PCCE vs. DRAG

Last updated Jun 5, 2026

PCCE (Polen Capital China Growth ETF) and DRAG (Roundhill China Dragons ETF) are both China Equities funds. Both are actively managed. PCCE charges 1.00%/yr vs 0.59%/yr for DRAG.

Performance

PCCE vs. DRAG - Performance Comparison

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

Returns By Period

PCCE

• 1D: -0.49%
• 1M: -0.31%
• YTD: -1.49%
• 6M: -1.95%
• 1Y: 4.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRAG

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PCCE vs. DRAG - Yearly Performance Comparison

	2026 (YTD)
PCCE Polen Capital China Growth ETF	-2.83%
DRAG Roundhill China Dragons ETF	0.00%

PCCE vs. DRAG - Sectors Allocation Comparison

Sectors	PCCE	DRAG
Communication Services	20.1%	17.3%
Financial Services	19.9%	-
Consumer Cyclical	17.3%	72.4%
Industrials	13.7%	-
Real Estate	8.7%	-
Healthcare	8.0%	-
Technology	6.1%	10.2%
Consumer Defensive	4.3%	-
Basic Materials	1.8%	-
Energy	-	-
Utilities	-	-

Return for Risk

PCCE vs. DRAG — Risk / Return Rank

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

PCCE

PCCE Risk / Return Rank: 13
PCCE Sharpe Ratio Rank: 13
PCCE Sortino Ratio Rank: 13
PCCE Omega Ratio Rank: 13
PCCE Calmar Ratio Rank: 12
PCCE Martin Ratio Rank: 12

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.

PCCE vs. DRAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital China Growth ETF (PCCE) 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.

	PCCE	DRAG	Difference
Sharpe ratio: Return per unit of total volatility	0.26	—	—
Sortino ratio: Return per unit of downside risk	0.51	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.30	—	—
Martin ratio: Return relative to average drawdown	0.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PCCE	DRAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	—	—

Drawdowns

PCCE vs. DRAG - Drawdown Comparison

The maximum PCCE drawdown since its inception was -26.38%, which is greater than DRAG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PCCE and DRAG.

Drawdown Indicators

	PCCE	DRAG	Difference
Max Drawdown Largest peak-to-trough decline	-26.38%	0.00%	-26.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.59%	—	—
Current Drawdown Current decline from peak	-10.10%	0.00%	-10.10%
Average Drawdown Average peak-to-trough decline	-9.93%	0.00%	-9.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.33%	—	—

Volatility

Volatility by Period

	PCCE	DRAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.92%	0.00%	+18.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.19%	0.00%	+26.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.19%	0.00%	+26.19%

PCCE vs. DRAG - Expense Ratio Comparison

PCCE has a 1.00% expense ratio, which is higher than DRAG's 0.59% expense ratio.

Dividends

PCCE vs. DRAG - Dividend Comparison

PCCE's dividend yield for the trailing twelve months is around 2.32%, while DRAG has not paid dividends to shareholders.

Position	TTM	2025	2024
DRAG Roundhill China Dragons ETF	0.00%	0.00%	0.00%
PCCE Polen Capital China Growth ETF	2.32%	2.29%	1.95%

Frequently Asked Questions

Which ETF is better, PCCE or DRAG?

On fees, DRAG 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, PCCE or DRAG?

DRAG is cheaper with a 0.59% expense ratio, compared with 1.00% for PCCE.

Which ETF pays a higher dividend yield, PCCE or DRAG?

PCCE has the higher dividend yield at 2.32%, compared with 0.00% for DRAG.

What is the main difference between PCCE and DRAG?

They also come from different issuers: Polen and Roundhill. Their fees differ too: 1.00% for PCCE and 0.59% for DRAG.