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CHPX vs. GPTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AI Semiconductor & Quantum ETF (CHPX) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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 higher than GPTY's 19.03% return.


CHPX

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

GPTY

1D
0.97%
1M
-3.52%
6M
19.40%
YTD
19.03%
1Y
30.09%
3Y*
5Y*
10Y*
ALL TIME*
24.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.80M$5.31M$11.57M
$1.83M$1.93M$2.58M

CHPX vs. GPTY - Yearly Performance Comparison


Correlation

The correlation between CHPX and GPTY is 0.85, 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

0.85

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Return for Risk

CHPX vs. GPTY — 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.


GPTY
GPTY Risk / Return Rank: 3838
Overall Rank
GPTY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GPTY Sortino Ratio Rank: 3939
Sortino Ratio Rank
GPTY Omega Ratio Rank: 3838
Omega Ratio Rank
GPTY Calmar Ratio Rank: 3939
Calmar Ratio Rank
GPTY Martin Ratio Rank: 3333
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. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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.


CHPXGPTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

3.16

CHPX vs. GPTY - Sharpe Ratio Comparison


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Drawdowns

CHPX vs. GPTY - Drawdown Comparison

The maximum CHPX drawdown since its inception was -27.10%, roughly equal to the maximum GPTY drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for CHPX and GPTY.


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Drawdown Indicators


CHPXGPTYDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-26.62%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

Current Drawdown

Current decline from peak

-20.92%

-13.94%

-6.98%

Average Drawdown

Average peak-to-trough decline

-5.30%

-6.85%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.35%

Volatility

CHPX vs. GPTY - Volatility Comparison


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Volatility by Period


CHPXGPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

Volatility (6M)

Calculated over the trailing 6-month period

22.61%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

27.40%

+17.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.96%

29.87%

+15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.96%

29.87%

+15.09%

CHPX vs. GPTY - Expense Ratio Comparison

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


Dividends

CHPX vs. GPTY - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.04%, less than GPTY's 39.00% yield.


Frequently Asked Questions


CHPX and GPTY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHPX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHPX is cheaper with a 0.50% expense ratio, compared with 0.99% for GPTY.

GPTY has the higher dividend yield at 39.00%, compared with 0.04% for CHPX.

They also come from different issuers: Global X and YieldMax. Their fees differ too: 0.50% for CHPX and 0.99% for GPTY.

Portfolio Optimizer

Find the right allocation for CHPX and GPTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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