JCHI vs. DRAG

Last updated Jun 4, 2026

JCHI (JPMorgan Active China ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds. Both are actively managed. JCHI charges 0.65%/yr vs 0.59%/yr for DRAG.

Performance

JCHI vs. DRAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active China ETF (JCHI) and Roundhill China Dragons ETF (DRAG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JCHI

• 1D: -1.80%
• 1M: 0.06%
• YTD: 0.59%
• 6M: -0.07%
• 1Y: 17.94%
• 3Y*: 8.80%
• 5Y*: —
• 10Y*: —

DRAG

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JCHI vs. DRAG - Yearly Performance Comparison

	2026 (YTD)
JCHI JPMorgan Active China ETF	-2.69%
DRAG Roundhill China Dragons ETF	0.00%

JCHI vs. DRAG - Sectors Allocation Comparison

Sectors	JCHI	DRAG
Consumer Cyclical	20.6%	72.4%
Financial Services	20.6%	-
Technology	14.7%	10.2%
Communication Services	14.5%	17.3%
Industrials	10.7%	-
Basic Materials	6.7%	-
Healthcare	4.7%	-
Consumer Defensive	4.1%	-
Energy	3.3%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

JCHI vs. DRAG — Risk / Return Rank

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

JCHI

JCHI Risk / Return Rank: 27
JCHI Sharpe Ratio Rank: 28
JCHI Sortino Ratio Rank: 28
JCHI Omega Ratio Rank: 28
JCHI Calmar Ratio Rank: 26
JCHI Martin Ratio Rank: 24

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.

JCHI vs. DRAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) 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.

	JCHI	DRAG	Difference
Sharpe ratio: Return per unit of total volatility	1.02	—	—
Sortino ratio: Return per unit of downside risk	1.52	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.25	—	—
Martin ratio: Return relative to average drawdown	3.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JCHI	DRAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	—	—

Drawdowns

JCHI vs. DRAG - Drawdown Comparison

The maximum JCHI drawdown since its inception was -29.57%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JCHI and DRAG.

Drawdown Indicators

	JCHI	DRAG	Difference
Max Drawdown Largest peak-to-trough decline	-29.57%	0.00%	-29.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.47%	—	—
Current Drawdown Current decline from peak	-7.33%	0.00%	-7.33%
Average Drawdown Average peak-to-trough decline	-13.34%	0.00%	-13.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.91%	—	—

Volatility

Volatility by Period

	JCHI	DRAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	0.00%	+17.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.88%	0.00%	+24.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.88%	0.00%	+24.88%

JCHI vs. DRAG - Expense Ratio Comparison

JCHI has a 0.65% expense ratio, which is higher than DRAG's 0.59% expense ratio.

Dividends

JCHI vs. DRAG - Dividend Comparison

JCHI's dividend yield for the trailing twelve months is around 1.80%, while DRAG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DRAG Roundhill China Dragons ETF	0.00%	0.00%	0.00%	0.00%
JCHI JPMorgan Active China ETF	1.80%	1.81%	2.12%	2.13%

Frequently Asked Questions

Which ETF is better, JCHI or DRAG?

On fees, DRAG is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JCHI or DRAG?

DRAG is cheaper with a 0.59% expense ratio, compared with 0.65% for JCHI.

Which ETF pays a higher dividend yield, JCHI or DRAG?

JCHI has the higher dividend yield at 1.80%, compared with 0.00% for DRAG.

What is the main difference between JCHI and DRAG?

They also come from different issuers: JPMorgan and Roundhill. Their fees differ too: 0.65% for JCHI and 0.59% for DRAG.