FEDM vs. CHPS
Compare and contrast key facts about FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Xtrackers Semiconductor Select Equity ETF (CHPS).
FEDM and CHPS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. CHPS is a passively managed fund by Xtrackers that tracks the performance of the Solactive Semiconductor ESG Screened Index - Benchmark TR Gross. It was launched on Jul 12, 2023. Both FEDM and CHPS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FEDM vs. CHPS - Performance Comparison
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FEDM vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 0.51% | 26.85% | 2.85% | 3.10% |
CHPS Xtrackers Semiconductor Select Equity ETF | 15.56% | 58.47% | 7.75% | 10.88% |
Returns By Period
In the year-to-date period, FEDM achieves a 0.51% return, which is significantly lower than CHPS's 15.56% return.
FEDM
- 1D
- 1.27%
- 1M
- -5.09%
- YTD
- 0.51%
- 6M
- 3.68%
- 1Y
- 20.30%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
CHPS
- 1D
- 2.99%
- 1M
- -5.73%
- YTD
- 15.56%
- 6M
- 33.65%
- 1Y
- 100.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FEDM vs. CHPS - Expense Ratio Comparison
FEDM has a 0.12% expense ratio, which is lower than CHPS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FEDM vs. CHPS — Risk / Return Rank
FEDM
CHPS
FEDM vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) 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.
| FEDM | CHPS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.68 | -1.58 |
Sortino ratioReturn per unit of downside risk | 1.64 | 3.21 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 5.78 | -4.06 |
Martin ratioReturn relative to average drawdown | 6.47 | 20.15 | -13.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEDM | CHPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.68 | -1.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.02 | -0.63 |
Correlation
The correlation between FEDM and CHPS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FEDM vs. CHPS - Dividend Comparison
FEDM's dividend yield for the trailing twelve months is around 2.98%, more than CHPS's 0.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.98% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% |
CHPS Xtrackers Semiconductor Select Equity ETF | 0.58% | 0.68% | 1.75% | 0.36% | 0.00% | 0.00% |
Drawdowns
FEDM vs. CHPS - Drawdown Comparison
The maximum FEDM drawdown since its inception was -29.37%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for FEDM and CHPS.
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Drawdown Indicators
| FEDM | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -39.44% | +10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -17.50% | +5.58% |
Current DrawdownCurrent decline from peak | -7.11% | -10.07% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -9.63% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 5.02% | -1.85% |
Volatility
FEDM vs. CHPS - Volatility Comparison
The current volatility for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) is 7.48%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 13.34%. This indicates that FEDM 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
| FEDM | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 13.34% | -5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 26.34% | -13.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 37.76% | -19.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 32.82% | -16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 32.82% | -16.42% |