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SNPG vs. CHPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNPG achieves a 11.36% return, which is significantly lower than CHPS's 103.69% return.


SNPG

1D
0.56%
1M
9.28%
YTD
11.36%
6M
11.71%
1Y
29.68%
3Y*
25.37%
5Y*
10Y*

CHPS

1D
-2.06%
1M
23.46%
YTD
103.69%
6M
107.58%
1Y
211.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. CHPS - Yearly Performance Comparison


2026 (YTD)202520242023
SNPG
Xtrackers S&P 500 Growth ESG ETF
11.36%18.22%33.99%6.74%
CHPS
Xtrackers Semiconductor Select Equity ETF
103.69%58.47%7.75%10.88%

Correlation

The correlation between SNPG and CHPS is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2023

0.70

The correlation between SNPG and CHPS has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

SNPG vs. CHPS - Sectors Allocation Comparison


Sectors
SNPG
CHPS

Technology

36.1%
98.8%

Communication Services

19.4%

-

Financial Services

12.8%
0.2%

Industrials

10.5%
0.4%

Healthcare

9.6%

-

Consumer Cyclical

9.4%

-

Real Estate

2.2%

-

Basic Materials

1.1%

-

Consumer Defensive

0.0%

-

Energy

0.0%
0.5%

Utilities

0.0%

-

Technology

SNPG
36.1%
CHPS
98.8%

Communication Services

SNPG
19.4%
CHPS

-

Financial Services

SNPG
12.8%
CHPS
0.2%

Industrials

SNPG
10.5%
CHPS
0.4%

Healthcare

SNPG
9.6%
CHPS

-

Consumer Cyclical

SNPG
9.4%
CHPS

-

Real Estate

SNPG
2.2%
CHPS

-

Basic Materials

SNPG
1.1%
CHPS

-

Consumer Defensive

SNPG
0.0%
CHPS

-

Energy

SNPG
0.0%
CHPS
0.5%

Utilities

SNPG
0.0%
CHPS

-

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Return for Risk

SNPG vs. CHPS — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 5959
Overall Rank
SNPG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SNPG Omega Ratio Rank: 6262
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4747
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5555
Martin Ratio Rank

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

SNPG vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) 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.


SNPGCHPSDifference
Sharpe ratioReturn per unit of total volatility

-4.05

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.37

1.78

-0.40

Calmar ratioReturn relative to maximum drawdown

2.27

12.16

-9.89

Martin ratioReturn relative to average drawdown

9.43

47.22

-37.79

SNPG vs. CHPS - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 2.12, which is lower than the CHPS Sharpe Ratio of 6.17. The chart below compares the historical Sharpe Ratios of SNPG 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.


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Sharpe Ratios by Period


SNPGCHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

6.17

-4.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

1.77

-0.14

Drawdowns

SNPG vs. CHPS - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for SNPG and CHPS.


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Drawdown Indicators


SNPGCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-39.44%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-17.50%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

Current Drawdown

Current decline from peak

0.00%

-2.06%

+2.06%

Average Drawdown

Average peak-to-trough decline

-2.53%

-9.15%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

4.50%

-1.35%

Volatility

SNPG vs. CHPS - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 4.71%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 14.07%. This indicates that SNPG 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.


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Volatility by Period


SNPGCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

14.07%

-9.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

28.29%

-16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

34.50%

-20.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

33.78%

-15.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

33.78%

-15.78%

SNPG vs. CHPS - Expense Ratio Comparison

Both SNPG 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%.


Dividends

SNPG vs. CHPS - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, more than CHPS's 0.33% yield.


PositionTTM2025202420232022
CHPS
Xtrackers Semiconductor Select Equity ETF
0.33%0.68%1.75%0.36%0.00%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.46%0.49%0.57%0.95%0.20%

Frequently Asked Questions


SNPG and CHPS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHPS has higher volatility (14.07%) compared to SNPG (4.71%). In terms of maximum drawdown, SNPG dropped -21.69% vs CHPS's -39.44%.

On 1-year performance, CHPS leads with 211.40% vs 29.68% for SNPG. Both ETFs have the same 0.15% expense ratio. On volatility, SNPG has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CHPS has performed better with a 211.40% return vs 29.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPG and CHPS have the same expense ratio: 0.15% per year.

SNPG has the higher dividend yield at 0.46%, compared with 0.33% for CHPS.

SNPG is categorized as Large Cap Growth Equities, while CHPS is Semiconductors. SNPG tracks S&P 500 Growth ESG Index, while CHPS tracks Solactive Semiconductor ESG Screened Index.

CHPS currently has the higher Sharpe Ratio (6.17 vs 2.12), 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.

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