NRGU.TO vs. CHPS.TO
NRGU.TO (BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF) and CHPS.TO (Global X Artificial Intelligence Semiconductor Index ETF) are both exchange-traded funds - NRGU.TO is a Leveraged Equities fund actively managed by Global X, while CHPS.TO is a Semiconductors fund tracking the PHLX US AI Semiconductor Index. NRGU.TO is actively managed, while CHPS.TO is passively managed. Over the past 5 years, NRGU.TO returned 39.04%/yr vs 30.44%/yr for CHPS.TO. At a 0.21 correlation, their price movements are largely independent.
Performance
NRGU.TO vs. CHPS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, NRGU.TO achieves a 48.99% return, which is significantly lower than CHPS.TO's 74.01% return.
NRGU.TO
- 1D
- -0.51%
- 1M
- -15.98%
- YTD
- 48.99%
- 6M
- 47.81%
- 1Y
- 91.01%
- 3Y*
- 33.54%
- 5Y*
- 39.04%
- 10Y*
- 3.88%
CHPS.TO
- 1D
- 4.14%
- 1M
- 13.32%
- YTD
- 74.01%
- 6M
- 73.30%
- 1Y
- 120.10%
- 3Y*
- 51.80%
- 5Y*
- 30.44%
- 10Y*
- —
NRGU.TO vs. CHPS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NRGU.TO BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF | 48.99% | 21.43% | 16.67% | -5.38% | 96.21% | 30.91% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 74.01% | 45.93% | 20.38% | 68.20% | -37.86% | 23.13% |
Correlation
The correlation between NRGU.TO and CHPS.TO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2021 | 0.21 |
The correlation between NRGU.TO and CHPS.TO shifts across timeframes, from -0.02 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NRGU.TO vs. CHPS.TO — Risk / Return Rank
NRGU.TO
CHPS.TO
NRGU.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.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.
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.
| NRGU.TO | CHPS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 9.21 | -6.32 |
| Martin ratioReturn relative to average drawdown | 9.72 | 26.33 | -16.61 |
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Drawdowns
NRGU.TO vs. CHPS.TO - Drawdown Comparison
The maximum NRGU.TO drawdown since its inception was -99.71%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for NRGU.TO and CHPS.TO.
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Drawdown Indicators
| NRGU.TO | CHPS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -48.16% | -51.55% |
Max Drawdown (1Y)Largest decline over 1 year | -31.71% | -13.35% | -18.36% |
Max Drawdown (3Y)Largest decline over 3 years | -51.12% | -37.49% | -13.63% |
Max Drawdown (5Y)Largest decline over 5 years | -52.50% | -48.16% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -97.54% | — | — |
Current DrawdownCurrent decline from peak | -87.78% | 0.00% | -87.78% |
Average DrawdownAverage peak-to-trough decline | -83.54% | -13.78% | -69.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.40% | 4.63% | +4.77% |
Volatility
NRGU.TO vs. CHPS.TO - Volatility Comparison
The current volatility for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) is 16.68%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 18.23%. This indicates that NRGU.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.
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Volatility by Period
| NRGU.TO | CHPS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 18.23% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 40.33% | 29.35% | +10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.14% | 35.87% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.20% | 34.86% | +22.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.50% | 34.78% | +31.72% |
Dividends
NRGU.TO vs. CHPS.TO - Dividend Comparison
NRGU.TO has not paid dividends to shareholders, while CHPS.TO's dividend yield for the trailing twelve months is around 0.01%.
| 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% |
NRGU.TO BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NRGU.TO and CHPS.TO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRGU.TO is categorized as Leveraged Equities, while CHPS.TO is Semiconductors.
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