CME vs. CHPS
CME (CME Group Inc.) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past year, CME returned -11.31% vs 185.23% for CHPS. At a correlation of -0.20, they often move in opposite directions.
Performance
CME vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -12.68% return, which is significantly lower than CHPS's 105.66% return.
CME
- 1D
- -4.37%
- 1M
- -20.04%
- YTD
- -12.68%
- 6M
- -13.72%
- 1Y
- -11.31%
- 3Y*
- 13.19%
- 5Y*
- 5.56%
- 10Y*
- 13.40%
CHPS
- 1D
- -0.97%
- 1M
- 12.97%
- YTD
- 105.66%
- 6M
- 105.80%
- 1Y
- 185.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CME vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CME CME Group Inc. | -12.68% | 19.83% | 15.41% | 20.33% |
CHPS Xtrackers Semiconductor Select Equity ETF | 105.66% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between CME and CHPS is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | -0.21 |
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Return for Risk
CME vs. CHPS — Risk / Return Rank
CME
CHPS
CME vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.
| CME | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.22 | ||
| Sortino ratioReturn per unit of downside risk | -5.07 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.63 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 10.66 | -11.08 |
| Martin ratioReturn relative to average drawdown | -1.49 | 39.00 | -40.49 |
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Drawdowns
CME vs. CHPS - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for CME and CHPS.
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Drawdown Indicators
| CME | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -39.44% | -38.06% |
Max Drawdown (1Y)Largest decline over 1 year | -26.96% | -17.50% | -9.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | — | — |
Current DrawdownCurrent decline from peak | -26.96% | -9.68% | -17.28% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -9.08% | -11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 4.77% | +2.84% |
Volatility
CME vs. CHPS - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.55%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 22.69%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.55% | 22.69% | -12.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 34.28% | -16.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 39.83% | -18.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 35.51% | -15.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 35.51% | -11.50% |
Dividends
CME vs. CHPS - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.86%, more than CHPS's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.32% | 0.68% | 1.75% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CME CME Group Inc. | 4.86% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Frequently Asked Questions
CME and CHPS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (22.69%) compared to CME (10.55%). In terms of maximum drawdown, CME dropped -77.50% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (4.70 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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