ISVBF vs. DRAG
ISVBF (iShares MSCI China A UCITS ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds. ISVBF is passively managed, while DRAG is actively managed. ISVBF charges 0.40%/yr vs 0.59%/yr for DRAG.
Performance
ISVBF vs. DRAG - Performance Comparison
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Returns By Period
ISVBF
- 1D
- -2.03%
- 1M
- -2.58%
- YTD
- -6.46%
- 6M
- -7.93%
- 1Y
- 7.29%
- 3Y*
- 9.94%
- 5Y*
- -5.16%
- 10Y*
- —
DRAG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF vs. DRAG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ISVBF iShares MSCI China A UCITS ETF | -8.39% |
DRAG Roundhill China Dragons ETF | 0.00% |
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Return for Risk
ISVBF vs. DRAG — Risk / Return Rank
ISVBF
DRAG
ISVBF vs. DRAG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Roundhill China Dragons ETF (DRAG). 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.
| ISVBF | DRAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | — | — |
| Martin ratioReturn relative to average drawdown | 0.89 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISVBF | DRAG | 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
ISVBF vs. DRAG - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ISVBF and DRAG.
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Drawdown Indicators
| ISVBF | DRAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | 0.00% | -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 | -24.18% | 0.00% | -24.18% |
Average DrawdownAverage peak-to-trough decline | -32.76% | 0.00% | -32.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | — | — |
Volatility
ISVBF vs. DRAG - Volatility Comparison
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Volatility by Period
| ISVBF | DRAG | 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 | 30.57% | 0.00% | +30.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 0.00% | +30.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.21% | 0.00% | +30.21% |
ISVBF vs. DRAG - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than DRAG's 0.59% expense ratio.
Dividends
ISVBF vs. DRAG - Dividend Comparison
Neither ISVBF nor DRAG 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.
ISVBF and DRAG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.40% for ISVBF and 0.59% for DRAG.
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