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CHPX vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHPX vs. GDXW - Performance Comparison

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

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CHPX vs. GDXW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CHPX achieves a 7.94% return, which is significantly lower than GDXW's 11.12% return.


CHPX

1D
2.67%
1M
-3.46%
YTD
7.94%
6M
13.94%
1Y
3Y*
5Y*
10Y*

GDXW

1D
5.45%
1M
-20.83%
YTD
11.12%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHPX vs. GDXW - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is lower than GDXW's 0.99% expense ratio.


Return for Risk

CHPX vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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.


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

CHPX vs. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHPXGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.66

-0.81

Correlation

The correlation between CHPX and GDXW is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CHPX vs. GDXW - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.05%, less than GDXW's 22.06% yield.


Drawdowns

CHPX vs. GDXW - Drawdown Comparison

The maximum CHPX drawdown since its inception was -15.15%, smaller than the maximum GDXW drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for CHPX and GDXW.


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Drawdown Indicators


CHPXGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-36.83%

+21.68%

Current Drawdown

Current decline from peak

-7.82%

-21.72%

+13.90%

Average Drawdown

Average peak-to-trough decline

-4.60%

-8.28%

+3.68%

Volatility

CHPX vs. GDXW - Volatility Comparison


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Volatility by Period


CHPXGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.77%

64.19%

-28.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.77%

64.19%

-28.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.77%

64.19%

-28.42%