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DRAG vs. DRAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRAG vs. DRAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill China Dragons ETF (DRAG) and Roundhill Memory ETF (DRAM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DRAG

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

DRAM

1D
0.20%
1M
64.14%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRAG vs. DRAM - Yearly Performance Comparison


DRAG vs. DRAM - Sectors Allocation Comparison


Sectors
DRAG
DRAM

Consumer Cyclical

72.4%

-

Communication Services

17.3%

-

Technology

10.2%
100.0%

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Consumer Cyclical

DRAG
72.4%
DRAM

-

Communication Services

DRAG
17.3%
DRAM

-

Technology

DRAG
10.2%
DRAM
100.0%

Basic Materials

DRAG

-

DRAM

-

Consumer Defensive

DRAG

-

DRAM

-

Energy

DRAG

-

DRAM

-

Financial Services

DRAG

-

DRAM

-

Healthcare

DRAG

-

DRAM

-

Industrials

DRAG

-

DRAM

-

Real Estate

DRAG

-

DRAM

-

Utilities

DRAG

-

DRAM

-

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Return for Risk

DRAG vs. DRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Dragons ETF (DRAG) and Roundhill Memory ETF (DRAM). 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.


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

DRAG vs. DRAM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRAGDRAMDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

341.95

Drawdowns

DRAG vs. DRAM - Drawdown Comparison

The maximum DRAG drawdown since its inception was 0.00%, smaller than the maximum DRAM drawdown of -10.46%. Use the drawdown chart below to compare losses from any high point for DRAG and DRAM.


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Drawdown Indicators


DRAGDRAMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-10.46%

+10.46%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.64%

+1.64%

Volatility

DRAG vs. DRAM - Volatility Comparison


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Volatility by Period


DRAGDRAMDifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

73.92%

-73.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

73.92%

-73.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

73.92%

-73.92%

DRAG vs. DRAM - Expense Ratio Comparison

DRAG has a 0.59% expense ratio, which is lower than DRAM's 0.65% expense ratio.


Dividends

DRAG vs. DRAM - Dividend Comparison

Neither DRAG nor DRAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

DRAG is cheaper with a 0.59% expense ratio, compared with 0.65% for DRAM.

DRAG and DRAM have nearly identical dividend yields, around 0.00%.

DRAG is categorized as China Equities, while DRAM is Technology Equities. Their fees differ too: 0.59% for DRAG and 0.65% for DRAM.

Portfolio Optimizer

Find the right allocation for DRAG and DRAM

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

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