KOMP vs. CHPS

Last updated Aug 4, 2026

KOMP (State Street SPDR S&P Kensho New Economies Composite ETF) and CHPS (Xtrackers Semiconductor Select Equity ETF) are both exchange-traded funds - KOMP is a Technology Equities fund tracking the S&P Kensho New Economies Composite Index, while CHPS is a Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Both are passively managed. Over the past 3 years, KOMP returned 13.12%/yr vs 49.43%/yr for CHPS. Their 0.70 correlation means they have sometimes moved together and sometimes differently. KOMP charges 0.20%/yr vs 0.15%/yr for CHPS.

Performance

KOMP vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) 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, KOMP achieves a 10.19% return, which is significantly lower than CHPS's 70.98% return.

KOMP

• 1D: -0.09%
• 1M: -5.47%
• 6M: 4.36%
• YTD: 10.19%
• 1Y: 21.97%
• 3Y*: 13.12%
• 5Y*: 2.00%
• 10Y*: —
• ALL TIME*: 12.11%

CHPS

• 1D: 1.47%
• 1M: -11.74%
• 6M: 41.98%
• YTD: 70.98%
• 1Y: 141.43%
• 3Y*: 49.43%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 46.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CHPS Xtrackers Semiconductor Select Equity ETF	$2.66M	$2.47M	$3.90M
KOMP State Street SPDR S&P Kensho New Economies Composite ETF	$3.68M	$4.72M	$6.88M

KOMP vs. CHPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KOMP State Street SPDR S&P Kensho New Economies Composite ETF	10.19%	19.74%	10.05%	0.55%
CHPS Xtrackers Semiconductor Select Equity ETF	70.98%	58.47%	7.75%	10.88%

Correlation

The correlation between KOMP and CHPS is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.70

The correlation between KOMP and CHPS has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

KOMP vs. CHPS - Sectors Allocation Comparison

Sectors	KOMP	CHPS
Technology	38.9%	99.6%
Industrials	25.7%	0.4%
Healthcare	12.9%	-
Consumer Cyclical	6.0%	0.0%
Communication Services	4.2%	0.0%
Financial Services	4.0%	0.2%
Utilities	3.6%	-
Basic Materials	3.0%	-
Energy	1.3%	0.6%
Consumer Defensive	0.5%	0.0%
Real Estate	-	-

Return for Risk

KOMP vs. CHPS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KOMP

KOMP Risk / Return Rank: 33
KOMP Sharpe Ratio Rank: 31
KOMP Sortino Ratio Rank: 31
KOMP Omega Ratio Rank: 30
KOMP Calmar Ratio Rank: 36
KOMP Martin Ratio Rank: 34

CHPS

CHPS Risk / Return Rank: 93
CHPS Sharpe Ratio Rank: 96
CHPS Sortino Ratio Rank: 91
CHPS Omega Ratio Rank: 91
CHPS Calmar Ratio Rank: 92
CHPS Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KOMP vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) 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.

	KOMP	CHPS	Difference
Sharpe ratio: Return per unit of total volatility	0.76	3.12	-2.36
Sortino ratio: Return per unit of downside risk	1.18	3.27	-2.09
Omega ratio: Gain probability vs. loss probability	1.14	1.44	-0.29
Calmar ratio: Return relative to maximum drawdown	1.27	4.35	-3.08
Martin ratio: Return relative to average drawdown	3.28	18.16	-14.88

KOMP vs. CHPS - Sharpe Ratio Comparison

The current KOMP Sharpe Ratio is 0.76, which is lower than the CHPS Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of KOMP 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.

Drawdowns

KOMP vs. CHPS - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for KOMP and CHPS.

Drawdown Indicators

	KOMP	CHPS	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-39.44%	-10.62%
Max Drawdown (1Y) Largest decline over 1 year	-15.57%	-32.74%	+17.17%
Max Drawdown (3Y) Largest decline over 3 years	-24.93%	-39.44%	+14.51%
Max Drawdown (5Y) Largest decline over 5 years	-45.38%	—	—
Current Drawdown Current decline from peak	-12.68%	-24.91%	+12.23%
Average Drawdown Average peak-to-trough decline	-21.42%	-9.38%	-12.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.01%	7.82%	-1.81%

Volatility

KOMP vs. CHPS - Volatility Comparison

The current volatility for State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) is 7.89%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 19.17%. This indicates that KOMP 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.

Volatility by Period

	KOMP	CHPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.89%	19.17%	-11.28%
Volatility (6M) Calculated over the trailing 6-month period	20.56%	40.21%	-19.65%
Volatility (1Y) Calculated over the trailing 1-year period	25.79%	45.64%	-19.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.22%	37.27%	-12.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.12%	37.27%	-10.15%

KOMP vs. CHPS - Expense Ratio Comparison

KOMP has a 0.20% 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

KOMP vs. CHPS - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.58%, more than CHPS's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CHPS Xtrackers Semiconductor Select Equity ETF	0.38%	0.68%	1.75%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%
KOMP State Street SPDR S&P Kensho New Economies Composite ETF	1.58%	1.84%	1.04%	1.27%	1.47%	1.44%	0.69%	0.81%	0.13%

Frequently Asked Questions

Can I hold both KOMP and CHPS in my portfolio?

KOMP and CHPS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOMP or CHPS?

CHPS has higher volatility (19.17%) compared to KOMP (7.89%). In terms of maximum drawdown, KOMP dropped -50.06% vs CHPS's -39.44%.

Which ETF is better, KOMP or CHPS?

On 3-year performance, CHPS leads with 49.43% vs 13.12% for KOMP. On fees, CHPS is cheaper at 0.15% per year. On volatility, KOMP has been the lower-risk option at 7.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOMP or CHPS?

Over the 3-year period, CHPS has performed better with a 49.43% return vs 13.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOMP or CHPS?

CHPS is cheaper with a 0.15% expense ratio, compared with 0.20% for KOMP.

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

KOMP has the higher dividend yield at 1.58%, compared with 0.38% for CHPS.

What is the main difference between KOMP and CHPS?

KOMP is categorized as Technology Equities, while CHPS is Semiconductors. KOMP tracks S&P Kensho New Economies Composite Index, while CHPS tracks Solactive Semiconductor ESG Screened Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for KOMP and 0.15% for CHPS.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (3.12 vs 0.76), 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.