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

Correlation

The correlation between KSA and EZA is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

KSA vs. EZA - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
87.85%
11.87%
KSA
EZA

Key characteristics

Sharpe Ratio

KSA:

-0.70

EZA:

0.46

Sortino Ratio

KSA:

-0.89

EZA:

0.77

Omega Ratio

KSA:

0.89

EZA:

1.10

Calmar Ratio

KSA:

-0.50

EZA:

0.36

Martin Ratio

KSA:

-1.47

EZA:

1.78

Ulcer Index

KSA:

6.20%

EZA:

6.37%

Daily Std Dev

KSA:

12.99%

EZA:

24.96%

Max Drawdown

KSA:

-40.56%

EZA:

-64.64%

Current Drawdown

KSA:

-17.48%

EZA:

-21.36%

Returns By Period

In the year-to-date period, KSA achieves a -4.55% return, which is significantly lower than EZA's -1.48% return.


KSA

YTD

-4.55%

1M

-4.34%

6M

-4.00%

1Y

-9.19%

5Y*

11.61%

10Y*

N/A

EZA

YTD

-1.48%

1M

-10.99%

6M

-12.79%

1Y

11.19%

5Y*

14.06%

10Y*

-0.68%

*Annualized

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KSA vs. EZA - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than EZA's 0.59% expense ratio.


Expense ratio chart for KSA: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KSA: 0.74%
Expense ratio chart for EZA: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EZA: 0.59%

Risk-Adjusted Performance

KSA vs. EZA — 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 55
Overall Rank
The Sharpe Ratio Rank of KSA is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of KSA is 44
Sortino Ratio Rank
The Omega Ratio Rank of KSA is 33
Omega Ratio Rank
The Calmar Ratio Rank of KSA is 66
Calmar Ratio Rank
The Martin Ratio Rank of KSA is 88
Martin Ratio Rank

EZA
The Risk-Adjusted Performance Rank of EZA is 6262
Overall Rank
The Sharpe Ratio Rank of EZA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EZA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of EZA is 6363
Omega Ratio Rank
The Calmar Ratio Rank of EZA is 5959
Calmar Ratio Rank
The Martin Ratio Rank of EZA is 6363
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. EZA - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for KSA, currently valued at -0.70, compared to the broader market-1.000.001.002.003.004.005.00
KSA: -0.70
EZA: 0.46
The chart of Sortino ratio for KSA, currently valued at -0.89, compared to the broader market-2.000.002.004.006.008.0010.00
KSA: -0.89
EZA: 0.77
The chart of Omega ratio for KSA, currently valued at 0.89, compared to the broader market0.501.001.502.002.50
KSA: 0.89
EZA: 1.10
The chart of Calmar ratio for KSA, currently valued at -0.50, compared to the broader market0.005.0010.0015.00
KSA: -0.50
EZA: 0.36
The chart of Martin ratio for KSA, currently valued at -1.47, compared to the broader market0.0020.0040.0060.0080.00
KSA: -1.47
EZA: 1.78

The current KSA Sharpe Ratio is -0.70, which is lower than the EZA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of KSA and EZA, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.70
0.46
KSA
EZA

Dividends

KSA vs. EZA - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 3.60%, less than EZA's 7.37% yield.


TTM20242023202220212020201920182017201620152014
KSA
iShares MSCI Saudi Arabia ETF
3.60%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.06%0.04%0.00%
EZA
iShares MSCI South Africa ETF
7.37%7.26%2.84%3.90%2.05%5.51%12.27%3.81%1.55%4.10%3.03%2.20%

Drawdowns

KSA vs. EZA - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, smaller than the maximum EZA drawdown of -64.64%. Use the drawdown chart below to compare losses from any high point for KSA and EZA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-17.48%
-21.36%
KSA
EZA

Volatility

KSA vs. EZA - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia ETF (KSA) is 5.93%, while iShares MSCI South Africa ETF (EZA) has a volatility of 10.97%. This indicates that KSA experiences smaller price fluctuations and is considered to be less risky than EZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
5.93%
10.97%
KSA
EZA