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KSA vs. EWW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KSA and EWW is 0.35, 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.


-0.50.00.51.00.3

Performance

KSA vs. EWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Saudi Arabia ETF (KSA) and iShares MSCI Mexico ETF (EWW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
1.16%
-17.90%
KSA
EWW

Key characteristics

Sharpe Ratio

KSA:

0.15

EWW:

-0.91

Sortino Ratio

KSA:

0.30

EWW:

-1.15

Omega Ratio

KSA:

1.04

EWW:

0.85

Calmar Ratio

KSA:

0.11

EWW:

-0.72

Martin Ratio

KSA:

0.34

EWW:

-1.19

Ulcer Index

KSA:

5.72%

EWW:

18.84%

Daily Std Dev

KSA:

12.77%

EWW:

24.48%

Max Drawdown

KSA:

-40.56%

EWW:

-64.94%

Current Drawdown

KSA:

-11.23%

EWW:

-30.03%

Returns By Period

In the year-to-date period, KSA achieves a 2.67% return, which is significantly higher than EWW's 1.39% return.


KSA

YTD

2.67%

1M

3.88%

6M

1.66%

1Y

2.96%

5Y*

8.46%

10Y*

N/A

EWW

YTD

1.39%

1M

-2.86%

6M

-17.90%

1Y

-24.17%

5Y*

2.60%

10Y*

0.16%

*Annualized

Compare stocks, funds, or ETFs

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


KSA vs. EWW - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than EWW's 0.49% expense ratio.


KSA
iShares MSCI Saudi Arabia ETF
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%
Expense ratio chart for EWW: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

KSA vs. EWW — Risk-Adjusted Performance Rank

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

KSA
The Risk-Adjusted Performance Rank of KSA is 1010
Overall Rank
The Sharpe Ratio Rank of KSA is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of KSA is 99
Sortino Ratio Rank
The Omega Ratio Rank of KSA is 1010
Omega Ratio Rank
The Calmar Ratio Rank of KSA is 1111
Calmar Ratio Rank
The Martin Ratio Rank of KSA is 99
Martin Ratio Rank

EWW
The Risk-Adjusted Performance Rank of EWW is 11
Overall Rank
The Sharpe Ratio Rank of EWW is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of EWW is 11
Sortino Ratio Rank
The Omega Ratio Rank of EWW is 11
Omega Ratio Rank
The Calmar Ratio Rank of EWW is 00
Calmar Ratio Rank
The Martin Ratio Rank of EWW is 22
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.

KSA vs. EWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and iShares MSCI Mexico ETF (EWW). 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.


Sharpe ratio
The chart of Sharpe ratio for KSA, currently valued at 0.15, compared to the broader market0.002.004.000.15-0.91
The chart of Sortino ratio for KSA, currently valued at 0.30, compared to the broader market0.005.0010.000.30-1.15
The chart of Omega ratio for KSA, currently valued at 1.04, compared to the broader market1.002.003.001.040.85
The chart of Calmar ratio for KSA, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.11-0.72
The chart of Martin ratio for KSA, currently valued at 0.34, compared to the broader market0.0020.0040.0060.0080.00100.000.34-1.19
KSA
EWW

The current KSA Sharpe Ratio is 0.15, which is higher than the EWW Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of KSA and EWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.15
-0.91
KSA
EWW

Dividends

KSA vs. EWW - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 3.35%, less than EWW's 4.33% yield.


TTM20242023202220212020201920182017201620152014
KSA
iShares MSCI Saudi Arabia ETF
3.35%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.06%0.04%0.00%
EWW
iShares MSCI Mexico ETF
4.33%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%1.23%

Drawdowns

KSA vs. EWW - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, smaller than the maximum EWW drawdown of -64.94%. Use the drawdown chart below to compare losses from any high point for KSA and EWW. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-11.23%
-30.03%
KSA
EWW

Volatility

KSA vs. EWW - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia ETF (KSA) is 2.91%, while iShares MSCI Mexico ETF (EWW) has a volatility of 7.03%. This indicates that KSA experiences smaller price fluctuations and is considered to be less risky than EWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
2.91%
7.03%
KSA
EWW
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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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