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CHPX vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AI Semiconductor & Quantum ETF (CHPX) and iShares Core High Dividend ETF (HDV). 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 88.06% return, which is significantly higher than HDV's 14.07% return.


CHPX

1D
-7.33%
1M
8.43%
YTD
88.06%
6M
88.12%
1Y
3Y*
5Y*
10Y*

HDV

1D
1.33%
1M
-1.35%
YTD
14.07%
6M
14.08%
1Y
21.06%
3Y*
15.48%
5Y*
11.09%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHPX vs. HDV - Yearly Performance Comparison


Correlation

The correlation between CHPX and HDV is -0.16, 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 (All Time)
Calculated using the full available price history since Oct 1, 2025

-0.16

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Return for Risk

CHPX vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7373
Sortino Ratio Rank
HDV Omega Ratio Rank: 6262
Omega Ratio Rank
HDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
HDV Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHPX vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and iShares Core High Dividend ETF (HDV). 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.


CHPXHDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

4.09

Martin ratioReturn relative to average drawdown

11.19

CHPX vs. HDV - Sharpe Ratio Comparison


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Drawdowns

CHPX vs. HDV - Drawdown Comparison

The maximum CHPX drawdown since its inception was -15.15%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for CHPX and HDV.


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Drawdown Indicators


CHPXHDVDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-37.04%

+21.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-7.33%

-1.35%

-5.98%

Average Drawdown

Average peak-to-trough decline

-3.96%

-3.08%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

CHPX vs. HDV - Volatility Comparison


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Volatility by Period


CHPXHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

42.69%

9.93%

+32.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.69%

12.81%

+29.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.69%

15.73%

+26.96%

CHPX vs. HDV - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

CHPX vs. HDV - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.03%, less than HDV's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
CHPX
Global X AI Semiconductor & Quantum ETF
0.03%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDV
iShares Core High Dividend ETF
2.90%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Frequently Asked Questions


CHPX and HDV have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDV is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDV is cheaper with a 0.08% expense ratio, compared with 0.50% for CHPX.

HDV has the higher dividend yield at 2.90%, compared with 0.03% for CHPX.

CHPX is categorized as Semiconductors, while HDV is Dividend. CHPX tracks Global X AI Semiconductor & Quantum Index, while HDV tracks Morningstar Dividend Yield Focus Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for CHPX and 0.08% for HDV.

Portfolio Optimizer

Find the right allocation for CHPX and HDV

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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