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iShares MSCI Saudi Arabia ETF (KSA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V4234

CUSIP

46434V423

Issuer

iShares

Inception Date

Sep 16, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

KSA features an expense ratio of 0.74%, falling within the medium range.


Expense ratio chart for KSA: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
KSA vs. SPUS KSA vs. FLSA KSA vs. EWW KSA vs. HLAL KSA vs. UAE KSA vs. EZA KSA vs. BRK-B KSA vs. VDE KSA vs. INDA KSA vs. FNDA
Popular comparisons:
KSA vs. SPUS KSA vs. FLSA KSA vs. EWW KSA vs. HLAL KSA vs. UAE KSA vs. EZA KSA vs. BRK-B KSA vs. VDE KSA vs. INDA KSA vs. FNDA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Saudi Arabia ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
95.53%
198.00%
KSA (iShares MSCI Saudi Arabia ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Saudi Arabia ETF had a return of -0.84% year-to-date (YTD) and 2.16% in the last 12 months.


KSA

YTD

-0.84%

1M

-0.27%

6M

0.87%

1Y

2.16%

5Y*

7.95%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of KSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.61%6.79%-0.72%-2.58%-6.76%2.79%3.64%0.64%0.78%-1.78%-2.10%-0.84%
20233.95%-7.47%6.75%6.30%-2.87%4.59%1.79%-2.78%-5.28%-2.19%4.51%8.29%15.05%
202211.35%2.33%1.87%6.76%-7.70%-10.86%6.47%0.61%-7.53%4.49%-7.96%-3.29%-6.06%
20210.13%3.18%11.79%5.15%2.01%3.25%0.81%3.75%1.38%3.44%-8.90%4.55%33.62%
2020-3.40%-9.44%-11.53%6.85%4.54%0.16%2.01%7.52%2.88%-4.65%10.35%-0.15%2.66%
201910.52%-0.41%4.72%5.56%-8.25%3.30%-1.45%-6.88%0.59%-5.45%1.84%6.63%9.30%
20185.88%-3.75%9.78%4.40%1.47%2.03%-0.48%-5.51%1.16%-0.41%-3.97%2.77%13.07%
20170.17%-2.63%0.83%0.50%-0.61%10.45%-4.57%0.89%0.12%-3.60%0.28%5.00%6.14%
2016-13.29%0.57%5.11%9.12%-3.81%1.47%-4.06%-2.80%-4.35%5.67%14.77%1.97%7.67%
2015-1.98%-1.03%-3.08%0.16%-5.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KSA is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KSA is 1717
Overall Rank
The Sharpe Ratio Rank of KSA is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of KSA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of KSA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of KSA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of KSA is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for KSA, currently valued at 0.19, compared to the broader market0.002.004.000.192.10
The chart of Sortino ratio for KSA, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.362.80
The chart of Omega ratio for KSA, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.39
The chart of Calmar ratio for KSA, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.09
The chart of Martin ratio for KSA, currently valued at 0.46, compared to the broader market0.0020.0040.0060.0080.00100.000.4613.49
KSA
^GSPC

The current iShares MSCI Saudi Arabia ETF Sharpe ratio is 0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Saudi Arabia ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.19
2.10
KSA (iShares MSCI Saudi Arabia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Saudi Arabia ETF provided a 2.66% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.09$1.03$0.73$0.65$0.55$0.67$0.73$0.60$0.77$0.01

Dividend yield

2.66%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.06%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Saudi Arabia ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.48$1.09
2023$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.54$1.03
2022$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.40$0.73
2021$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.28$0.65
2020$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.09$0.55
2019$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.37$0.67
2018$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.44$0.73
2017$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.34$0.60
2016$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$0.27$0.77
2015$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.11%
-2.62%
KSA (iShares MSCI Saudi Arabia ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Saudi Arabia ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Saudi Arabia ETF was 40.56%, occurring on Mar 16, 2020. Recovery took 248 trading sessions.

The current iShares MSCI Saudi Arabia ETF drawdown is 14.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.56%May 6, 2019218Mar 16, 2020248Mar 10, 2021466
-28.74%Oct 14, 201542Jan 20, 2016301Jun 21, 2017343
-28.09%Apr 19, 2022230Mar 17, 2023
-13.77%Jul 23, 201860Oct 15, 201863Jan 16, 2019123
-10.56%Nov 15, 202111Nov 30, 202130Jan 12, 202241

Volatility

Volatility Chart

The current iShares MSCI Saudi Arabia ETF volatility is 3.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
3.79%
KSA (iShares MSCI Saudi Arabia ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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