MAGC vs. DRAM

Last updated Jun 24, 2026

MAGC (Roundhill China Magnificent Seven ETF) and DRAM (Roundhill Memory ETF) are both exchange-traded funds - MAGC is a China Equities fund actively managed by Roundhill, while DRAM is a Technology Equities fund actively managed by Roundhill. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. MAGC charges 0.59%/yr vs 0.65%/yr for DRAM.

Performance

MAGC vs. DRAM - Performance Comparison

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

Returns By Period

MAGC

• 1D: -2.66%
• 1M: -12.97%
• YTD: -28.24%
• 6M: -28.22%
• 1Y: -29.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRAM

• 1D: -14.25%
• 1M: 31.05%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MAGC vs. DRAM - Yearly Performance Comparison

	2026 (YTD)
MAGC Roundhill China Magnificent Seven ETF	-17.27%
DRAM Roundhill Memory ETF	156.37%

Correlation

The correlation between MAGC and DRAM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	0.39

Return for Risk

MAGC vs. DRAM — Risk / Return Rank

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

MAGC

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

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DRAM - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MAGC	DRAM	Difference
Sharpe ratio: Return per unit of total volatility	-1.10	—	—
Sortino ratio: Return per unit of downside risk	-1.62	—	—
Omega ratio: Gain probability vs. loss probability	0.83	—	—
Calmar ratio: Return relative to maximum drawdown	-0.74	—	—
Martin ratio: Return relative to average drawdown	-1.56	—	—

Drawdowns

MAGC vs. DRAM - Drawdown Comparison

The maximum MAGC drawdown since its inception was -39.70%, which is greater than DRAM's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for MAGC and DRAM.

Drawdown Indicators

	MAGC	DRAM	Difference
Max Drawdown Largest peak-to-trough decline	-39.70%	-19.97%	-19.73%
Max Drawdown (1Y) Largest decline over 1 year	-39.70%	—	—
Current Drawdown Current decline from peak	-39.70%	-14.25%	-25.45%
Average Drawdown Average peak-to-trough decline	-15.72%	-3.09%	-12.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.83%	—	—

Volatility

Volatility by Period

	MAGC	DRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.82%	93.22%	-66.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.10%	93.22%	-59.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.10%	93.22%	-59.12%

MAGC vs. DRAM - Expense Ratio Comparison

MAGC has a 0.59% expense ratio, which is lower than DRAM's 0.65% expense ratio.

Dividends

MAGC vs. DRAM - Dividend Comparison

MAGC's dividend yield for the trailing twelve months is around 5.72%, while DRAM has not paid dividends to shareholders.

Position	TTM	2025	2024
DRAM Roundhill Memory ETF	0.00%	0.00%	0.00%
MAGC Roundhill China Magnificent Seven ETF	5.72%	4.10%	1.02%

Frequently Asked Questions

Can I hold both MAGC and DRAM in my portfolio?

MAGC and DRAM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAGC or DRAM?

On fees, MAGC 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, MAGC or DRAM?

MAGC is cheaper with a 0.59% expense ratio, compared with 0.65% for DRAM.

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

MAGC has the higher dividend yield at 5.72%, compared with 0.00% for DRAM.

What is the main difference between MAGC and DRAM?

MAGC is categorized as China Equities, while DRAM is Technology Equities. Their fees differ too: 0.59% for MAGC and 0.65% for DRAM.