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SNSR vs. CHPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNSR vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) 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, SNSR achieves a 44.93% return, which is significantly lower than CHPS's 107.97% return.


SNSR

1D
-0.45%
1M
19.62%
YTD
44.93%
6M
43.21%
1Y
49.79%
3Y*
18.10%
5Y*
9.51%
10Y*

CHPS

1D
1.86%
1M
32.32%
YTD
107.97%
6M
109.04%
1Y
223.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. CHPS - Yearly Performance Comparison


2026 (YTD)202520242023
SNSR
Global X Internet of Things ETF
44.93%6.46%-0.45%-0.15%
CHPS
Xtrackers Semiconductor Select Equity ETF
107.97%58.47%7.75%10.88%

Correlation

The correlation between SNSR and CHPS is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.83

The correlation between SNSR and CHPS has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

SNSR vs. CHPS - Sectors Allocation Comparison


Sectors
SNSR
CHPS

Technology

78.7%
98.8%

Industrials

15.7%
0.4%

Healthcare

4.8%

-

Communication Services

0.8%

-

Basic Materials

0.2%

-

Utilities

0.1%

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.5%

Financial Services

-

0.2%

Real Estate

-

-

Technology

SNSR
78.7%
CHPS
98.8%

Industrials

SNSR
15.7%
CHPS
0.4%

Healthcare

SNSR
4.8%
CHPS

-

Communication Services

SNSR
0.8%
CHPS

-

Basic Materials

SNSR
0.2%
CHPS

-

Utilities

SNSR
0.1%
CHPS

-

Consumer Cyclical

SNSR

-

CHPS

-

Consumer Defensive

SNSR

-

CHPS

-

Energy

SNSR

-

CHPS
0.5%

Financial Services

SNSR

-

CHPS
0.2%

Real Estate

SNSR

-

CHPS

-

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Return for Risk

SNSR vs. CHPS — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 6262
Overall Rank
SNSR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SNSR Omega Ratio Rank: 5656
Omega Ratio Rank
SNSR Calmar Ratio Rank: 7070
Calmar Ratio Rank
SNSR Martin Ratio Rank: 6161
Martin Ratio Rank

CHPS
CHPS Risk / Return Rank: 9797
Overall Rank
CHPS Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CHPS Sortino Ratio Rank: 9797
Sortino Ratio Rank
CHPS Omega Ratio Rank: 9696
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.

SNSR vs. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


SNSRCHPSDifference
Sharpe ratioReturn per unit of total volatility

-4.45

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

1.35

1.81

-0.46

Calmar ratioReturn relative to maximum drawdown

3.50

12.87

-9.37

Martin ratioReturn relative to average drawdown

10.86

49.99

-39.13

SNSR vs. CHPS - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 2.10, which is lower than the CHPS Sharpe Ratio of 6.54. The chart below compares the historical Sharpe Ratios of SNSR 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


SNSRCHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

6.54

-4.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.81

-1.21

Drawdowns

SNSR vs. CHPS - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, roughly equal to the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for SNSR and CHPS.


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Drawdown Indicators


SNSRCHPSDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-39.44%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-17.50%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-9.50%

-9.16%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

4.50%

+0.10%

Volatility

SNSR vs. CHPS - Volatility Comparison

The current volatility for Global X Internet of Things ETF (SNSR) is 9.35%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 14.18%. This indicates that SNSR 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


SNSRCHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

14.18%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

28.19%

-9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

34.43%

-10.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

33.78%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

33.78%

-9.11%

SNSR vs. CHPS - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than CHPS's 0.15% expense ratio.


Dividends

SNSR vs. CHPS - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.37%, more than CHPS's 0.32% yield.


PositionTTM2025202420232022202120202019201820172016
CHPS
Xtrackers Semiconductor Select Equity ETF
0.32%0.68%1.75%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNSR
Global X Internet of Things ETF
0.37%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Frequently Asked Questions


SNSR and CHPS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHPS has higher volatility (14.18%) compared to SNSR (9.35%). In terms of maximum drawdown, SNSR dropped -38.46% vs CHPS's -39.44%.

On 1-year performance, CHPS leads with 223.67% vs 49.79% for SNSR. On fees, CHPS is cheaper at 0.15% per year. On volatility, SNSR has been the lower-risk option at 9.35%. 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 223.67% return vs 49.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CHPS is cheaper with a 0.15% expense ratio, compared with 0.68% for SNSR.

SNSR has the higher dividend yield at 0.37%, compared with 0.32% for CHPS.

SNSR is categorized as Technology Equities, while CHPS is Semiconductors. SNSR tracks Indxx Global Internet of Things Thematic Index, while CHPS tracks Solactive Semiconductor ESG Screened Index - Benchmark TR Gross. They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.68% for SNSR and 0.15% for CHPS.

CHPS currently has the higher Sharpe Ratio (6.54 vs 2.10), 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.

Portfolio Optimizer

Find the right allocation for SNSR and CHPS

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