Xtrackers Semiconductor Select Equity ETF

10-Year Study

CHPS.US · · US · ETF

Executive Summary: Xtrackers Semiconductor Select Equity ETF has compounded at 52.1% annually over the last 10 years, with a maximum drawdown of 24.5% and an annualized volatility of 50.0%.

1Y CAGR
+175.8%
3Y CAGR
+52.1%
5Y CAGR
+52.1%
10Y CAGR
+52.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
6.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +82.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.54.0-9.138.825.3-6.5——————82.1%
20252.8-2.8-8.9-2.510.818.6-2.41.915.216.7-3.04.858.5%
20241.211.04.0-6.09.94.9-5.3-2.6-0.9-5.0-1.6-0.57.7%
2023———————-5.1-6.6-5.217.310.99.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 50.0%. The dominant macroeconomic risk driver is QQQ.US, accounting for 76.0% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-019487.617218527344
2023-09-018861.3452517852
2023-10-018398.872963371308
2023-11-019854.259779571868
2023-12-0110930.397979869831
2024-01-0111057.525498610963
2024-02-0112276.91432229612
2024-03-0112773.806277736287
2024-04-0112009.697573235648
2024-05-0113202.175038430683
2024-06-0113846.901637206434
2024-07-0113116.066594744978
2024-08-0112771.94895930892
2024-09-0112660.667923320412
2024-10-0112032.301533670812
2024-11-0111839.891248078467
2024-12-0111776.46579965462
2025-01-0112103.551429937603
2025-02-0111763.93877962324
2025-03-0110718.821748803612
2025-04-0110448.008915128452
2025-05-0111578.365006540133
2025-06-0113731.155133509583
2025-07-0113403.39770719968
2025-08-0113652.871137666813
2025-09-0115728.641826020637
2025-10-0118351.728689246916
2025-11-0117802.23905664031
2025-12-0118662.09845368362
2026-01-0122109.992768313357
2026-02-0123001.505613448568
2026-03-0120917.75240759841
2026-04-0129025.54010424694
2026-05-0136363.92376300617
2026-06-0133984.58030531153
Annual Return Matrix
YearAnnual Return
20240.07740503331561799
20250.584694319260957
20260.8210481736368447
Total Factor Risk
0.5004129386327643
VTI.US Exposure
-0.286159722129522
VEA.US Exposure
0.18018519324566912
VWO.US Exposure
-0.010604056786365756
QQQ.US Exposure
0.7599288808461032
VTV.US Exposure
0.04939552497804044
IJR.US Exposure
0.08830968587949536
QUAL.US Exposure
0.09693866438374092
SHV.US Exposure
0.08009375784375464
TLT.US Exposure
0.07636719814477838
LQD.US Exposure
0.015029606437943792
HYG.US Exposure
-0.003038624389597189
GLD.US Exposure
-0.007026821067707427
USO.US Exposure
0.00193491305233567
VNQ.US Exposure
-0.01742073936649769
BTC-USD.CC Exposure
-0.00004578174319065965
CPER.US Exposure
0.028593939808786113
VIX.INDX Exposure
-0.06884895135689256
UUP.US Exposure
-0.005149173074621578
TIP.US Exposure
-0.001849537436167569
Idiosyncratic Exposure
0.023366042729914827
Value Score
20.8
Growth Score
50
Profit Score
75
Health Score
19.2
Yield Score
5.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated21.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.44%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$242.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
0.96
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$21
Avg Yield on Cost
0.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$21.340.21%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+59.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
56
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+18.7%
50.0% retracement+33.3%
61.8% retracement+52.1%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

CHPS.USvsDLLL.US

Compare Xtrackers Semiconductor Select Equity ETF vs GraniteShares 2x Long DELL Daily ETF

CHPS.USvsAPPX.US

Compare Xtrackers Semiconductor Select Equity ETF vs Tradr 2X Long APP Daily ETF

CHPS.USvsAREA.US

Compare Xtrackers Semiconductor Select Equity ETF vs Harbor AlphaEdge Next Generation REITs ETF

Frequently Asked Questions & Methodology

Is Xtrackers Semiconductor Select Equity ETF a high-risk investment?

Xtrackers Semiconductor Select Equity ETF (CHPS.US) has an annualized volatility of 50.0% and experienced a maximum drawdown of 24.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of CHPS.US?

Over the past 10 years, CHPS.US has generated a Compound Annual Growth Rate (CAGR) of 52.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Xtrackers Semiconductor Select Equity ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest