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DRGN vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGN vs. EWT - 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 Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRGN achieves a 17.63% return, which is significantly lower than EWT's 75.55% return.


DRGN

1D
0.92%
1M
2.68%
YTD
17.63%
6M
19.25%
1Y
3Y*
5Y*
10Y*

EWT

1D
1.40%
1M
15.17%
YTD
75.55%
6M
79.95%
1Y
112.72%
3Y*
40.33%
5Y*
19.78%
10Y*
20.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGN vs. EWT - Yearly Performance Comparison


Correlation

The correlation between DRGN and EWT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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Return for Risk

DRGN vs. EWT — Risk / Return Rank

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

DRGN

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


EWT
EWT Risk / Return Rank: 9696
Overall Rank
EWT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9494
Sortino Ratio Rank
EWT Omega Ratio Rank: 9494
Omega Ratio Rank
EWT Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWT Martin Ratio Rank: 9696
Martin Ratio Rank
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.

DRGN vs. EWT - 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 Taiwan ETF (EWT). 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.


DRGNEWTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.66

Calmar ratioReturn relative to maximum drawdown

10.78

Martin ratioReturn relative to average drawdown

31.81

DRGN vs. EWT - Sharpe Ratio Comparison


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Drawdowns

DRGN vs. EWT - Drawdown Comparison

The maximum DRGN drawdown since its inception was -20.86%, smaller than the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for DRGN and EWT.


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Drawdown Indicators


DRGNEWTDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-64.37%

+43.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-6.19%

0.00%

-6.19%

Average Drawdown

Average peak-to-trough decline

-8.05%

-19.20%

+11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

Volatility

DRGN vs. EWT - Volatility Comparison


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Volatility by Period


DRGNEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.45%

Volatility (6M)

Calculated over the trailing 6-month period

23.07%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

27.26%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.00%

23.14%

+11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.00%

21.86%

+13.14%

DRGN vs. EWT - Expense Ratio Comparison

DRGN has a 0.39% expense ratio, which is lower than EWT's 0.59% expense ratio.


Dividends

DRGN vs. EWT - Dividend Comparison

DRGN's dividend yield for the trailing twelve months is around 1.03%, less than EWT's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
DRGN
Themes China Generative Artificial Intelligence ETF
1.03%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
2.53%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Frequently Asked Questions


DRGN and EWT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRGN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRGN is cheaper with a 0.39% expense ratio, compared with 0.59% for EWT.

EWT has the higher dividend yield at 2.53%, compared with 1.03% for DRGN.

DRGN is categorized as Technology Equities, while EWT is Asia Pacific Equities. DRGN tracks BITA China Generative AI Select Index, while EWT tracks MSCI Taiwan 25/50 Index. They also come from different issuers: Themes and iShares. Their fees differ too: 0.39% for DRGN and 0.59% for EWT.

Portfolio Optimizer

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