CME vs. FTXL
CME (CME Group Inc.) is a stock, while FTXL (First Trust Nasdaq Semiconductor ETF) is Semiconductors fund tracking the Nasdaq U.S. Smart Semiconductor Index. Over the past 5 years, CME returned 5.56%/yr vs 33.21%/yr for FTXL. At a 0.11 correlation, their price movements are largely independent.
Performance
CME vs. FTXL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CME achieves a -12.68% return, which is significantly lower than FTXL's 109.64% 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%
FTXL
- 1D
- -0.65%
- 1M
- 9.52%
- YTD
- 109.64%
- 6M
- 106.11%
- 1Y
- 187.31%
- 3Y*
- 59.62%
- 5Y*
- 33.21%
- 10Y*
- —
CME vs. FTXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -12.68% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
FTXL First Trust Nasdaq Semiconductor ETF | 109.64% | 48.94% | 7.59% | 54.41% | -33.88% | 36.04% | 46.08% | 61.77% | -14.47% | 32.19% |
Correlation
The correlation between CME and FTXL is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.11 |
The correlation between CME and FTXL shifts across timeframes, from -0.28 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CME vs. FTXL — Risk / Return Rank
CME
FTXL
CME vs. FTXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and First Trust Nasdaq Semiconductor ETF (FTXL). 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 | FTXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.92 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.61 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 12.99 | -13.41 |
| Martin ratioReturn relative to average drawdown | -1.49 | 44.59 | -46.08 |
Loading charts...
Drawdowns
CME vs. FTXL - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than FTXL's maximum drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for CME and FTXL.
Loading charts...
Drawdown Indicators
| CME | FTXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -43.87% | -33.63% |
Max Drawdown (1Y)Largest decline over 1 year | -26.96% | -14.51% | -12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -26.96% | -41.57% | +14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -43.87% | +12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | — | — |
Current DrawdownCurrent decline from peak | -26.96% | -8.59% | -18.37% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -10.53% | -10.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 4.22% | +3.39% |
Volatility
CME vs. FTXL - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.55%, while First Trust Nasdaq Semiconductor ETF (FTXL) has a volatility of 22.63%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than FTXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CME | FTXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.55% | 22.63% | -12.08% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 34.58% | -16.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 40.92% | -19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 37.11% | -16.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 34.76% | -10.75% |
Dividends
CME vs. FTXL - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.86%, more than FTXL's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTXL First Trust Nasdaq Semiconductor ETF | 0.13% | 0.28% | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.12% | 0.00% |
Frequently Asked Questions
CME and FTXL have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTXL has higher volatility (22.63%) compared to CME (10.55%). In terms of maximum drawdown, CME dropped -77.50% vs FTXL's -43.87%.
FTXL currently has the higher Sharpe Ratio (4.62 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.
Find the right allocation for CME and FTXL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer