CHPX vs. SEMI

Last updated Apr 2, 2026

Compare and contrast key facts about Global X AI Semiconductor & Quantum ETF (CHPX) and Columbia Select Technology ETF (SEMI).

CHPX and SEMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHPX is a passively managed fund by Global X that tracks the performance of the Global X AI Semiconductor & Quantum Index. It was launched on Sep 30, 2025. SEMI is an actively managed fund by Columbia. It was launched on Mar 29, 2022.

Performance

CHPX vs. SEMI - Performance Comparison

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

CHPX vs. SEMI - Yearly Performance Comparison

	2026 (YTD)	2025
CHPX Global X AI Semiconductor & Quantum ETF	7.94%	5.55%
SEMI Columbia Select Technology ETF	-4.20%	1.59%

Returns By Period

In the year-to-date period, CHPX achieves a 7.94% return, which is significantly higher than SEMI's -4.20% return.

CHPX

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

SEMI

• 1D: 1.64%
• 1M: -4.22%
• YTD: -4.20%
• 6M: -2.68%
• 1Y: 38.05%
• 3Y*: 18.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHPX vs. SEMI - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is lower than SEMI's 0.75% expense ratio.

SEMI

Columbia Select Technology ETF

CHPX

Global X AI Semiconductor & Quantum ETF

Return for Risk

CHPX vs. SEMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEMI

SEMI Risk / Return Rank: 77
SEMI Sharpe Ratio Rank: 73
SEMI Sortino Ratio Rank: 76
SEMI Omega Ratio Rank: 72
SEMI Calmar Ratio Rank: 86
SEMI Martin Ratio Rank: 81

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. SEMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Columbia Select Technology ETF (SEMI). 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.

Sharpe Ratios by Period

	CHPX	SEMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.38	+0.47

Correlation

The correlation between CHPX and SEMI is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CHPX vs. SEMI - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.05%, less than SEMI's 4.68% yield.

	TTM	2025	2024	2023	2022
CHPX Global X AI Semiconductor & Quantum ETF	0.05%	0.06%	0.00%	0.00%	0.00%
SEMI Columbia Select Technology ETF	4.68%	4.48%	0.96%	0.87%	0.67%

Drawdowns

CHPX vs. SEMI - Drawdown Comparison

The maximum CHPX drawdown since its inception was -15.15%, smaller than the maximum SEMI drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for CHPX and SEMI.

Drawdown Indicators

	CHPX	SEMI	Difference
Max Drawdown Largest peak-to-trough decline	-15.15%	-32.93%	+17.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.41%	—
Current Drawdown Current decline from peak	-7.82%	-8.86%	+1.04%
Average Drawdown Average peak-to-trough decline	-4.60%	-9.62%	+5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.15%	—

Volatility

Volatility by Period

	CHPX	SEMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.77%	28.36%	+7.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.77%	31.84%	+3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.77%	31.84%	+3.93%