VXUS vs. CHPY

Last updated Jun 16, 2026

VXUS (Vanguard Total International Stock ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while CHPY is a Derivative Income fund actively managed by YieldMax. VXUS is passively managed, while CHPY is actively managed. Over the past year, VXUS returned 32.10% vs 148.83% for CHPY. A 0.65 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.99%/yr for CHPY.

Performance

VXUS vs. CHPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VXUS achieves a 15.42% return, which is significantly lower than CHPY's 88.78% return.

VXUS

• 1D: 1.52%
• 1M: 4.66%
• YTD: 15.42%
• 6M: 16.87%
• 1Y: 32.10%
• 3Y*: 18.53%
• 5Y*: 8.83%
• 10Y*: 10.23%

CHPY

• 1D: 5.00%
• 1M: 22.07%
• YTD: 88.78%
• 6M: 92.44%
• 1Y: 148.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. CHPY - Yearly Performance Comparison

	2026 (YTD)	2025
VXUS Vanguard Total International Stock ETF	15.42%	24.54%
CHPY YieldMax Semiconductor Portfolio Option Income ETF	88.78%	56.76%

Correlation

The correlation between VXUS and CHPY is 0.67, 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	0.67
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025	0.65

The correlation between VXUS and CHPY has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

Return for Risk

VXUS vs. CHPY — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 67
VXUS Sharpe Ratio Rank: 69
VXUS Sortino Ratio Rank: 67
VXUS Omega Ratio Rank: 70
VXUS Calmar Ratio Rank: 63
VXUS Martin Ratio Rank: 67

CHPY

CHPY Risk / Return Rank: 97
CHPY Sharpe Ratio Rank: 98
CHPY Sortino Ratio Rank: 95
CHPY Omega Ratio Rank: 96
CHPY Calmar Ratio Rank: 98
CHPY Martin Ratio Rank: 97

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.

VXUS vs. CHPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VXUS	CHPY	Difference
Sharpe ratio: Return per unit of total volatility	2.01	4.83	-2.82
Sortino ratio: Return per unit of downside risk	2.73	4.95	-2.22
Omega ratio: Gain probability vs. loss probability	1.37	1.73	-0.36
Calmar ratio: Return relative to maximum drawdown	2.86	12.31	-9.45
Martin ratio: Return relative to average drawdown	11.00	43.93	-32.93

VXUS vs. CHPY - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 2.01, which is lower than the CHPY Sharpe Ratio of 4.83. The chart below compares the historical Sharpe Ratios of VXUS and CHPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VXUS vs. CHPY - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for VXUS and CHPY.

Drawdown Indicators

	VXUS	CHPY	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-12.19%	-23.78%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-12.17%	+0.90%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.20%	-2.12%	-6.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.40%	-0.47%

Volatility

VXUS vs. CHPY - Volatility Comparison

The current volatility for Vanguard Total International Stock ETF (VXUS) is 6.87%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 17.55%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	CHPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	17.55%	-10.68%
Volatility (6M) Calculated over the trailing 6-month period	14.09%	26.62%	-12.53%
Volatility (1Y) Calculated over the trailing 1-year period	16.11%	31.06%	-14.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	35.45%	-19.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	35.45%	-18.24%

VXUS vs. CHPY - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than CHPY's 0.99% expense ratio.

Dividends

VXUS vs. CHPY - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.63%, less than CHPY's 28.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHPY YieldMax Semiconductor Portfolio Option Income ETF	28.02%	28.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and CHPY in my portfolio?

VXUS and CHPY have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or CHPY?

CHPY has higher volatility (17.55%) compared to VXUS (6.87%). In terms of maximum drawdown, VXUS dropped -35.97% vs CHPY's -12.19%.

Which ETF is better, VXUS or CHPY?

On 1-year performance, CHPY leads with 148.83% vs 32.10% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 6.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or CHPY?

Over the 1-year period, CHPY has performed better with a 148.83% return vs 32.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or CHPY?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.99% for CHPY.

Which ETF pays a higher dividend yield, VXUS or CHPY?

CHPY has the higher dividend yield at 28.02%, compared with 2.63% for VXUS.

What is the main difference between VXUS and CHPY?

VXUS is categorized as Global Equities, while CHPY is Derivative Income. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.05% for VXUS and 0.99% for CHPY.

Which has better risk-adjusted returns?

CHPY currently has the higher Sharpe Ratio (4.83 vs 2.01), 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.