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CHPX vs. CHPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AI Semiconductor & Quantum ETF (CHPX) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHPX achieves a 60.49% return, which is significantly lower than CHPS's 68.49% return.


CHPX

1D
0.65%
1M
-8.69%
6M
45.81%
YTD
60.49%
1Y
3Y*
5Y*
10Y*
ALL TIME*

CHPS

1D
0.66%
1M
-13.02%
6M
42.22%
YTD
68.49%
1Y
137.92%
3Y*
46.45%
5Y*
10Y*
ALL TIME*
46.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.30M$2.47M$3.85M
$4.80M$5.31M$11.57M

CHPX vs. CHPS - Yearly Performance Comparison


Correlation

The correlation between CHPX and CHPS is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.94

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Return for Risk

CHPX vs. CHPS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CHPS
CHPS Risk / Return Rank: 9292
Overall Rank
CHPS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9090
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9090
Omega Ratio Rank
CHPS Calmar Ratio Rank: 9292
Calmar Ratio Rank
CHPS Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CHPX vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHPXCHPSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

4.14

Martin ratioReturn relative to average drawdown

17.64

CHPX vs. CHPS - Sharpe Ratio Comparison


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Drawdowns

CHPX vs. CHPS - Drawdown Comparison

The maximum CHPX drawdown since its inception was -27.10%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for CHPX and CHPS.


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Drawdown Indicators


CHPXCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-39.44%

+12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-32.74%

Max Drawdown (3Y)

Largest decline over 3 years

-39.44%

Current Drawdown

Current decline from peak

-20.92%

-26.00%

+5.08%

Average Drawdown

Average peak-to-trough decline

-5.30%

-9.36%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

Volatility

CHPX vs. CHPS - Volatility Comparison


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Volatility by Period


CHPXCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

Volatility (6M)

Calculated over the trailing 6-month period

40.35%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

45.70%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.96%

37.29%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.96%

37.29%

+7.67%

CHPX vs. CHPS - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is higher than CHPS's 0.15% expense ratio.


Dividends

CHPX vs. CHPS - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.04%, less than CHPS's 0.39% yield.


PositionTTM202520242023
CHPS
Xtrackers Semiconductor Select Equity ETF
0.39%0.68%1.75%0.36%
CHPX
Global X AI Semiconductor & Quantum ETF
0.04%0.06%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, CHPX and CHPS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CHPS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHPS is cheaper with a 0.15% expense ratio, compared with 0.50% for CHPX.

CHPS has the higher dividend yield at 0.39%, compared with 0.04% for CHPX.

CHPX is categorized as Artificial Intelligence, while CHPS is Semiconductors. CHPX tracks Global X AI Semiconductor & Quantum Index, while CHPS tracks Solactive Semiconductor ESG Screened Index. They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.50% for CHPX and 0.15% for CHPS.

Portfolio Optimizer

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