DRAG vs. MAGC
DRAG (Roundhill China Dragons ETF) and MAGC (Roundhill China Magnificent Seven ETF) are both China Equities funds from Roundhill. Both are actively managed. Both charge a 0.59% expense ratio.
Performance
DRAG vs. MAGC - Performance Comparison
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Returns By Period
DRAG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAGC
- 1D
- -3.41%
- 1M
- -5.47%
- YTD
- -18.25%
- 6M
- -19.75%
- 1Y
- -19.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRAG vs. MAGC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DRAG Roundhill China Dragons ETF | 0.00% |
MAGC Roundhill China Magnificent Seven ETF | -13.85% |
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Return for Risk
DRAG vs. MAGC — Risk / Return Rank
DRAG
MAGC
DRAG vs. MAGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill China Dragons ETF (DRAG) 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.
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 | MAGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.34 | — |
Drawdowns
DRAG vs. MAGC - Drawdown Comparison
The maximum DRAG drawdown since its inception was 0.00%, smaller than the maximum MAGC drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for DRAG and MAGC.
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Drawdown Indicators
| DRAG | MAGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -32.86% | +32.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -32.86% | — |
Current DrawdownCurrent decline from peak | 0.00% | -31.30% | +31.30% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -15.16% | +15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 17.09% | — |
Volatility
DRAG vs. MAGC - Volatility Comparison
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Volatility by Period
| DRAG | MAGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 26.82% | -26.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 34.42% | -34.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 34.42% | -34.42% |
DRAG vs. MAGC - Expense Ratio Comparison
Both DRAG and MAGC have an expense ratio of 0.59%.
Dividends
DRAG vs. MAGC - Dividend Comparison
DRAG has not paid dividends to shareholders, while MAGC's dividend yield for the trailing twelve months is around 5.02%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DRAG Roundhill China Dragons ETF | 0.00% | 0.00% | 0.00% |
MAGC Roundhill China Magnificent Seven ETF | 5.02% | 4.10% | 1.02% |
Frequently Asked Questions
Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DRAG and MAGC have the same expense ratio: 0.59% per year.
MAGC has the higher dividend yield at 5.02%, compared with 0.00% for DRAG.
Find the right allocation for DRAG and MAGC
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