PortfoliosLab logoPortfoliosLab logo
XIT.TO vs. CHPS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIT.TO vs. CHPS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XIT.TO achieves a -4.19% return, which is significantly lower than CHPS.TO's 66.03% return.


XIT.TO

1D
-3.62%
1M
5.49%
YTD
-4.19%
6M
-5.79%
1Y
9.80%
3Y*
17.90%
5Y*
8.31%
10Y*
17.57%

CHPS.TO

1D
0.93%
1M
28.67%
YTD
66.03%
6M
59.28%
1Y
134.35%
3Y*
51.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIT.TO vs. CHPS.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
-4.19%15.48%30.02%55.56%-35.85%-6.59%
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
66.03%45.93%20.38%68.20%-37.86%22.69%

Correlation

The correlation between XIT.TO and CHPS.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2021

0.61

The correlation between XIT.TO and CHPS.TO shifts across timeframes, from 0.46 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

XIT.TO vs. CHPS.TO - Sectors Allocation Comparison


Sectors
XIT.TO
CHPS.TO

Technology

99.8%
100.0%

Financial Services

0.8%

-

Industrials

0.2%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Technology

XIT.TO
99.8%
CHPS.TO
100.0%

Financial Services

XIT.TO
0.8%
CHPS.TO

-

Industrials

XIT.TO
0.2%
CHPS.TO

-

Basic Materials

XIT.TO

-

CHPS.TO

-

Communication Services

XIT.TO

-

CHPS.TO

-

Consumer Cyclical

XIT.TO

-

CHPS.TO

-

Consumer Defensive

XIT.TO

-

CHPS.TO

-

Energy

XIT.TO

-

CHPS.TO

-

Healthcare

XIT.TO

-

CHPS.TO

-

Real Estate

XIT.TO

-

CHPS.TO

-

Utilities

XIT.TO

-

CHPS.TO

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XIT.TO vs. CHPS.TO — Risk / Return Rank

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

XIT.TO
XIT.TO Risk / Return Rank: 1313
Overall Rank
XIT.TO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XIT.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XIT.TO Omega Ratio Rank: 1313
Omega Ratio Rank
XIT.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
XIT.TO Martin Ratio Rank: 1212
Martin Ratio Rank

CHPS.TO
CHPS.TO Risk / Return Rank: 9494
Overall Rank
CHPS.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPS.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
CHPS.TO Omega Ratio Rank: 9292
Omega Ratio Rank
CHPS.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
CHPS.TO Martin Ratio Rank: 9595
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.

XIT.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO). 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.


XIT.TOCHPS.TODifference
Sharpe ratioReturn per unit of total volatility

-3.99

Sortino ratioReturn per unit of downside risk

-3.89

Omega ratioGain probability vs. loss probability

1.08

1.63

-0.55

Calmar ratioReturn relative to maximum drawdown

0.31

10.12

-9.82

Martin ratioReturn relative to average drawdown

0.62

30.54

-29.92

XIT.TO vs. CHPS.TO - Sharpe Ratio Comparison

The current XIT.TO Sharpe Ratio is 0.31, which is lower than the CHPS.TO Sharpe Ratio of 4.30. The chart below compares the historical Sharpe Ratios of XIT.TO and CHPS.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XIT.TOCHPS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

4.30

-3.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.91

-0.61

Drawdowns

XIT.TO vs. CHPS.TO - Drawdown Comparison

The maximum XIT.TO drawdown since its inception was -81.18%, which is greater than CHPS.TO's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for XIT.TO and CHPS.TO.


Loading charts...

Drawdown Indicators


XIT.TOCHPS.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.18%

-48.16%

-33.02%

Max Drawdown (1Y)

Largest decline over 1 year

-31.93%

-13.35%

-18.58%

Max Drawdown (3Y)

Largest decline over 3 years

-31.93%

-37.49%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-54.15%

Max Drawdown (10Y)

Largest decline over 10 years

-54.15%

Current Drawdown

Current decline from peak

-14.47%

0.00%

-14.47%

Average Drawdown

Average peak-to-trough decline

-26.86%

-13.90%

-12.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

4.42%

+11.32%

Volatility

XIT.TO vs. CHPS.TO - Volatility Comparison

iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) have volatilities of 11.83% and 11.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XIT.TOCHPS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

11.35%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

24.39%

24.81%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

31.36%

31.48%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

33.79%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.71%

33.79%

-7.08%

XIT.TO vs. CHPS.TO - Expense Ratio Comparison

XIT.TO has a 0.60% expense ratio, which is lower than CHPS.TO's 0.63% expense ratio.


Dividends

XIT.TO vs. CHPS.TO - Dividend Comparison

XIT.TO has not paid dividends to shareholders, while CHPS.TO's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024202320222021202020192018201720162015
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
0.01%0.01%0.20%0.53%0.97%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.29%0.00%0.13%0.14%0.08%

Frequently Asked Questions


XIT.TO and CHPS.TO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIT.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIT.TO is cheaper with a 0.60% expense ratio, compared with 0.63% for CHPS.TO.

XIT.TO is categorized as Technology Equities, while CHPS.TO is Semiconductors. XIT.TO tracks Morningstar Gbl GR CAD, while CHPS.TO tracks PHLX US AI Semiconductor Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.60% for XIT.TO and 0.63% for CHPS.TO.

Portfolio Optimizer

Find the right allocation for XIT.TO and CHPS.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer