MART.TO vs. CHPS.TO

Last updated Jun 4, 2026

MART.TO (Global X Equal Weight Canadian Groceries & Staples Index ETF) and CHPS.TO (Global X Artificial Intelligence Semiconductor Index ETF) are both exchange-traded funds - MART.TO is a Consumer Staples Equities fund tracking the Mirae Asset Equal Weight Canadian Groceries & Staples Index, while CHPS.TO is a Semiconductors fund tracking the PHLX US AI Semiconductor Index. Both are passively managed. Over the past year, MART.TO returned -1.21% vs 134.35% for CHPS.TO. At a correlation of -0.13, they often move in opposite directions. MART.TO charges 0.35%/yr vs 0.63%/yr for CHPS.TO.

Performance

MART.TO vs. CHPS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Groceries & Staples Index ETF (MART.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MART.TO achieves a -3.21% return, which is significantly lower than CHPS.TO's 66.03% return.

MART.TO

• 1D: 1.38%
• 1M: 1.51%
• YTD: -3.21%
• 6M: -2.52%
• 1Y: -1.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHPS.TO

• 1D: 0.93%
• 1M: 28.67%
• YTD: 66.03%
• 6M: 59.28%
• 1Y: 134.35%
• 3Y*: 51.56%
• 5Y*: —
• 10Y*: —

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

MART.TO vs. CHPS.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MART.TO Global X Equal Weight Canadian Groceries & Staples Index ETF	-3.21%	18.73%	1.89%
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF	66.03%	45.93%	-4.75%

Correlation

The correlation between MART.TO and CHPS.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024	-0.13

Return for Risk

MART.TO vs. CHPS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MART.TO

MART.TO Risk / Return Rank: 8
MART.TO Sharpe Ratio Rank: 8
MART.TO Sortino Ratio Rank: 8
MART.TO Omega Ratio Rank: 8
MART.TO Calmar Ratio Rank: 8
MART.TO Martin Ratio Rank: 8

CHPS.TO

CHPS.TO Risk / Return Rank: 94
CHPS.TO Sharpe Ratio Rank: 96
CHPS.TO Sortino Ratio Rank: 92
CHPS.TO Omega Ratio Rank: 92
CHPS.TO Calmar Ratio Rank: 96
CHPS.TO Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MART.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Groceries & Staples Index ETF (MART.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.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.

	MART.TO	CHPS.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	4.30	-4.37
Sortino ratio: Return per unit of downside risk	0.01	4.53	-4.52
Omega ratio: Gain probability vs. loss probability	1.00	1.63	-0.63
Calmar ratio: Return relative to maximum drawdown	-0.13	10.12	-10.25
Martin ratio: Return relative to average drawdown	-0.25	30.54	-30.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MART.TO vs. CHPS.TO - Sharpe Ratio Comparison

The current MART.TO Sharpe Ratio is -0.08, which is lower than the CHPS.TO Sharpe Ratio of 4.30. The chart below compares the historical Sharpe Ratios of MART.TO and CHPS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MART.TO	CHPS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	4.30	-4.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.91	-0.24

Drawdowns

MART.TO vs. CHPS.TO - Drawdown Comparison

The maximum MART.TO drawdown since its inception was -9.38%, smaller than the maximum CHPS.TO drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for MART.TO and CHPS.TO.

Drawdown Indicators

	MART.TO	CHPS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-9.38%	-48.16%	+38.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-13.35%	+3.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-37.49%	—
Current Drawdown Current decline from peak	-6.89%	0.00%	-6.89%
Average Drawdown Average peak-to-trough decline	-3.36%	-13.90%	+10.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.80%	4.42%	+0.38%

Volatility

MART.TO vs. CHPS.TO - Volatility Comparison

The current volatility for Global X Equal Weight Canadian Groceries & Staples Index ETF (MART.TO) is 3.75%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 11.35%. This indicates that MART.TO experiences smaller price fluctuations and is considered to be less risky than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MART.TO	CHPS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	11.35%	-7.60%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	24.81%	-12.45%
Volatility (1Y) Calculated over the trailing 1-year period	16.11%	31.48%	-15.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.01%	33.79%	-17.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.01%	33.79%	-17.78%

MART.TO vs. CHPS.TO - Expense Ratio Comparison

MART.TO has a 0.35% expense ratio, which is lower than CHPS.TO's 0.63% expense ratio.

Dividends

MART.TO vs. CHPS.TO - Dividend Comparison

MART.TO's dividend yield for the trailing twelve months is around 0.27%, more than CHPS.TO's 0.01% yield.

Position	TTM	2025	2024	2023	2022	2021
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF	0.01%	0.01%	0.20%	0.53%	0.97%	0.01%
MART.TO Global X Equal Weight Canadian Groceries & Staples Index ETF	0.27%	0.26%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MART.TO and CHPS.TO in my portfolio?

MART.TO and CHPS.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MART.TO or CHPS.TO?

On fees, MART.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MART.TO or CHPS.TO?

MART.TO is cheaper with a 0.35% expense ratio, compared with 0.63% for CHPS.TO.

What is the main difference between MART.TO and CHPS.TO?

MART.TO is categorized as Consumer Staples Equities, while CHPS.TO is Semiconductors. MART.TO tracks Mirae Asset Equal Weight Canadian Groceries & Staples Index, while CHPS.TO tracks PHLX US AI Semiconductor Index. Their fees differ too: 0.35% for MART.TO and 0.63% for CHPS.TO.