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MAGS vs. CHPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAGS and CHPS is 0.68, 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.


-0.50.00.51.00.7

Performance

MAGS vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (MAGS) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
25.34%
-17.97%
MAGS
CHPS

Key characteristics

Sharpe Ratio

MAGS:

2.61

CHPS:

0.24

Sortino Ratio

MAGS:

3.22

CHPS:

0.54

Omega Ratio

MAGS:

1.44

CHPS:

1.07

Calmar Ratio

MAGS:

3.68

CHPS:

0.32

Martin Ratio

MAGS:

11.92

CHPS:

0.65

Ulcer Index

MAGS:

5.58%

CHPS:

11.73%

Daily Std Dev

MAGS:

25.49%

CHPS:

31.22%

Max Drawdown

MAGS:

-18.10%

CHPS:

-23.80%

Current Drawdown

MAGS:

-4.12%

CHPS:

-21.59%

Returns By Period

In the year-to-date period, MAGS achieves a 66.94% return, which is significantly higher than CHPS's 5.97% return.


MAGS

YTD

66.94%

1M

7.34%

6M

25.34%

1Y

68.52%

5Y*

N/A

10Y*

N/A

CHPS

YTD

5.97%

1M

-1.51%

6M

-17.97%

1Y

10.26%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAGS vs. CHPS - Expense Ratio Comparison

MAGS has a 0.29% expense ratio, which is higher than CHPS's 0.15% expense ratio.


MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for CHPS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

MAGS vs. CHPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) 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.


Sharpe ratio
The chart of Sharpe ratio for MAGS, currently valued at 2.61, compared to the broader market0.002.004.002.610.24
The chart of Sortino ratio for MAGS, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.003.220.54
The chart of Omega ratio for MAGS, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.07
The chart of Calmar ratio for MAGS, currently valued at 3.68, compared to the broader market0.005.0010.0015.003.680.32
The chart of Martin ratio for MAGS, currently valued at 11.92, compared to the broader market0.0020.0040.0060.0080.00100.0011.920.65
MAGS
CHPS

The current MAGS Sharpe Ratio is 2.61, which is higher than the CHPS Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of MAGS and CHPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
2.61
0.24
MAGS
CHPS

Dividends

MAGS vs. CHPS - Dividend Comparison

MAGS's dividend yield for the trailing twelve months is around 0.26%, less than CHPS's 1.50% yield.


TTM2023
MAGS
Roundhill Magnificent Seven ETF
0.26%0.44%
CHPS
Xtrackers Semiconductor Select Equity ETF
1.50%0.36%

Drawdowns

MAGS vs. CHPS - Drawdown Comparison

The maximum MAGS drawdown since its inception was -18.10%, smaller than the maximum CHPS drawdown of -23.80%. Use the drawdown chart below to compare losses from any high point for MAGS and CHPS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.12%
-21.59%
MAGS
CHPS

Volatility

MAGS vs. CHPS - Volatility Comparison

Roundhill Magnificent Seven ETF (MAGS) and Xtrackers Semiconductor Select Equity ETF (CHPS) have volatilities of 7.27% and 7.33%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.27%
7.33%
MAGS
CHPS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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