IDX vs. KSA
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Saudi Arabia ETF (KSA).
IDX and KSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. KSA is a passively managed fund by iShares that tracks the performance of the MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index. It was launched on Sep 16, 2015. Both IDX and KSA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDX or KSA.
Performance
IDX vs. KSA - Performance Comparison
Returns By Period
In the year-to-date period, IDX achieves a -5.74% return, which is significantly lower than KSA's -0.57% return.
IDX
-5.74%
-10.61%
-4.23%
-1.61%
-4.17%
-2.47%
KSA
-0.57%
-0.43%
0.14%
7.41%
8.72%
N/A
Key characteristics
| IDX | KSA | |
|---|---|---|
| Sharpe Ratio | -0.08 | 0.60 |
| Sortino Ratio | 0.02 | 0.91 |
| Omega Ratio | 1.00 | 1.12 |
| Calmar Ratio | -0.03 | 0.39 |
| Martin Ratio | -0.22 | 1.53 |
| Ulcer Index | 6.36% | 5.19% |
| Daily Std Dev | 18.22% | 13.35% |
| Max Drawdown | -63.17% | -40.56% |
| Current Drawdown | -37.85% | -13.87% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDX vs. KSA - Expense Ratio Comparison
IDX has a 0.57% expense ratio, which is lower than KSA's 0.74% expense ratio.
Correlation
The correlation between IDX and KSA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IDX vs. KSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and iShares MSCI Saudi Arabia ETF (KSA). 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.
Dividends
IDX vs. KSA - Dividend Comparison
IDX's dividend yield for the trailing twelve months is around 3.84%, more than KSA's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | 3.84% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
KSA iShares MSCI Saudi Arabia ETF | 2.79% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.06% | 0.04% | 0.00% | 0.00% |
Drawdowns
IDX vs. KSA - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.17%, which is greater than KSA's maximum drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for IDX and KSA. For additional features, visit the drawdowns tool.
Volatility
IDX vs. KSA - Volatility Comparison
VanEck Vectors Indonesia Index ETF (IDX) has a higher volatility of 4.04% compared to iShares MSCI Saudi Arabia ETF (KSA) at 3.49%. This indicates that IDX's price experiences larger fluctuations and is considered to be riskier than KSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.