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MCHI vs. DRGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHI vs. DRGN - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCHI achieves a -7.22% return, which is significantly lower than DRGN's 15.39% return.


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%

DRGN

1D
-1.00%
1M
4.18%
YTD
15.39%
6M
15.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHI vs. DRGN - Yearly Performance Comparison


Correlation

The correlation between MCHI and DRGN 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 (All Time)
Calculated using the full available price history since Jul 16, 2025

0.66

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Return for Risk

MCHI vs. DRGN — 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

DRGN
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. DRGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and Themes China Generative Artificial Intelligence ETF (DRGN). 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.


MCHIDRGNDifference
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. DRGN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MCHIDRGNDifference

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

1.52

-1.43

Drawdowns

MCHI vs. DRGN - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, which is greater than DRGN's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for MCHI and DRGN.


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Drawdown Indicators


MCHIDRGNDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-20.86%

-42.09%

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%

-7.97%

-28.77%

Average Drawdown

Average peak-to-trough decline

-24.53%

-7.93%

-16.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

Volatility

MCHI vs. DRGN - Volatility Comparison


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Volatility by Period


MCHIDRGNDifference

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%

34.79%

-14.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

34.79%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

34.79%

-7.40%

MCHI vs. DRGN - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is higher than DRGN's 0.39% expense ratio.


Dividends

MCHI vs. DRGN - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.28%, more than DRGN's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DRGN
Themes China Generative Artificial Intelligence ETF
1.05%1.22%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


MCHI and DRGN 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.

On fees, DRGN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRGN is cheaper with a 0.39% expense ratio, compared with 0.59% for MCHI.

MCHI has the higher dividend yield at 2.28%, compared with 1.05% for DRGN.

MCHI is categorized as China Equities, while DRGN is Technology Equities. MCHI tracks MSCI China Index, while DRGN tracks BITA China Generative AI Select Index. They also come from different issuers: iShares and Themes. Their fees differ too: 0.59% for MCHI and 0.39% for DRGN.

Portfolio Optimizer

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