DRAG vs. ISVBF
DRAG (Roundhill China Dragons ETF) and ISVBF (iShares MSCI China A UCITS ETF) are both China Equities funds. DRAG is actively managed, while ISVBF is passively managed. DRAG charges 0.59%/yr vs 0.40%/yr for ISVBF.
Performance
DRAG vs. ISVBF - Performance Comparison
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Returns By Period
DRAG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF
- 1D
- -2.03%
- 1M
- -2.58%
- YTD
- -6.46%
- 6M
- -7.93%
- 1Y
- 7.29%
- 3Y*
- 9.94%
- 5Y*
- -5.16%
- 10Y*
- —
DRAG vs. ISVBF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DRAG Roundhill China Dragons ETF | 0.00% |
ISVBF iShares MSCI China A UCITS ETF | -8.39% |
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Return for Risk
DRAG vs. ISVBF — Risk / Return Rank
DRAG
ISVBF
DRAG vs. ISVBF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill China Dragons ETF (DRAG) and iShares MSCI China A UCITS ETF (ISVBF). 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.
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Sharpe Ratios by Period
| DRAG | ISVBF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.24 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.15 | — |
Drawdowns
DRAG vs. ISVBF - Drawdown Comparison
The maximum DRAG drawdown since its inception was 0.00%, smaller than the maximum ISVBF drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for DRAG and ISVBF.
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Drawdown Indicators
| DRAG | ISVBF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -53.78% | +53.78% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.18% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -53.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -24.18% | +24.18% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -32.76% | +32.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.21% | — |
Volatility
DRAG vs. ISVBF - Volatility Comparison
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Volatility by Period
| DRAG | ISVBF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 26.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 30.57% | -30.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 30.20% | -30.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 30.21% | -30.21% |
DRAG vs. ISVBF - Expense Ratio Comparison
DRAG has a 0.59% expense ratio, which is higher than ISVBF's 0.40% expense ratio.
Dividends
DRAG vs. ISVBF - Dividend Comparison
Neither DRAG nor ISVBF has paid dividends to shareholders.
Frequently Asked Questions
On fees, ISVBF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.59% for DRAG.
DRAG and ISVBF have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.59% for DRAG and 0.40% for ISVBF.
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