PortfoliosLab logoPortfoliosLab logo
MCHI vs. DRAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHI vs. DRAG - Performance Comparison

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

Loading charts...

Returns By Period


MCHI

1D
-0.45%
1M
-2.60%
YTD
-7.22%
6M
-8.98%
1Y
3.98%
3Y*
9.73%
5Y*
-5.76%
10Y*
4.49%

DRAG

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHI vs. DRAG - Yearly Performance Comparison


MCHI vs. DRAG - Sectors Allocation Comparison


Sectors
MCHI
DRAG

Consumer Cyclical

26.4%
72.4%

Financial Services

19.1%

-

Communication Services

18.8%
17.3%

Technology

9.6%
10.2%

Basic Materials

5.5%

-

Healthcare

5.4%

-

Industrials

5.0%

-

Energy

3.7%

-

Consumer Defensive

3.2%

-

Utilities

1.7%

-

Real Estate

1.5%

-

Consumer Cyclical

MCHI
26.4%
DRAG
72.4%

Financial Services

MCHI
19.1%
DRAG

-

Communication Services

MCHI
18.8%
DRAG
17.3%

Technology

MCHI
9.6%
DRAG
10.2%

Basic Materials

MCHI
5.5%
DRAG

-

Healthcare

MCHI
5.4%
DRAG

-

Industrials

MCHI
5.0%
DRAG

-

Energy

MCHI
3.7%
DRAG

-

Consumer Defensive

MCHI
3.2%
DRAG

-

Utilities

MCHI
1.7%
DRAG

-

Real Estate

MCHI
1.5%
DRAG

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MCHI vs. DRAG — Risk / Return Rank

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

MCHI
MCHI Risk / Return Rank: 1212
Overall Rank
MCHI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1212
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1111
Martin Ratio Rank

DRAG
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.

MCHI vs. DRAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) 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.


MCHIDRAGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.23

Martin ratioReturn relative to average drawdown

0.48

MCHI vs. DRAG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MCHIDRAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Drawdowns

MCHI vs. DRAG - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MCHI and DRAG.


Loading charts...

Drawdown Indicators


MCHIDRAGDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

0.00%

-62.95%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.85%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

Current Drawdown

Current decline from peak

-36.74%

0.00%

-36.74%

Average Drawdown

Average peak-to-trough decline

-24.53%

0.00%

-24.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

Volatility

MCHI vs. DRAG - Volatility Comparison


Loading charts...

Volatility by Period


MCHIDRAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

0.00%

+20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

0.00%

+30.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

0.00%

+27.39%

MCHI vs. DRAG - Expense Ratio Comparison

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


Dividends

MCHI vs. DRAG - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.28%, while DRAG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DRAG
Roundhill China Dragons ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCHI
iShares MSCI China ETF
2.28%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Frequently Asked Questions


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

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

MCHI has the higher dividend yield at 2.28%, compared with 0.00% for DRAG.

They also come from different issuers: iShares and Roundhill.

Portfolio Optimizer

Find the right allocation for MCHI and DRAG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer