MAGC vs. ISVBF
MAGC (Roundhill China Magnificent Seven ETF) and ISVBF (iShares MSCI China A UCITS ETF) are both China Equities funds. MAGC is actively managed, while ISVBF is passively managed. Over the past year, MAGC returned -26.11% vs 1.02% for ISVBF. A 0.62 correlation means they provide meaningful diversification when combined. MAGC charges 0.59%/yr vs 0.40%/yr for ISVBF.
Performance
MAGC vs. ISVBF - Performance Comparison
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Returns By Period
In the year-to-date period, MAGC achieves a -26.28% return, which is significantly lower than ISVBF's -10.90% return.
MAGC
- 1D
- -1.35%
- 1M
- -10.59%
- YTD
- -26.28%
- 6M
- -26.68%
- 1Y
- -26.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF
- 1D
- 0.43%
- 1M
- -1.75%
- YTD
- -10.90%
- 6M
- -12.10%
- 1Y
- 1.02%
- 3Y*
- 9.53%
- 5Y*
- -5.79%
- 10Y*
- —
MAGC vs. ISVBF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MAGC Roundhill China Magnificent Seven ETF | -26.28% | 16.35% | -14.03% |
ISVBF iShares MSCI China A UCITS ETF | -10.90% | 30.64% | 16.02% |
Correlation
The correlation between MAGC and ISVBF is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.62 |
The correlation between MAGC and ISVBF has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
MAGC vs. ISVBF — Risk / Return Rank
MAGC
ISVBF
MAGC vs. ISVBF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill China Magnificent Seven ETF (MAGC) and iShares MSCI China A UCITS ETF (ISVBF). 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 | ISVBF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.03 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.05 | -0.74 |
| Martin ratioReturn relative to average drawdown | -1.40 | 0.11 | -1.51 |
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Drawdowns
MAGC vs. ISVBF - Drawdown Comparison
The maximum MAGC drawdown since its inception was -38.05%, smaller than the maximum ISVBF drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for MAGC and ISVBF.
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Drawdown Indicators
| MAGC | ISVBF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.05% | -53.78% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -38.05% | -19.44% | -18.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.51% | — |
Current DrawdownCurrent decline from peak | -38.05% | -27.78% | -10.27% |
Average DrawdownAverage peak-to-trough decline | -15.66% | -32.68% | +17.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.66% | 9.08% | +9.58% |
Volatility
MAGC vs. ISVBF - Volatility Comparison
The current volatility for Roundhill China Magnificent Seven ETF (MAGC) is 8.15%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 9.03%. This indicates that MAGC experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAGC | ISVBF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 9.03% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.03% | 26.98% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.76% | 30.91% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.08% | 30.30% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.08% | 30.15% | +3.93% |
MAGC vs. ISVBF - Expense Ratio Comparison
MAGC has a 0.59% expense ratio, which is higher than ISVBF's 0.40% expense ratio.
Dividends
MAGC vs. ISVBF - Dividend Comparison
MAGC's dividend yield for the trailing twelve months is around 5.56%, while ISVBF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | 0.00% | 0.00% | 0.00% |
MAGC Roundhill China Magnificent Seven ETF | 5.56% | 4.10% | 1.02% |
Frequently Asked Questions
MAGC and ISVBF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISVBF has higher volatility (9.03%) compared to MAGC (8.15%). In terms of maximum drawdown, MAGC dropped -38.05% vs ISVBF's -53.78%.
On 1-year performance, ISVBF leads with 1.02% vs -26.11% for MAGC. On fees, ISVBF is cheaper at 0.40% per year. On volatility, MAGC has been the lower-risk option at 8.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISVBF has performed better with a 1.02% return vs -26.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.59% for MAGC.
MAGC has the higher dividend yield at 5.56%, compared with 0.00% for ISVBF.
They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.59% for MAGC and 0.40% for ISVBF.
ISVBF currently has the higher Sharpe Ratio (0.03 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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