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CHPX vs. SOXQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. SOXQ - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with CHPX having a 60.49% return and SOXQ slightly lower at 59.97%.


CHPX

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

SOXQ

1D
0.15%
1M
-10.31%
6M
41.59%
YTD
59.97%
1Y
105.49%
3Y*
44.02%
5Y*
28.65%
10Y*
ALL TIME*
29.00%
*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
$219.33M$233.61M$278.30M

CHPX vs. SOXQ - Yearly Performance Comparison


Correlation

The correlation between CHPX and SOXQ is 0.93, 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

0.93

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Return for Risk

CHPX vs. SOXQ — 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.


SOXQ
SOXQ Risk / Return Rank: 8888
Overall Rank
SOXQ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 8383
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 8585
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 8989
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9191
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. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Invesco PHLX Semiconductor ETF (SOXQ). 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.


CHPXSOXQDifference
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

3.61

Martin ratioReturn relative to average drawdown

15.05

CHPX vs. SOXQ - Sharpe Ratio Comparison


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Drawdowns

CHPX vs. SOXQ - Drawdown Comparison

The maximum CHPX drawdown since its inception was -27.10%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for CHPX and SOXQ.


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Drawdown Indicators


CHPXSOXQDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-46.01%

+18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-28.56%

Max Drawdown (3Y)

Largest decline over 3 years

-39.36%

Max Drawdown (5Y)

Largest decline over 5 years

-46.01%

Current Drawdown

Current decline from peak

-20.92%

-22.64%

+1.72%

Average Drawdown

Average peak-to-trough decline

-5.30%

-12.92%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

Volatility

CHPX vs. SOXQ - Volatility Comparison


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Volatility by Period


CHPXSOXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.19%

Volatility (6M)

Calculated over the trailing 6-month period

37.70%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

43.52%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.96%

38.28%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.96%

37.93%

+7.03%

CHPX vs. SOXQ - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is higher than SOXQ's 0.19% expense ratio.


Dividends

CHPX vs. SOXQ - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.04%, less than SOXQ's 0.32% yield.


PositionTTM20252024202320222021
CHPX
Global X AI Semiconductor & Quantum ETF
0.04%0.06%0.00%0.00%0.00%0.00%
SOXQ
Invesco PHLX Semiconductor ETF
0.32%0.50%0.68%0.87%1.36%0.72%

Frequently Asked Questions


With a correlation of 0.93, CHPX and SOXQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SOXQ is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXQ is cheaper with a 0.19% expense ratio, compared with 0.50% for CHPX.

SOXQ has the higher dividend yield at 0.32%, compared with 0.04% for CHPX.

CHPX is categorized as Artificial Intelligence, while SOXQ is Semiconductors. CHPX tracks Global X AI Semiconductor & Quantum Index, while SOXQ tracks PHLX Semiconductor Sector Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for CHPX and 0.19% for SOXQ.

Portfolio Optimizer

Find the right allocation for CHPX and SOXQ

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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