PortfoliosLab logoPortfoliosLab logo
SNPD vs. CHPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPD vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SNPD vs. CHPS - Yearly Performance Comparison


2026 (YTD)202520242023
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%1.27%
CHPS
Xtrackers Semiconductor Select Equity ETF
12.20%58.47%7.75%10.88%

Returns By Period

In the year-to-date period, SNPD achieves a 4.62% return, which is significantly lower than CHPS's 12.20% return.


SNPD

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*

CHPS

1D
5.84%
1M
-8.97%
YTD
12.20%
6M
33.13%
1Y
95.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SNPD vs. CHPS - Expense Ratio Comparison

Both SNPD and CHPS have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SNPD vs. CHPS — Risk / Return Rank

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

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
Martin Ratio Rank

CHPS
CHPS Risk / Return Rank: 9696
Overall Rank
CHPS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9494
Omega Ratio Rank
CHPS Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHPS Martin Ratio Rank: 9797
Martin Ratio Rank
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.

SNPD vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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.


SNPDCHPSDifference

Sharpe ratio

Return per unit of total volatility

0.62

2.55

-1.92

Sortino ratio

Return per unit of downside risk

0.98

3.10

-2.12

Omega ratio

Gain probability vs. loss probability

1.13

1.42

-0.30

Calmar ratio

Return relative to maximum drawdown

0.88

5.39

-4.51

Martin ratio

Return relative to average drawdown

3.39

18.93

-15.54

SNPD vs. CHPS - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 0.62, which is lower than the CHPS Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of SNPD 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.


Loading graphics...

Sharpe Ratios by Period


SNPDCHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.55

-1.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.98

-0.46

Correlation

The correlation between SNPD and CHPS is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SNPD vs. CHPS - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.11%, more than CHPS's 0.60% yield.


TTM2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%
CHPS
Xtrackers Semiconductor Select Equity ETF
0.60%0.68%1.75%0.36%0.00%

Drawdowns

SNPD vs. CHPS - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for SNPD and CHPS.


Loading graphics...

Drawdown Indicators


SNPDCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-39.44%

+23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-17.50%

+5.82%

Current Drawdown

Current decline from peak

-6.31%

-12.68%

+6.37%

Average Drawdown

Average peak-to-trough decline

-3.93%

-9.63%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.98%

-1.96%

Volatility

SNPD vs. CHPS - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 3.66%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 13.99%. This indicates that SNPD 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.


Loading graphics...

Volatility by Period


SNPDCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

13.99%

-10.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

26.20%

-18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

37.67%

-22.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

32.80%

-19.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

32.80%

-19.58%