CHPX vs. SOXX

Last updated Apr 1, 2026

Compare and contrast key facts about Global X AI Semiconductor & Quantum ETF (CHPX) and iShares Semiconductor ETF (SOXX).

CHPX and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both CHPX and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CHPX vs. SOXX - Performance Comparison

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

CHPX vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025
CHPX Global X AI Semiconductor & Quantum ETF	5.14%	5.55%
SOXX iShares Semiconductor ETF	9.20%	9.14%

Returns By Period

In the year-to-date period, CHPX achieves a 5.14% return, which is significantly lower than SOXX's 9.20% return.

CHPX

• 1D: 5.81%
• 1M: -7.36%
• YTD: 5.14%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXX

• 1D: 6.09%
• 1M: -6.65%
• YTD: 9.20%
• 6M: 21.48%
• 1Y: 75.78%
• 3Y*: 31.31%
• 5Y*: 18.49%
• 10Y*: 28.01%

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

CHPX vs. SOXX - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is higher than SOXX's 0.34% expense ratio.

CHPX

Global X AI Semiconductor & Quantum ETF

SOXX

iShares Semiconductor ETF

Return for Risk

CHPX vs. SOXX — Risk / Return Rank

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

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 91
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

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. 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CHPX	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.37	+0.30

Correlation

The correlation between CHPX and SOXX is 0.91, 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. SOXX - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.05%, less than SOXX's 0.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHPX Global X AI Semiconductor & Quantum ETF	0.05%	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	0.51%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%

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.

Drawdown Indicators

	CHPX	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-15.15%	-70.21%	+55.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.75%	—
Current Drawdown Current decline from peak	-10.22%	-10.64%	+0.42%
Average Drawdown Average peak-to-trough decline	-4.58%	-20.10%	+15.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.90%	—

Volatility

Volatility by Period

	CHPX	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.27%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.73%	40.03%	-4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.73%	35.49%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.73%	32.98%	+2.75%