KURE vs. DRAG
KURE (KraneShares MSCI All China Health Care Index ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds. KURE is passively managed, while DRAG is actively managed. KURE charges 0.65%/yr vs 0.59%/yr for DRAG.
Performance
KURE vs. DRAG - Performance Comparison
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Returns By Period
KURE
- 1D
- -2.87%
- 1M
- -12.23%
- YTD
- -10.68%
- 6M
- -15.54%
- 1Y
- -5.05%
- 3Y*
- -6.04%
- 5Y*
- -16.33%
- 10Y*
- —
DRAG
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KURE vs. DRAG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
KURE KraneShares MSCI All China Health Care Index ETF | -15.54% |
DRAG Roundhill China Dragons ETF | 0.00% |
KURE vs. DRAG - Sectors Allocation Comparison
Sectors
KURE
DRAG
Healthcare
-
Consumer Defensive
-
Basic Materials
-
-
Communication Services
-
Consumer Cyclical
-
Energy
-
-
Financial Services
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
Utilities
-
-
Healthcare
KURE
DRAG
-
Consumer Defensive
KURE
DRAG
-
Basic Materials
KURE
-
DRAG
-
Communication Services
KURE
-
DRAG
Consumer Cyclical
KURE
-
DRAG
Energy
KURE
-
DRAG
-
Financial Services
KURE
-
DRAG
-
Industrials
KURE
-
DRAG
-
Real Estate
KURE
-
DRAG
-
Technology
KURE
-
DRAG
Utilities
KURE
-
DRAG
-
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Return for Risk
KURE vs. DRAG — Risk / Return Rank
KURE
DRAG
KURE vs. DRAG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Health Care Index ETF (KURE) 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.
| KURE | DRAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.99 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | — | — |
| Martin ratioReturn relative to average drawdown | -0.39 | — | — |
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
| KURE | DRAG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | — | — |
Drawdowns
KURE vs. DRAG - Drawdown Comparison
The maximum KURE drawdown since its inception was -68.53%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for KURE and DRAG.
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Drawdown Indicators
| KURE | DRAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.53% | 0.00% | -68.53% |
Max Drawdown (1Y)Largest decline over 1 year | -27.53% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.94% | — | — |
Current DrawdownCurrent decline from peak | -61.11% | 0.00% | -61.11% |
Average DrawdownAverage peak-to-trough decline | -38.07% | 0.00% | -38.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.13% | — | — |
Volatility
KURE vs. DRAG - Volatility Comparison
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Volatility by Period
| KURE | DRAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.49% | 0.00% | +26.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.86% | 0.00% | +31.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.39% | 0.00% | +32.39% |
KURE vs. DRAG - Expense Ratio Comparison
KURE has a 0.65% expense ratio, which is higher than DRAG's 0.59% expense ratio.
Dividends
KURE vs. DRAG - Dividend Comparison
KURE's dividend yield for the trailing twelve months is around 4.70%, while DRAG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRAG Roundhill China Dragons ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KURE KraneShares MSCI All China Health Care Index ETF | 4.70% | 4.19% | 1.29% | 0.65% | 0.05% | 14.12% | 0.00% | 0.25% | 0.21% |
Frequently Asked Questions
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.
DRAG is cheaper with a 0.59% expense ratio, compared with 0.65% for KURE.
KURE has the higher dividend yield at 4.70%, compared with 0.00% for DRAG.
They also come from different issuers: CICC and Roundhill. Their fees differ too: 0.65% for KURE and 0.59% for DRAG.
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