MAGC vs. CN

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill China Magnificent Seven ETF (MAGC) and Xtrackers MSCI All China Equity ETF (CN).

MAGC and CN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAGC is an actively managed fund by Roundhill. It was launched on Oct 3, 2024. CN is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI China All Shares. It was launched on Apr 30, 2014.

Performance

MAGC vs. CN - Performance Comparison

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

MAGC vs. CN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MAGC Roundhill China Magnificent Seven ETF	-13.26%	16.35%	-14.54%
CN Xtrackers MSCI All China Equity ETF	0.00%	0.00%	0.00%

Returns By Period

MAGC

• 1D: -1.19%
• 1M: -0.88%
• YTD: -13.26%
• 6M: -25.67%
• 1Y: -19.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CN

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

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

MAGC vs. CN - Expense Ratio Comparison

MAGC has a 0.59% expense ratio, which is higher than CN's 0.50% expense ratio.

MAGC

Roundhill China Magnificent Seven ETF

CN

Xtrackers MSCI All China Equity ETF

Return for Risk

MAGC vs. CN — Risk / Return Rank

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

MAGC

MAGC Risk / Return Rank: 2
MAGC Sharpe Ratio Rank: 3
MAGC Sortino Ratio Rank: 3
MAGC Omega Ratio Rank: 3
MAGC Calmar Ratio Rank: 2
MAGC Martin Ratio Rank: 1

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.

MAGC vs. CN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Magnificent Seven ETF (MAGC) and Xtrackers MSCI All China Equity ETF (CN). 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.

	MAGC	CN	Difference
Sharpe ratio Return per unit of total volatility	-0.63	—	—
Sortino ratio Return per unit of downside risk	-0.75	—	—
Omega ratio Gain probability vs. loss probability	0.91	—	—
Calmar ratio Return relative to maximum drawdown	-0.68	—	—
Martin ratio Return relative to average drawdown	-1.48	—	—
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

	MAGC	CN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.27	—	—

Dividends

MAGC vs. CN - Dividend Comparison

MAGC's dividend yield for the trailing twelve months is around 4.73%, while CN has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAGC Roundhill China Magnificent Seven ETF	4.73%	4.10%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CN Xtrackers MSCI All China Equity ETF	0.00%	0.00%	0.00%	4.04%	1.80%	2.00%	0.78%	4.18%	2.09%	0.81%	11.41%	14.00%

Drawdowns

Drawdown Indicators

	MAGC	CN	Difference
Max Drawdown Largest peak-to-trough decline	-28.90%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-28.90%	—	—
Current Drawdown Current decline from peak	-27.11%	—	—
Average Drawdown Average peak-to-trough decline	-13.71%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	13.32%	—	—

Volatility

Volatility by Period

	MAGC	CN	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.91%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.70%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.70%	—	—