DAT vs. CHPS

Last updated Jun 4, 2026

DAT (ProShares Big Data Refiners ETF) and CHPS (Xtrackers Semiconductor Select Equity ETF) are both exchange-traded funds - DAT is a Technology Equities fund tracking the FactSet Big Data Refiners Index, while CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index - Benchmark TR Gross. Both are passively managed. Over the past year, DAT returned -3.73% vs 223.67% for CHPS. A 0.51 correlation means they provide meaningful diversification when combined. DAT charges 0.58%/yr vs 0.15%/yr for CHPS.

Performance

DAT vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Big Data Refiners ETF (DAT) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAT achieves a -3.11% return, which is significantly lower than CHPS's 107.97% return.

DAT

• 1D: -4.79%
• 1M: 16.04%
• YTD: -3.11%
• 6M: -3.15%
• 1Y: -3.73%
• 3Y*: 16.04%
• 5Y*: —
• 10Y*: —

CHPS

• 1D: 1.86%
• 1M: 32.32%
• YTD: 107.97%
• 6M: 109.04%
• 1Y: 223.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DAT vs. CHPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DAT ProShares Big Data Refiners ETF	-3.11%	3.49%	33.22%	7.63%
CHPS Xtrackers Semiconductor Select Equity ETF	107.97%	58.47%	7.75%	10.88%

Correlation

The correlation between DAT and CHPS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023	0.51

The correlation between DAT and CHPS shifts across timeframes, from 0.32 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

DAT vs. CHPS - Sectors Allocation Comparison

Sectors	DAT	CHPS
Technology	97.1%	98.8%
Communication Services	2.2%	-
Utilities	1.2%	-
Healthcare	0.8%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	0.5%
Financial Services	-	0.2%
Industrials	-	0.4%
Real Estate	-	-

Return for Risk

DAT vs. CHPS — Risk / Return Rank

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

DAT

DAT Risk / Return Rank: 8
DAT Sharpe Ratio Rank: 7
DAT Sortino Ratio Rank: 8
DAT Omega Ratio Rank: 8
DAT Calmar Ratio Rank: 8
DAT Martin Ratio Rank: 8

CHPS

CHPS Risk / Return Rank: 97
CHPS Sharpe Ratio Rank: 99
CHPS Sortino Ratio Rank: 97
CHPS Omega Ratio Rank: 96
CHPS Calmar Ratio Rank: 98
CHPS Martin Ratio Rank: 97

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.

DAT vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.

	DAT	CHPS	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	6.54	-6.67
Sortino ratio: Return per unit of downside risk	0.03	6.07	-6.04
Omega ratio: Gain probability vs. loss probability	1.00	1.81	-0.81
Calmar ratio: Return relative to maximum drawdown	-0.11	12.87	-12.98
Martin ratio: Return relative to average drawdown	-0.25	49.99	-50.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAT vs. CHPS - Sharpe Ratio Comparison

The current DAT Sharpe Ratio is -0.13, which is lower than the CHPS Sharpe Ratio of 6.54. The chart below compares the historical Sharpe Ratios of DAT and CHPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DAT	CHPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	6.54	-6.67
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	1.81	-1.76

Drawdowns

DAT vs. CHPS - Drawdown Comparison

The maximum DAT drawdown since its inception was -56.22%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for DAT and CHPS.

Drawdown Indicators

	DAT	CHPS	Difference
Max Drawdown Largest peak-to-trough decline	-56.22%	-39.44%	-16.78%
Max Drawdown (1Y) Largest decline over 1 year	-34.70%	-17.50%	-17.20%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	—	—
Current Drawdown Current decline from peak	-10.08%	0.00%	-10.08%
Average Drawdown Average peak-to-trough decline	-26.23%	-9.16%	-17.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.10%	4.50%	+10.60%

Volatility

DAT vs. CHPS - Volatility Comparison

ProShares Big Data Refiners ETF (DAT) and Xtrackers Semiconductor Select Equity ETF (CHPS) have volatilities of 13.55% and 14.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAT	CHPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.55%	14.18%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	25.18%	28.19%	-3.01%
Volatility (1Y) Calculated over the trailing 1-year period	29.78%	34.43%	-4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.02%	33.78%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.02%	33.78%	+0.24%

DAT vs. CHPS - Expense Ratio Comparison

DAT has a 0.58% expense ratio, which is higher than CHPS's 0.15% expense ratio.

Dividends

DAT vs. CHPS - Dividend Comparison

DAT has not paid dividends to shareholders, while CHPS's dividend yield for the trailing twelve months is around 0.32%.

Position	TTM	2025	2024	2023
CHPS Xtrackers Semiconductor Select Equity ETF	0.32%	0.68%	1.75%	0.36%
DAT ProShares Big Data Refiners ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DAT and CHPS in my portfolio?

DAT and CHPS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAT or CHPS?

CHPS has higher volatility (14.18%) compared to DAT (13.55%). In terms of maximum drawdown, DAT dropped -56.22% vs CHPS's -39.44%.

Which ETF is better, DAT or CHPS?

On 1-year performance, CHPS leads with 223.67% vs -3.73% for DAT. On fees, CHPS is cheaper at 0.15% per year. On volatility, DAT has been the lower-risk option at 13.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAT or CHPS?

Over the 1-year period, CHPS has performed better with a 223.67% return vs -3.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAT or CHPS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.58% for DAT.

Which ETF pays a higher dividend yield, DAT or CHPS?

CHPS has the higher dividend yield at 0.32%, compared with 0.00% for DAT.

What is the main difference between DAT and CHPS?

DAT is categorized as Technology Equities, while CHPS is Semiconductors. DAT tracks FactSet Big Data Refiners Index, while CHPS tracks Solactive Semiconductor ESG Screened Index - Benchmark TR Gross. They also come from different issuers: ProShares and Xtrackers. Their fees differ too: 0.58% for DAT and 0.15% for CHPS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (6.54 vs -0.13), 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.