DRAG vs. PCCE

Last updated Jun 4, 2026

DRAG (Roundhill China Dragons ETF) and PCCE (Polen Capital China Growth ETF) are both China Equities funds. Both are actively managed. DRAG charges 0.59%/yr vs 1.00%/yr for PCCE.

Performance

DRAG vs. PCCE - Performance Comparison

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

Returns By Period

DRAG

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

PCCE

• 1D: -1.53%
• 1M: 0.72%
• YTD: -1.00%
• 6M: -1.44%
• 1Y: 7.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRAG vs. PCCE - Yearly Performance Comparison

	2026 (YTD)
DRAG Roundhill China Dragons ETF	0.00%
PCCE Polen Capital China Growth ETF	-2.35%

DRAG vs. PCCE - Sectors Allocation Comparison

Sectors	DRAG	PCCE
Consumer Cyclical	72.4%	17.3%
Communication Services	17.3%	20.1%
Technology	10.2%	6.1%
Basic Materials	-	1.8%
Consumer Defensive	-	4.3%
Energy	-	-
Financial Services	-	19.9%
Healthcare	-	8.0%
Industrials	-	13.7%
Real Estate	-	8.7%
Utilities	-	-

Return for Risk

DRAG vs. PCCE — Risk / Return Rank

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

PCCE

PCCE Risk / Return Rank: 15
PCCE Sharpe Ratio Rank: 15
PCCE Sortino Ratio Rank: 15
PCCE Omega Ratio Rank: 15
PCCE Calmar Ratio Rank: 14
PCCE Martin Ratio Rank: 14

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.

DRAG vs. PCCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Dragons ETF (DRAG) and Polen Capital China Growth ETF (PCCE). 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.

Sharpe Ratios by Period

	DRAG	PCCE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Drawdowns

DRAG vs. PCCE - Drawdown Comparison

The maximum DRAG drawdown since its inception was 0.00%, smaller than the maximum PCCE drawdown of -26.38%. Use the drawdown chart below to compare losses from any high point for DRAG and PCCE.

Drawdown Indicators

	DRAG	PCCE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-26.38%	+26.38%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.59%	—
Current Drawdown Current decline from peak	0.00%	-9.66%	+9.66%
Average Drawdown Average peak-to-trough decline	0.00%	-9.93%	+9.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.30%	—

Volatility

Volatility by Period

	DRAG	PCCE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	18.91%	-18.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	26.21%	-26.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	26.21%	-26.21%

DRAG vs. PCCE - Expense Ratio Comparison

DRAG has a 0.59% expense ratio, which is lower than PCCE's 1.00% expense ratio.

Dividends

DRAG vs. PCCE - Dividend Comparison

DRAG has not paid dividends to shareholders, while PCCE's dividend yield for the trailing twelve months is around 2.31%.

Position	TTM	2025	2024
DRAG Roundhill China Dragons ETF	0.00%	0.00%	0.00%
PCCE Polen Capital China Growth ETF	2.31%	2.29%	1.95%

Frequently Asked Questions

Which ETF is better, DRAG or PCCE?

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.

Which ETF is cheaper, DRAG or PCCE?

DRAG is cheaper with a 0.59% expense ratio, compared with 1.00% for PCCE.

Which ETF pays a higher dividend yield, DRAG or PCCE?

PCCE has the higher dividend yield at 2.31%, compared with 0.00% for DRAG.

What is the main difference between DRAG and PCCE?

They also come from different issuers: Roundhill and Polen. Their fees differ too: 0.59% for DRAG and 1.00% for PCCE.