ISVBF vs. MAGC
ISVBF (iShares MSCI China A UCITS ETF) and MAGC (Roundhill China Magnificent Seven ETF) are both China Equities funds. ISVBF is passively managed, while MAGC is actively managed. Over the past year, ISVBF returned 0.32% vs -13.35% for MAGC. Their 0.63 correlation means they have sometimes moved together and sometimes differently. ISVBF charges 0.40%/yr vs 0.59%/yr for MAGC.
Performance
ISVBF vs. MAGC - Performance Comparison
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Returns By Period
In the year-to-date period, ISVBF achieves a -7.08% return, which is significantly higher than MAGC's -13.08% return.
ISVBF
- 1D
- 0.30%
- 1M
- 8.66%
- 6M
- -11.40%
- YTD
- -7.08%
- 1Y
- 0.32%
- 3Y*
- 7.49%
- 5Y*
- -2.55%
- 10Y*
- —
- ALL TIME*
- -4.51%
MAGC
- 1D
- -0.05%
- 1M
- 17.78%
- 6M
- -10.64%
- YTD
- -13.08%
- 1Y
- -13.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -7.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $155.37K | $259.62K | $313.99K | |
| $112.87K | $118.23K | $142.33K |
ISVBF vs. MAGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | -7.08% | 30.64% | 16.02% |
MAGC Roundhill China Magnificent Seven ETF | -13.08% | 16.35% | -14.03% |
Correlation
The correlation between ISVBF and MAGC is 0.67, 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. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.63 |
The correlation between ISVBF and MAGC has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
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Return for Risk
ISVBF vs. MAGC — Risk / Return Rank
ISVBF
MAGC
ISVBF vs. MAGC - 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 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.
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.
| ISVBF | MAGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.93 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.36 | +0.30 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.69 | +0.57 |
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Drawdowns
ISVBF vs. MAGC - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, which is greater than MAGC's maximum drawdown of -41.99%. Use the drawdown chart below to compare losses from any high point for ISVBF and MAGC.
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Drawdown Indicators
| ISVBF | MAGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -41.99% | -11.79% |
Max Drawdown (1Y)Largest decline over 1 year | -24.14% | -41.99% | +17.85% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.06% | — | — |
Current DrawdownCurrent decline from peak | -24.69% | -26.96% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -32.58% | -16.77% | -15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 21.77% | -10.62% |
Volatility
ISVBF vs. MAGC - Volatility Comparison
The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 6.84%, while Roundhill China Magnificent Seven ETF (MAGC) has a volatility of 8.92%. This indicates that ISVBF experiences smaller price fluctuations and is considered to be less risky than MAGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVBF | MAGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 8.92% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 26.50% | 21.20% | +5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.73% | 27.85% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.06% | 34.02% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.07% | 34.02% | -3.95% |
ISVBF vs. MAGC - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than MAGC's 0.59% expense ratio.
Dividends
ISVBF vs. MAGC - Dividend Comparison
ISVBF has not paid dividends to shareholders, while MAGC's dividend yield for the trailing twelve months is around 4.72%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | 0.00% | 0.00% | 0.00% |
MAGC Roundhill China Magnificent Seven ETF | 4.72% | 4.10% | 1.02% |
Frequently Asked Questions
ISVBF and MAGC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAGC has higher volatility (8.92%) compared to ISVBF (6.84%). In terms of maximum drawdown, ISVBF dropped -53.78% vs MAGC's -41.99%.
On 1-year performance, ISVBF leads with 0.32% vs -13.35% for MAGC. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 6.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISVBF has performed better with a 0.32% return vs -13.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.59% for MAGC.
MAGC has the higher dividend yield at 4.72%, compared with 0.00% for ISVBF.
They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.40% for ISVBF and 0.59% for MAGC.
ISVBF currently has the higher Sharpe Ratio (-0.04 vs -0.54), 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.
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