ZCLN.TO vs. CHPS.TO
Compare and contrast key facts about BMO Clean Energy Index ETF (ZCLN.TO) and Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO).
ZCLN.TO and CHPS.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZCLN.TO is a passively managed fund by BMO that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jan 26, 2021. CHPS.TO is a passively managed fund by Global X that tracks the performance of the PHLX US AI Semiconductor Index. It was launched on Jun 21, 2021. Both ZCLN.TO and CHPS.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZCLN.TO vs. CHPS.TO - Performance Comparison
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ZCLN.TO vs. CHPS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZCLN.TO BMO Clean Energy Index ETF | 12.59% | 37.90% | -20.23% | -20.37% | 1.41% | -4.61% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 6.25% | 45.93% | 20.38% | 68.20% | -37.86% | 22.69% |
Returns By Period
In the year-to-date period, ZCLN.TO achieves a 12.59% return, which is significantly higher than CHPS.TO's 6.25% return.
ZCLN.TO
- 1D
- 3.39%
- 1M
- 2.58%
- YTD
- 12.59%
- 6M
- 16.82%
- 1Y
- 55.63%
- 3Y*
- -0.61%
- 5Y*
- -2.35%
- 10Y*
- —
CHPS.TO
- 1D
- 5.64%
- 1M
- -2.54%
- YTD
- 6.25%
- 6M
- 12.90%
- 1Y
- 74.89%
- 3Y*
- 34.79%
- 5Y*
- —
- 10Y*
- —
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ZCLN.TO vs. CHPS.TO - Expense Ratio Comparison
ZCLN.TO has a 0.39% expense ratio, which is lower than CHPS.TO's 0.63% expense ratio.
Return for Risk
ZCLN.TO vs. CHPS.TO — Risk / Return Rank
ZCLN.TO
CHPS.TO
ZCLN.TO vs. CHPS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.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.
| ZCLN.TO | CHPS.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.98 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.58 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.23 | 4.78 | -0.55 |
Martin ratioReturn relative to average drawdown | 11.99 | 15.10 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZCLN.TO | CHPS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.98 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.60 | -0.89 |
Correlation
The correlation between ZCLN.TO and CHPS.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ZCLN.TO vs. CHPS.TO - Dividend Comparison
ZCLN.TO's dividend yield for the trailing twelve months is around 1.52%, more than CHPS.TO's 0.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZCLN.TO BMO Clean Energy Index ETF | 1.52% | 1.71% | 2.13% | 1.37% | 0.93% | 0.83% |
CHPS.TO Global X Artificial Intelligence Semiconductor Index ETF | 0.01% | 0.01% | 0.20% | 0.53% | 0.97% | 0.01% |
Drawdowns
ZCLN.TO vs. CHPS.TO - Drawdown Comparison
The maximum ZCLN.TO drawdown since its inception was -61.07%, 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 ZCLN.TO and CHPS.TO.
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Drawdown Indicators
| ZCLN.TO | CHPS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.07% | -48.16% | -12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -15.68% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -50.26% | — | — |
Current DrawdownCurrent decline from peak | -34.06% | -7.93% | -26.13% |
Average DrawdownAverage peak-to-trough decline | -40.99% | -14.36% | -26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 4.96% | -0.39% |
Volatility
ZCLN.TO vs. CHPS.TO - Volatility Comparison
The current volatility for BMO Clean Energy Index ETF (ZCLN.TO) is 10.35%, while Global X Artificial Intelligence Semiconductor Index ETF (CHPS.TO) has a volatility of 12.07%. This indicates that ZCLN.TO experiences smaller price fluctuations and is considered to be less risky than CHPS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZCLN.TO | CHPS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 12.07% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 21.15% | 24.85% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.67% | 37.95% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.78% | 33.66% | -7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.94% | 33.66% | -6.72% |