CHPX vs. DTCR
CHPX (Global X AI Semiconductor & Quantum ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - CHPX is a Artificial Intelligence fund tracking the Global X AI Semiconductor & Quantum Index, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Their correlation of 0.80 means they have usually moved in the same direction. Both charge a 0.50% expense ratio.
Performance
CHPX vs. DTCR - Performance Comparison
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Returns By Period
In the year-to-date period, CHPX achieves a 60.49% return, which is significantly higher than DTCR's 30.53% return.
CHPX
- 1D
- 0.65%
- 1M
- -8.69%
- 6M
- 45.81%
- YTD
- 60.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DTCR
- 1D
- -0.90%
- 1M
- -3.58%
- 6M
- 12.55%
- YTD
- 30.53%
- 1Y
- 47.91%
- 3Y*
- 27.27%
- 5Y*
- 11.34%
- 10Y*
- —
- ALL TIME*
- 13.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.80M | $5.31M | $11.57M | |
| $22.41M | $38.68M | $44.72M |
CHPX vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHPX Global X AI Semiconductor & Quantum ETF | 60.49% | 6.91% |
DTCR Global X Data Center & Digital Infrastructure ETF | 30.53% | 3.69% |
Correlation
The correlation between CHPX and DTCR is 0.80, 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 | 0.80 |
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Return for Risk
CHPX vs. DTCR — Risk / Return Rank
CHPX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DTCR
CHPX vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.
| CHPX | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.55 | — |
| Martin ratioReturn relative to average drawdown | — | 8.11 | — |
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Drawdowns
CHPX vs. DTCR - Drawdown Comparison
The maximum CHPX drawdown since its inception was -27.10%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for CHPX and DTCR.
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Drawdown Indicators
| CHPX | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.10% | -38.98% | +11.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.88% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -20.92% | -15.15% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -12.26% | +6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.62% | — |
Volatility
CHPX vs. DTCR - Volatility Comparison
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Volatility by Period
| CHPX | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 44.96% | 24.75% | +20.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.96% | 22.50% | +22.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.96% | 22.25% | +22.71% |
CHPX vs. DTCR - Expense Ratio Comparison
Both CHPX and DTCR have an expense ratio of 0.50%.
Dividends
CHPX vs. DTCR - Dividend Comparison
CHPX's dividend yield for the trailing twelve months is around 0.04%, less than DTCR's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CHPX Global X AI Semiconductor & Quantum ETF | 0.04% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTCR Global X Data Center & Digital Infrastructure ETF | 0.90% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
Frequently Asked Questions
CHPX and DTCR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CHPX and DTCR have the same expense ratio: 0.50% per year.
DTCR has the higher dividend yield at 0.90%, compared with 0.04% for CHPX.
CHPX is categorized as Artificial Intelligence, while DTCR is REIT. CHPX tracks Global X AI Semiconductor & Quantum Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index.
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