Global X AI Semiconductor & Quantum ETF

10-Year Study

CHPX.US · · US · ETF

Executive Summary: Global X AI Semiconductor & Quantum ETF has compounded at 95.2% annually over the last 10 years, with a maximum drawdown of 83.9% and an annualized volatility of 174.0%.

1Y CAGR
+7945.1%
3Y CAGR
+341.0%
5Y CAGR
+107.1%
10Y CAGR
+95.2%

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 →
83.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
9.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
283.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1213.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +1477.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -54.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.13.1-7.438.127.9-6.1——————74.3%
2025-11.7-19.5-9.911.2-13.924.5-35.6-1.222.72730.7-6.3-0.21477.6%
202462.3-0.4-14.4-12.419.90.417.714.3-12.63.7-15.5-2.646.6%
202335.8-8.4-23.774.3-20.832.5-3.110.7-5.852.65.212.6217.2%
2022-31.86.810.2-43.1-30.9142.7-2.72.7-31.919.2-24.1-2.7-54.1%
2021—————-2.4-14.55.6-14.3-10.7-21.1-4.1-49.0%

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 174.0%. The dominant macroeconomic risk driver is UUP.US, accounting for 17.4% of variance. Idiosyncratic stock-specific factors contribute 53.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-019763.779373826446
2021-07-018352.75587476529
2021-08-018818.897620056898
2021-09-017554.646102344274
2021-10-016746.456668079657
2021-11-015320.62981553911
2021-12-015102.677309271705
2022-01-013480.315072972982
2022-02-013716.220686247528
2022-03-014094.488100284488
2022-04-012330.7087264580423
2022-05-011610.708636347082
2022-06-013909.9213293769612
2022-07-013804.724292375524
2022-08-013907.0865887482196
2022-09-012662.6771290497836
2022-10-013174.8032483499364
2022-11-012409.1339848606076
2022-12-012342.9921644765323
2023-01-013181.1023799431027
2023-02-012913.385908072553
2023-03-012223.3071623570477
2023-04-013875.590555320057
2023-05-013070.2362371465165
2023-06-014069.2915739118257
2023-07-013941.417362805124
2023-08-014362.2047598862055
2023-09-014110.236116998569
2023-10-016271.49606346515
2023-11-016598.42538605976
2023-12-017433.070647368403
2024-01-0112062.992066856326
2024-02-0112015.748392176416
2024-03-0110283.465051778134
2024-04-019011.023949615957
2024-05-0110803.464616241825
2024-06-0110850.39365348506
2024-07-0112771.65319445232
2024-08-0114598.426136984428
2024-09-0112755.906304125241
2024-10-0113229.292219707042
2024-11-0111181.102379943102
2024-12-0110893.858675226207
2025-01-019622.04759886205
2025-02-017745.8270177439745
2025-03-016976.377787197711
2025-04-017754.33048870553
2025-05-016677.165094167831
2025-06-018314.961085206296
2025-07-015356.220641192048
2025-08-015289.448795009956
2025-09-016490.39360842958
2025-10-01183726.61693252527
2025-11-01172189.9238458757
2025-12-01171864.56951028074
2026-01-01189165.35717168727
2026-02-01195055.12103967022
2026-03-01180696.06570590864
2026-04-01249543.31083437867
2026-05-01319055.12290196336
2026-06-01299622.05174396624
Annual Return Matrix
YearAnnual Return
2022-0.5408308183197768
20232.172469272439538
20240.4655933182988188
202514.776280437813925
20260.743361372257958
Total Factor Risk
1.7403729994692299
VTI.US Exposure
-0.007382081974416726
VEA.US Exposure
0.010153316442059886
VWO.US Exposure
0.005409591906316835
QQQ.US Exposure
0.019519103040568864
VTV.US Exposure
0.026619986901416037
IJR.US Exposure
0.00018378478132714132
QUAL.US Exposure
-0.008841487249822417
SHV.US Exposure
0.10318927371850964
TLT.US Exposure
0.05162718778224099
LQD.US Exposure
-0.0018839588587165224
HYG.US Exposure
0.0025432770245444603
GLD.US Exposure
0.06610695362157447
USO.US Exposure
0.008524630489383274
VNQ.US Exposure
-0.004085397249965208
BTC-USD.CC Exposure
0.00036336024087862853
CPER.US Exposure
0.009693601401567168
VIX.INDX Exposure
0.003572208306159961
UUP.US Exposure
0.17402206504092618
TIP.US Exposure
0.006513934720501876
Idiosyncratic Exposure
0.5341506499149454
Value Score
21.6
Growth Score
50
Profit Score
75
Health Score
19.3
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
174.0%

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 →17.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued17.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
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$422.4B
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
0.97
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

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 →
+18.2%
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 →
+73.0%
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 →
12.7% 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 →
59
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+40.0%
50.0% retracement+72.2%
61.8% retracement+123.5%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Global X AI Semiconductor & Quantum ETF a high-risk investment?

Global X AI Semiconductor & Quantum ETF (CHPX.US) has an annualized volatility of 174.0% and experienced a maximum drawdown of 83.9% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, CHPX.US has generated a Compound Annual Growth Rate (CAGR) of 95.2%. It has had a positive return in 80% 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.

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