ESMV vs. CHPS
ESMV (iShares ESG MSCI USA Min Vol Factor ETF) and CHPS (Xtrackers Semiconductor Select Equity ETF) are both exchange-traded funds - ESMV is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross, while CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Both are passively managed. Over the past year, ESMV returned 7.58% vs 231.91% for CHPS. At a 0.41 correlation, their price movements are largely independent. ESMV charges 0.18%/yr vs 0.15%/yr for CHPS.
Performance
ESMV vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, ESMV achieves a 4.29% return, which is significantly lower than CHPS's 127.70% return.
ESMV
- 1D
- 0.04%
- 1M
- -0.39%
- YTD
- 4.29%
- 6M
- 3.63%
- 1Y
- 7.58%
- 3Y*
- 10.53%
- 5Y*
- —
- 10Y*
- —
CHPS
- 1D
- 2.67%
- 1M
- 25.08%
- YTD
- 127.70%
- 6M
- 129.64%
- 1Y
- 231.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESMV vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 4.29% | 5.34% | 13.06% | 6.03% |
CHPS Xtrackers Semiconductor Select Equity ETF | 127.70% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between ESMV and CHPS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.41 |
The correlation between ESMV and CHPS shifts across timeframes, from 0.28 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESMV vs. CHPS — Risk / Return Rank
ESMV
CHPS
ESMV vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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.
| ESMV | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.28 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.75 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 13.35 | -12.26 |
| Martin ratioReturn relative to average drawdown | 3.32 | 49.59 | -46.28 |
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Drawdowns
ESMV vs. CHPS - Drawdown Comparison
The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for ESMV and CHPS.
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Drawdown Indicators
| ESMV | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -39.44% | +19.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -17.50% | +10.49% |
Max Drawdown (3Y)Largest decline over 3 years | -12.16% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | 0.00% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -9.08% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 4.70% | -2.41% |
Volatility
ESMV vs. CHPS - Volatility Comparison
The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 2.82%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 20.16%. This indicates that ESMV 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
| ESMV | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 20.16% | -17.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 32.86% | -26.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 38.78% | -28.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 35.16% | -21.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 35.16% | -21.95% |
ESMV vs. CHPS - Expense Ratio Comparison
ESMV has a 0.18% expense ratio, which is higher than CHPS's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESMV vs. CHPS - Dividend Comparison
ESMV's dividend yield for the trailing twelve months is around 1.54%, more than CHPS's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.29% | 0.68% | 1.75% | 0.36% | 0.00% | 0.00% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.54% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% |
Frequently Asked Questions
ESMV and CHPS 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.
CHPS has higher volatility (20.16%) compared to ESMV (2.82%). In terms of maximum drawdown, ESMV dropped -19.77% vs CHPS's -39.44%.
On 1-year performance, CHPS leads with 231.91% vs 7.58% for ESMV. On fees, CHPS is cheaper at 0.15% per year. On volatility, ESMV has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CHPS has performed better with a 231.91% return vs 7.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CHPS is cheaper with a 0.15% expense ratio, compared with 0.18% for ESMV.
ESMV has the higher dividend yield at 1.54%, compared with 0.29% for CHPS.
ESMV is categorized as Large Cap Blend Equities, while CHPS is Semiconductors. ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross, while CHPS tracks Solactive Semiconductor ESG Screened Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESMV and 0.15% for CHPS.
CHPS currently has the higher Sharpe Ratio (6.03 vs 0.75), 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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