CHPX vs. SOXX
CHPX (Global X AI Semiconductor & Quantum ETF) and SOXX (iShares Semiconductor ETF) are both Semiconductors funds - CHPX tracks the Global X AI Semiconductor & Quantum Index while SOXX tracks the NYSE Semiconductor Index. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. CHPX charges 0.50%/yr vs 0.34%/yr for SOXX.
Performance
CHPX vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, CHPX achieves a 92.26% return, which is significantly lower than SOXX's 107.83% return.
CHPX
- 1D
- 2.92%
- 1M
- 5.32%
- YTD
- 92.26%
- 6M
- 92.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- 3.94%
- 1M
- 9.72%
- YTD
- 107.83%
- 6M
- 104.44%
- 1Y
- 164.79%
- 3Y*
- 57.87%
- 5Y*
- 34.72%
- 10Y*
- 37.13%
CHPX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHPX Global X AI Semiconductor & Quantum ETF | 92.26% | 6.91% |
SOXX iShares Semiconductor ETF | 107.83% | 11.24% |
Correlation
The correlation between CHPX and SOXX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.91 |
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Return for Risk
CHPX vs. SOXX — Risk / Return Rank
CHPX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXX
CHPX vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and iShares Semiconductor ETF (SOXX). 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.
| CHPX | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.59 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 10.52 | — |
| Martin ratioReturn relative to average drawdown | — | 37.47 | — |
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Drawdowns
CHPX vs. SOXX - Drawdown Comparison
The maximum CHPX drawdown since its inception was -15.15%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CHPX and SOXX.
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Drawdown Indicators
| CHPX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.15% | -70.21% | +55.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.77% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -5.26% | -4.55% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -19.93% | +15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.42% | — |
Volatility
CHPX vs. SOXX - Volatility Comparison
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Volatility by Period
| CHPX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 22.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.57% | 39.44% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.57% | 37.24% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.57% | 34.00% | +8.57% |
CHPX vs. SOXX - Expense Ratio Comparison
CHPX has a 0.50% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
CHPX vs. SOXX - Dividend Comparison
CHPX's dividend yield for the trailing twelve months is around 0.03%, less than SOXX's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares Semiconductor ETF | 0.23% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
With a correlation of 0.91, CHPX and SOXX 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, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SOXX is cheaper with a 0.34% expense ratio, compared with 0.50% for CHPX.
SOXX has the higher dividend yield at 0.23%, compared with 0.03% for CHPX.
CHPX tracks Global X AI Semiconductor & Quantum Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for CHPX and 0.34% for SOXX.
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