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ASHX vs. MAGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASHX vs. MAGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI China A Inclusion Equity ETF (ASHX) and Roundhill China Magnificent Seven ETF (MAGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ASHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

MAGC

1D
-1.35%
1M
-10.59%
YTD
-26.28%
6M
-26.68%
1Y
-26.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASHX vs. MAGC - Yearly Performance Comparison


2026 (YTD)20252024
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
0.00%0.00%0.00%
MAGC
Roundhill China Magnificent Seven ETF
-26.28%16.35%-14.03%

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Return for Risk

ASHX vs. MAGC — Risk / Return Rank

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

ASHX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MAGC
MAGC Risk / Return Rank: 22
Overall Rank
MAGC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MAGC Sortino Ratio Rank: 22
Sortino Ratio Rank
MAGC Omega Ratio Rank: 22
Omega Ratio Rank
MAGC Calmar Ratio Rank: 33
Calmar Ratio Rank
MAGC Martin Ratio Rank: 11
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.

ASHX vs. MAGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China A Inclusion Equity ETF (ASHX) and Roundhill China Magnificent Seven ETF (MAGC). 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.


ASHXMAGCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.69

Martin ratioReturn relative to average drawdown

-1.40

ASHX vs. MAGC - Sharpe Ratio Comparison


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Drawdowns

ASHX vs. MAGC - Drawdown Comparison


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Drawdown Indicators


ASHXMAGCDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

Max Drawdown (1Y)

Largest decline over 1 year

-38.05%

Current Drawdown

Current decline from peak

-38.05%

Average Drawdown

Average peak-to-trough decline

-15.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.66%

Volatility

ASHX vs. MAGC - Volatility Comparison


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Volatility by Period


ASHXMAGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

Volatility (1Y)

Calculated over the trailing 1-year period

26.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.08%

ASHX vs. MAGC - Expense Ratio Comparison

ASHX has a 0.60% expense ratio, which is higher than MAGC's 0.59% expense ratio.


Dividends

ASHX vs. MAGC - Dividend Comparison

ASHX has not paid dividends to shareholders, while MAGC's dividend yield for the trailing twelve months is around 5.56%.


PositionTTM20252024202320222021202020192018201720162015
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
0.00%0.00%0.00%2.38%1.76%0.84%0.80%1.78%1.07%2.48%19.46%2.91%
MAGC
Roundhill China Magnificent Seven ETF
5.56%4.10%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, MAGC is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MAGC is cheaper with a 0.59% expense ratio, compared with 0.60% for ASHX.

MAGC has the higher dividend yield at 5.56%, compared with 0.00% for ASHX.

They also come from different issuers: Deutsche Bank and Roundhill. Their fees differ too: 0.60% for ASHX and 0.59% for MAGC.

Portfolio Optimizer

Find the right allocation for ASHX and MAGC

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