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

Performance

SPWO vs. CHPS - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.39%
-12.92%
SPWO
CHPS

Returns By Period

In the year-to-date period, SPWO achieves a 10.69% return, which is significantly higher than CHPS's 6.00% return.


SPWO

YTD

10.69%

1M

-5.49%

6M

-1.23%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

CHPS

YTD

6.00%

1M

-6.80%

6M

-12.93%

1Y

18.30%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SPWOCHPS
Daily Std Dev16.21%30.95%
Max Drawdown-9.89%-23.80%
Current Drawdown-6.46%-21.56%

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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%

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.

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.


Sharpe ratio
No data
SPWO
CHPS

Chart placeholderNot enough data

Dividends

SPWO vs. CHPS - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.01%, less than CHPS's 1.04% yield.


TTM2023
SPWO
SP Funds S&P World ETF
1.01%0.00%
CHPS
Xtrackers Semiconductor Select Equity ETF
1.04%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
-6.46%
-21.56%
SPWO
CHPS

Volatility

SPWO vs. CHPS - Volatility Comparison

The current volatility for SP Funds S&P World ETF (SPWO) is 5.38%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 7.54%. 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
5.38%
7.54%
SPWO
CHPS