MCHI vs. DRAG
MCHI (iShares MSCI China ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds. MCHI is passively managed, while DRAG is actively managed. Both charge a 0.59% expense ratio.
Performance
MCHI vs. DRAG - Performance Comparison
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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*
- —
MCHI vs. DRAG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MCHI iShares MSCI China ETF | -9.63% |
DRAG Roundhill China Dragons ETF | 0.00% |
MCHI vs. DRAG - Sectors Allocation Comparison
Sectors
MCHI
DRAG
Consumer Cyclical
Financial Services
-
Communication Services
Technology
Basic Materials
-
Healthcare
-
Industrials
-
Energy
-
Consumer Defensive
-
Utilities
-
Real Estate
-
Consumer Cyclical
MCHI
DRAG
Financial Services
MCHI
DRAG
-
Communication Services
MCHI
DRAG
Technology
MCHI
DRAG
Basic Materials
MCHI
DRAG
-
Healthcare
MCHI
DRAG
-
Industrials
MCHI
DRAG
-
Energy
MCHI
DRAG
-
Consumer Defensive
MCHI
DRAG
-
Utilities
MCHI
DRAG
-
Real Estate
MCHI
DRAG
-
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Return for Risk
MCHI vs. DRAG — Risk / Return Rank
MCHI
DRAG
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.
| MCHI | DRAG | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCHI | DRAG | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| MCHI | DRAG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -36.74% | 0.00% | -36.74% |
Average DrawdownAverage peak-to-trough decline | -24.53% | 0.00% | -24.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | — | — |
Volatility
MCHI vs. DRAG - Volatility Comparison
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Volatility by Period
| MCHI | DRAG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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