.98%
- 5Y*
- 24.41%
- 10Y*
- 4.07%
CHPS vs. USO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 107.97% | 58.47% | 7.75% | 10.88% |
USO United States Oil Fund LP | 103.67% | -8.46% | 13.35% | -3.53% |
Correlation
The correlation between CHPS and USO is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023 | -0.03 |
Over the past year, the inverse relationship between CHPS and USO has strengthened: their correlation has moved from -0.03 to -0.25, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
CHPS vs. USO — Risk / Return Rank
CHPS
USO
CHPS vs. USO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Semiconductor Select Equity ETF (CHPS) and United States Oil Fund LP (USO). 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 | USO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.38 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 12.87 | 5.01 | +7.86 |
| Martin ratioReturn relative to average drawdown | 49.99 | 9.42 | +40.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHPS | USO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.54 | 2.31 | +4.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.81 | -0.18 | +1.98 |
Drawdowns
CHPS vs. USO - Drawdown Comparison
The maximum CHPS drawdown since its inception was -39.44%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CHPS and USO.
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Drawdown Indicators
| CHPS | USO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.44% | -98.19% | +58.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | -20.39% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -86.75% | — |
Current DrawdownCurrent decline from peak | 0.00% | -85.01% | +85.01% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -75.30% | +66.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 10.82% | -6.32% |
Volatility
CHPS vs. USO - Volatility Comparison
Xtrackers Semiconductor Select Equity ETF (CHPS) and United States Oil Fund LP (USO) have volatilities of 14.18% and 14.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHPS | USO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 14.87% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 28.19% | 38.23% | -10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.43% | 44.20% | -9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 36.06% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 39.00% | -5.22% |
CHPS vs. USO - Expense Ratio Comparison
CHPS has a 0.15% expense ratio, which is lower than USO's 0.86% expense ratio.
Dividends
CHPS vs. USO - Dividend Comparison
CHPS's dividend yield for the trailing twelve months is around 0.32%, while USO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.32% | 0.68% | 1.75% | 0.36% |
USO United States Oil Fund LP | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHPS and USO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USO has higher volatility (14.87%) compared to CHPS (14.18%). In terms of maximum drawdown, CHPS dropped -39.44% vs USO's -98.19%.
On 1-year performance, CHPS leads with 223.67% vs 101.55% for USO. On fees, CHPS is cheaper at 0.15% per year. On volatility, CHPS has been the lower-risk option at 14.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CHPS has performed better with a 223.67% return vs 101.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CHPS is cheaper with a 0.15% expense ratio, compared with 0.86% for USO.
CHPS has the higher dividend yield at 0.32%, compared with 0.00% for USO.
CHPS is categorized as Semiconductors, while USO is Oil & Gas. CHPS tracks Solactive Semiconductor ESG Screened Index - Benchmark TR Gross, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Xtrackers and USCF. Their fees differ too: 0.15% for CHPS and 0.86% for USO.
CHPS currently has the higher Sharpe Ratio (6.54 vs 2.31), 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.
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