MAGC vs. DRAG

Last updated Jun 3, 2026

MAGC (Roundhill China Magnificent Seven ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds from Roundhill. Both are actively managed. Both charge a 0.59% expense ratio.

Performance

MAGC vs. DRAG - Performance Comparison

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

Returns By Period

MAGC

• 1D: 4.10%
• 1M: -2.34%
• YTD: -15.36%
• 6M: -17.67%
• 1Y: -15.61%
• 3Y*: —
• 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)

MAGC vs. DRAG - Yearly Performance Comparison

	2026 (YTD)
MAGC Roundhill China Magnificent Seven ETF	-10.81%
DRAG Roundhill China Dragons ETF	0.00%

Return for Risk

MAGC vs. DRAG — Risk / Return Rank

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

MAGC

MAGC Risk / Return Rank: 4
MAGC Sharpe Ratio Rank: 4
MAGC Sortino Ratio Rank: 4
MAGC Omega Ratio Rank: 4
MAGC Calmar Ratio Rank: 5
MAGC Martin Ratio Rank: 5

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. DRAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill China Magnificent Seven ETF (MAGC) 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.

	MAGC	DRAG	Difference
Sharpe ratio Return per unit of total volatility	-0.59	—	—
Sortino ratio Return per unit of downside risk	-0.73	—	—
Omega ratio Gain probability vs. loss probability	0.92	—	—
Calmar ratio Return relative to maximum drawdown	-0.44	—	—
Martin ratio Return relative to average drawdown	-0.85	—	—
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	DRAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	—	—

Drawdowns

MAGC vs. DRAG - Drawdown Comparison

The maximum MAGC drawdown since its inception was -32.86%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MAGC and DRAG.

Drawdown Indicators

	MAGC	DRAG	Difference
Max Drawdown Largest peak-to-trough decline	-32.86%	0.00%	-32.86%
Max Drawdown (1Y) Largest decline over 1 year	-32.86%	—	—
Current Drawdown Current decline from peak	-28.88%	0.00%	-28.88%
Average Drawdown Average peak-to-trough decline	-15.12%	0.00%	-15.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.98%	—	—

Volatility

Volatility by Period

	MAGC	DRAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.65%	0.00%	+26.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.36%	0.00%	+34.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.36%	0.00%	+34.36%

MAGC vs. DRAG - Expense Ratio Comparison

Both MAGC and DRAG have an expense ratio of 0.59%.

Dividends

MAGC vs. DRAG - Dividend Comparison

MAGC's dividend yield for the trailing twelve months is around 4.85%, while DRAG has not paid dividends to shareholders.

Position	TTM	2025	2024
DRAG Roundhill China Dragons ETF	0.00%	0.00%	0.00%
MAGC Roundhill China Magnificent Seven ETF	4.85%	4.10%	1.02%

Frequently Asked Questions

Which ETF is better, MAGC or DRAG?

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MAGC or DRAG?

MAGC and DRAG have the same expense ratio: 0.59% per year.

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

MAGC has the higher dividend yield at 4.85%, compared with 0.00% for DRAG.