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MAGC vs. CXSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGC vs. CXSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill China Magnificent Seven ETF (MAGC) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). The values are adjusted to include any dividend payments, if applicable.

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MAGC vs. CXSE - Yearly Performance Comparison


2026 (YTD)20252024
MAGC
Roundhill China Magnificent Seven ETF
-12.21%16.35%-14.54%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
-5.65%37.00%-17.14%

Returns By Period

In the year-to-date period, MAGC achieves a -12.21% return, which is significantly lower than CXSE's -5.65% return.


MAGC

1D
2.62%
1M
-0.97%
YTD
-12.21%
6M
-24.11%
1Y
-18.76%
3Y*
5Y*
10Y*

CXSE

1D
2.23%
1M
-4.51%
YTD
-5.65%
6M
-14.43%
1Y
13.45%
3Y*
4.74%
5Y*
-9.31%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAGC vs. CXSE - Expense Ratio Comparison

MAGC has a 0.59% expense ratio, which is higher than CXSE's 0.32% expense ratio.


Return for Risk

MAGC vs. CXSE — Risk / Return Rank

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

MAGC
MAGC Risk / Return Rank: 22
Overall Rank
MAGC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MAGC Sortino Ratio Rank: 33
Sortino Ratio Rank
MAGC Omega Ratio Rank: 33
Omega Ratio Rank
MAGC Calmar Ratio Rank: 22
Calmar Ratio Rank
MAGC Martin Ratio Rank: 11
Martin Ratio Rank

CXSE
CXSE Risk / Return Rank: 3030
Overall Rank
CXSE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 3131
Sortino Ratio Rank
CXSE Omega Ratio Rank: 3131
Omega Ratio Rank
CXSE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CXSE Martin Ratio Rank: 2525
Martin Ratio Rank
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. CXSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Magnificent Seven ETF (MAGC) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.


MAGCCXSEDifference

Sharpe ratio

Return per unit of total volatility

-0.61

0.54

-1.15

Sortino ratio

Return per unit of downside risk

-0.72

0.87

-1.59

Omega ratio

Gain probability vs. loss probability

0.92

1.12

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.69

0.73

-1.42

Martin ratio

Return relative to average drawdown

-1.52

1.73

-3.24

MAGC vs. CXSE - Sharpe Ratio Comparison

The current MAGC Sharpe Ratio is -0.61, which is lower than the CXSE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MAGC and CXSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAGCCXSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

0.54

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.18

-0.43

Correlation

The correlation between MAGC and CXSE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MAGC vs. CXSE - Dividend Comparison

MAGC's dividend yield for the trailing twelve months is around 4.67%, more than CXSE's 2.12% yield.


TTM20252024202320222021202020192018201720162015
MAGC
Roundhill China Magnificent Seven ETF
4.67%4.10%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
2.12%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%

Drawdowns

MAGC vs. CXSE - Drawdown Comparison

The maximum MAGC drawdown since its inception was -28.90%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for MAGC and CXSE.


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Drawdown Indicators


MAGCCXSEDifference

Max Drawdown

Largest peak-to-trough decline

-28.90%

-70.01%

+41.11%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-17.98%

-10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-64.47%

Max Drawdown (10Y)

Largest decline over 10 years

-70.01%

Current Drawdown

Current decline from peak

-26.23%

-49.53%

+23.30%

Average Drawdown

Average peak-to-trough decline

-13.68%

-27.59%

+13.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.24%

7.58%

+5.66%

Volatility

MAGC vs. CXSE - Volatility Comparison

Roundhill China Magnificent Seven ETF (MAGC) has a higher volatility of 9.34% compared to WisdomTree China ex-State-Owned Enterprises Fund (CXSE) at 7.55%. This indicates that MAGC's price experiences larger fluctuations and is considered to be riskier than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGCCXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

7.55%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

15.29%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

30.93%

24.92%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.73%

32.29%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.73%

28.64%

+6.09%