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SPWO vs. CHPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SPWOCHPS
YTD Return15.96%10.86%
Daily Std Dev15.97%30.96%
Max Drawdown-9.89%-23.80%
Current Drawdown-2.00%-17.96%

Correlation

-0.50.00.51.00.7

The correlation between SPWO and CHPS is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SPWO vs. CHPS - Performance Comparison

In the year-to-date period, SPWO achieves a 15.96% return, which is significantly higher than CHPS's 10.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.24%
-2.58%
SPWO
CHPS

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SPWO vs. CHPS - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is higher than CHPS's 0.15% expense ratio.


SPWO
SP Funds S&P World ETF
Expense ratio chart for SPWO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for CHPS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SPWO vs. CHPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) 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.


SPWO
Sharpe ratio
No data
CHPS
Sharpe ratio
The chart of Sharpe ratio for CHPS, currently valued at 1.18, compared to the broader market-2.000.002.004.006.001.18
Sortino ratio
The chart of Sortino ratio for CHPS, currently valued at 1.68, compared to the broader market0.005.0010.001.68
Omega ratio
The chart of Omega ratio for CHPS, currently valued at 1.22, compared to the broader market1.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for CHPS, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.001.54
Martin ratio
The chart of Martin ratio for CHPS, currently valued at 3.79, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.79

SPWO vs. CHPS - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

SPWO vs. CHPS - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 0.95%, less than CHPS's 0.99% yield.


TTM2023
SPWO
SP Funds S&P World ETF
0.95%0.00%
CHPS
Xtrackers Semiconductor Select Equity ETF
0.99%0.36%

Drawdowns

SPWO vs. CHPS - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum CHPS drawdown of -23.80%. Use the drawdown chart below to compare losses from any high point for SPWO and CHPS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.00%
-17.96%
SPWO
CHPS

Volatility

SPWO vs. CHPS - Volatility Comparison

The current volatility for SP Funds S&P World ETF (SPWO) is 4.59%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 7.73%. This indicates that SPWO 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
4.59%
7.73%
SPWO
CHPS