FDN.TO vs. XCHP.TO
FDN.TO (First Trust Dow Jones Internet ETF) and XCHP.TO (iShares Semiconductor Index ETF) are both exchange-traded funds - FDN.TO is a Technology Equities fund tracking the Dow Jones Internet Composite Index, while XCHP.TO is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past year, FDN.TO returned 6.45% vs 131.02% for XCHP.TO. At a 0.29 correlation, their price movements are largely independent.
Performance
FDN.TO vs. XCHP.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FDN.TO achieves a 4.51% return, which is significantly lower than XCHP.TO's 88.75% return.
FDN.TO
- 1D
- 0.35%
- 1M
- 5.14%
- 6M
- 6.20%
- YTD
- 4.51%
- 1Y
- 6.45%
- 3Y*
- 19.77%
- 5Y*
- 4.92%
- 10Y*
- 3.50%
XCHP.TO
- 1D
- -2.39%
- 1M
- -11.18%
- 6M
- 70.16%
- YTD
- 88.75%
- 1Y
- 131.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDN.TO vs. XCHP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDN.TO First Trust Dow Jones Internet ETF | 4.51% | 5.45% | 41.28% | 7.60% |
XCHP.TO iShares Semiconductor Index ETF | 88.75% | 32.93% | 21.39% | 15.07% |
Correlation
The correlation between FDN.TO and XCHP.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.29 |
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Return for Risk
FDN.TO vs. XCHP.TO — Risk / Return Rank
FDN.TO
XCHP.TO
FDN.TO vs. XCHP.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet ETF (FDN.TO) and iShares Semiconductor Index ETF (XCHP.TO). 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.
| FDN.TO | XCHP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.46 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 8.33 | -8.03 |
| Martin ratioReturn relative to average drawdown | 0.68 | 26.14 | -25.46 |
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Drawdowns
FDN.TO vs. XCHP.TO - Drawdown Comparison
The maximum FDN.TO drawdown since its inception was -50.44%, which is greater than XCHP.TO's maximum drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for FDN.TO and XCHP.TO.
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Drawdown Indicators
| FDN.TO | XCHP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.44% | -39.06% | -11.38% |
Max Drawdown (1Y)Largest decline over 1 year | -21.40% | -15.82% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.44% | — | — |
Current DrawdownCurrent decline from peak | -3.22% | -15.82% | +12.60% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -8.23% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 5.03% | +4.41% |
Volatility
FDN.TO vs. XCHP.TO - Volatility Comparison
The current volatility for First Trust Dow Jones Internet ETF (FDN.TO) is 5.14%, while iShares Semiconductor Index ETF (XCHP.TO) has a volatility of 22.39%. This indicates that FDN.TO experiences smaller price fluctuations and is considered to be less risky than XCHP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDN.TO | XCHP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 22.39% | -17.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 35.90% | -19.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 41.78% | -22.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 39.04% | -12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 39.04% | -17.89% |
Dividends
FDN.TO vs. XCHP.TO - Dividend Comparison
FDN.TO has not paid dividends to shareholders, while XCHP.TO's dividend yield for the trailing twelve months is around 0.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDN.TO First Trust Dow Jones Internet ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.65% | 5.69% | 1.47% | 1.40% | 1.76% | 1.51% | 1.50% |
XCHP.TO iShares Semiconductor Index ETF | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDN.TO and XCHP.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDN.TO is categorized as Technology Equities, while XCHP.TO is Semiconductors. FDN.TO tracks Dow Jones Internet Composite Index, while XCHP.TO tracks NYSE Semiconductor Index. They also come from different issuers: First Trust and iShares.
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