PortfoliosLab logoPortfoliosLab logo
DRGN vs. CNYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGN vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes China Generative Artificial Intelligence ETF (DRGN) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DRGN achieves a 8.73% return, which is significantly higher than CNYA's 1.92% return.


DRGN

1D
3.34%
1M
-0.11%
6M
-2.24%
YTD
8.73%
1Y
34.63%
3Y*
5Y*
10Y*
ALL TIME*
36.21%

CNYA

1D
0.03%
1M
-4.04%
6M
0.38%
YTD
1.92%
1Y
21.02%
3Y*
7.65%
5Y*
-0.99%
10Y*
5.37%
ALL TIME*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.58M$2.45M$4.18M
$390.32K$398.54K$552.05K

DRGN vs. CNYA - Yearly Performance Comparison


Correlation

The correlation between DRGN and CNYA is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.71

The correlation between DRGN and CNYA has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DRGN vs. CNYA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRGN
DRGN Risk / Return Rank: 3737
Overall Rank
DRGN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DRGN Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGN Omega Ratio Rank: 3535
Omega Ratio Rank
DRGN Calmar Ratio Rank: 4343
Calmar Ratio Rank
DRGN Martin Ratio Rank: 3333
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 4646
Overall Rank
CNYA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CNYA Omega Ratio Rank: 4141
Omega Ratio Rank
CNYA Calmar Ratio Rank: 5757
Calmar Ratio Rank
CNYA Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRGN vs. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes China Generative Artificial Intelligence ETF (DRGN) and iShares MSCI China A ETF (CNYA). 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.


DRGNCNYADifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratioReturn relative to maximum drawdown

1.55

2.00

-0.45

Martin ratioReturn relative to average drawdown

3.10

5.87

-2.77

DRGN vs. CNYA - Sharpe Ratio Comparison

The current DRGN Sharpe Ratio is 0.88, which is comparable to the CNYA Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DRGN and CNYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DRGN vs. CNYA - Drawdown Comparison

The maximum DRGN drawdown since its inception was -20.86%, smaller than the maximum CNYA drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for DRGN and CNYA.


Loading charts...

Drawdown Indicators


DRGNCNYADifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-49.49%

+28.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.86%

-10.37%

-10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

Max Drawdown (10Y)

Largest decline over 10 years

-49.49%

Current Drawdown

Current decline from peak

-13.29%

-19.26%

+5.97%

Average Drawdown

Average peak-to-trough decline

-8.39%

-20.61%

+12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

3.53%

+6.89%

Volatility

DRGN vs. CNYA - Volatility Comparison

Themes China Generative Artificial Intelligence ETF (DRGN) has a higher volatility of 12.89% compared to iShares MSCI China A ETF (CNYA) at 8.72%. This indicates that DRGN's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DRGNCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

8.72%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

25.82%

15.98%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

36.63%

20.27%

+16.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.03%

23.87%

+12.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.03%

23.62%

+12.41%

DRGN vs. CNYA - Expense Ratio Comparison

DRGN has a 0.39% expense ratio, which is lower than CNYA's 0.60% expense ratio.


Dividends

DRGN vs. CNYA - Dividend Comparison

DRGN's dividend yield for the trailing twelve months is around 1.12%, less than CNYA's 1.84% yield.


PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF
1.84%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
DRGN
Themes China Generative Artificial Intelligence ETF
1.12%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRGN and CNYA have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRGN has higher volatility (12.89%) compared to CNYA (8.72%). In terms of maximum drawdown, DRGN dropped -20.86% vs CNYA's -49.49%.

On 1-year performance, DRGN leads with 34.63% vs 21.02% for CNYA. On fees, DRGN is cheaper at 0.39% per year. On volatility, CNYA has been the lower-risk option at 8.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DRGN has performed better with a 34.63% return vs 21.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRGN is cheaper with a 0.39% expense ratio, compared with 0.60% for CNYA.

CNYA has the higher dividend yield at 1.84%, compared with 1.12% for DRGN.

DRGN is categorized as Artificial Intelligence, while CNYA is China Equities. DRGN tracks BITA China Generative AI Select Index, while CNYA tracks MSCI China A Inclusion Index. They also come from different issuers: Themes and iShares. Their fees differ too: 0.39% for DRGN and 0.60% for CNYA.

CNYA currently has the higher Sharpe Ratio (1.03 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DRGN and CNYA

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

Open Portfolio Optimizer