ISVBF vs. MAGC

Last updated Jun 4, 2026

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 7.29% vs -19.65% for MAGC. A 0.63 correlation means they provide meaningful diversification when combined. ISVBF charges 0.40%/yr vs 0.59%/yr for MAGC.

Performance

ISVBF vs. MAGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and Roundhill China Magnificent Seven ETF (MAGC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISVBF achieves a -6.46% return, which is significantly higher than MAGC's -18.25% return.

ISVBF

• 1D: -2.03%
• 1M: -2.58%
• YTD: -6.46%
• 6M: -7.93%
• 1Y: 7.29%
• 3Y*: 9.94%
• 5Y*: -5.16%
• 10Y*: —

MAGC

• 1D: -3.41%
• 1M: -5.47%
• YTD: -18.25%
• 6M: -19.75%
• 1Y: -19.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ISVBF vs. MAGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ISVBF iShares MSCI China A UCITS ETF	-6.46%	30.64%	16.02%
MAGC Roundhill China Magnificent Seven ETF	-18.25%	16.35%	-14.54%

Correlation

The correlation between ISVBF and MAGC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since Oct 4, 2024	0.63

The correlation between ISVBF and MAGC has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

Return for Risk

ISVBF vs. MAGC — Risk / Return Rank

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

ISVBF

ISVBF Risk / Return Rank: 13
ISVBF Sharpe Ratio Rank: 12
ISVBF Sortino Ratio Rank: 13
ISVBF Omega Ratio Rank: 13
ISVBF Calmar Ratio Rank: 13
ISVBF Martin Ratio Rank: 13

MAGC

MAGC Risk / Return Rank: 3
MAGC Sharpe Ratio Rank: 3
MAGC Sortino Ratio Rank: 3
MAGC Omega Ratio Rank: 3
MAGC Calmar Ratio Rank: 4
MAGC Martin Ratio Rank: 3

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.

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.

	ISVBF	MAGC	Difference
Sharpe ratio: Return per unit of total volatility	0.24	-0.74	+0.98
Sortino ratio: Return per unit of downside risk	0.54	-0.98	+1.52
Omega ratio: Gain probability vs. loss probability	1.07	0.89	+0.18
Calmar ratio: Return relative to maximum drawdown	0.38	-0.60	+0.98
Martin ratio: Return relative to average drawdown	0.89	-1.15	+2.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISVBF vs. MAGC - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.24, which is higher than the MAGC Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of ISVBF and MAGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ISVBF	MAGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	-0.74	+0.98
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	-0.34	+0.19

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 -32.86%. Use the drawdown chart below to compare losses from any high point for ISVBF and MAGC.

Drawdown Indicators

	ISVBF	MAGC	Difference
Max Drawdown Largest peak-to-trough decline	-53.78%	-32.86%	-20.92%
Max Drawdown (1Y) Largest decline over 1 year	-19.18%	-32.86%	+13.68%
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-53.22%	—	—
Current Drawdown Current decline from peak	-24.18%	-31.30%	+7.12%
Average Drawdown Average peak-to-trough decline	-32.76%	-15.16%	-17.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.21%	17.09%	-8.88%

Volatility

ISVBF vs. MAGC - Volatility Comparison

iShares MSCI China A UCITS ETF (ISVBF) and Roundhill China Magnificent Seven ETF (MAGC) have volatilities of 10.81% and 11.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISVBF	MAGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.81%	11.15%	-0.34%
Volatility (6M) Calculated over the trailing 6-month period	26.55%	19.75%	+6.80%
Volatility (1Y) Calculated over the trailing 1-year period	30.57%	26.82%	+3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.20%	34.42%	-4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.21%	34.42%	-4.21%

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 5.02%.

Position	TTM	2025	2024
ISVBF iShares MSCI China A UCITS ETF	0.00%	0.00%	0.00%
MAGC Roundhill China Magnificent Seven ETF	5.02%	4.10%	1.02%

Frequently Asked Questions

Can I hold both ISVBF and MAGC in my portfolio?

ISVBF and MAGC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISVBF or MAGC?

MAGC has higher volatility (11.15%) compared to ISVBF (10.81%). In terms of maximum drawdown, ISVBF dropped -53.78% vs MAGC's -32.86%.

Which ETF is better, ISVBF or MAGC?

On 1-year performance, ISVBF leads with 7.29% vs -19.65% for MAGC. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 10.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ISVBF or MAGC?

Over the 1-year period, ISVBF has performed better with a 7.29% return vs -19.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ISVBF or MAGC?

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.59% for MAGC.

Which ETF pays a higher dividend yield, ISVBF or MAGC?

MAGC has the higher dividend yield at 5.02%, compared with 0.00% for ISVBF.

What is the main difference between ISVBF and MAGC?

They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.40% for ISVBF and 0.59% for MAGC.

Which has better risk-adjusted returns?

ISVBF currently has the higher Sharpe Ratio (0.24 vs -0.74), 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.