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CHPX vs. SDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AI Semiconductor & Quantum ETF (CHPX) and Global X SuperDividend ETF (SDIV). 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 SDIV's 4.72% return.


CHPX

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

SDIV

1D
0.04%
1M
-2.85%
YTD
4.72%
6M
5.07%
1Y
20.36%
3Y*
14.94%
5Y*
-0.74%
10Y*
0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHPX vs. SDIV - Yearly Performance Comparison


Correlation

The correlation between CHPX and SDIV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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Return for Risk

CHPX vs. SDIV — 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.


SDIV
SDIV Risk / Return Rank: 5050
Overall Rank
SDIV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 4646
Sortino Ratio Rank
SDIV Omega Ratio Rank: 4545
Omega Ratio Rank
SDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
SDIV Martin Ratio Rank: 5252
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. SDIV - 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 SuperDividend ETF (SDIV). 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.


CHPXSDIVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

8.64

CHPX vs. SDIV - Sharpe Ratio Comparison


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Drawdowns

CHPX vs. SDIV - Drawdown Comparison

The maximum CHPX drawdown since its inception was -15.15%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for CHPX and SDIV.


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Drawdown Indicators


CHPXSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-56.90%

+41.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

Max Drawdown (5Y)

Largest decline over 5 years

-40.32%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-7.33%

-18.75%

+11.42%

Average Drawdown

Average peak-to-trough decline

-3.96%

-18.58%

+14.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

Volatility

CHPX vs. SDIV - Volatility Comparison


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Volatility by Period


CHPXSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

42.69%

12.69%

+30.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.69%

16.86%

+25.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.69%

18.93%

+23.76%

CHPX vs. SDIV - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Dividends

CHPX vs. SDIV - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.03%, less than SDIV's 9.34% 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%
SDIV
Global X SuperDividend ETF
9.34%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Frequently Asked Questions


CHPX and SDIV have a correlation of 0.34, 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 0.58% for SDIV.

SDIV has the higher dividend yield at 9.34%, compared with 0.03% for CHPX.

CHPX is categorized as Semiconductors, while SDIV is Global Equities. CHPX tracks Global X AI Semiconductor & Quantum Index, while SDIV tracks Solactive Global SuperDividend Index. Their fees differ too: 0.50% for CHPX and 0.58% for SDIV.

Portfolio Optimizer

Find the right allocation for CHPX and SDIV

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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