PortfoliosLab logo
KSA vs. FLSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KSA and FLSA is 0.39, 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. FLSA - Performance Comparison

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

60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
68.93%
73.88%
KSA
FLSA

Key characteristics

Sharpe Ratio

KSA:

-0.12

FLSA:

-0.20

Sortino Ratio

KSA:

-0.08

FLSA:

-0.18

Omega Ratio

KSA:

0.99

FLSA:

0.98

Calmar Ratio

KSA:

-0.09

FLSA:

-0.14

Martin Ratio

KSA:

-0.44

FLSA:

-0.65

Ulcer Index

KSA:

4.00%

FLSA:

4.27%

Daily Std Dev

KSA:

14.18%

FLSA:

14.08%

Max Drawdown

KSA:

-40.56%

FLSA:

-38.32%

Current Drawdown

KSA:

-12.86%

FLSA:

-12.95%

Returns By Period

In the year-to-date period, KSA achieves a 0.78% return, which is significantly lower than FLSA's 0.90% return.


KSA

YTD

0.78%

1M

0.71%

6M

1.07%

1Y

0.19%

5Y*

13.62%

10Y*

N/A

FLSA

YTD

0.90%

1M

0.39%

6M

0.98%

1Y

-0.59%

5Y*

14.20%

10Y*

N/A

*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. FLSA - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than FLSA's 0.39% 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 FLSA: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLSA: 0.39%

Risk-Adjusted Performance

KSA vs. FLSA — 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 1313
Overall Rank
The Sharpe Ratio Rank of KSA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of KSA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of KSA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of KSA is 1313
Calmar Ratio Rank
The Martin Ratio Rank of KSA is 1212
Martin Ratio Rank

FLSA
The Risk-Adjusted Performance Rank of FLSA is 1010
Overall Rank
The Sharpe Ratio Rank of FLSA is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSA is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FLSA is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FLSA is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FLSA is 99
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. FLSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and Franklin FTSE Saudi Arabia ETF (FLSA). 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 -0.12, compared to the broader market-1.000.001.002.003.004.00
KSA: -0.12
FLSA: -0.20
The chart of Sortino ratio for KSA, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.00
KSA: -0.08
FLSA: -0.18
The chart of Omega ratio for KSA, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
KSA: 0.99
FLSA: 0.98
The chart of Calmar ratio for KSA, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
KSA: -0.09
FLSA: -0.14
The chart of Martin ratio for KSA, currently valued at -0.44, compared to the broader market0.0020.0040.0060.00
KSA: -0.44
FLSA: -0.65

The current KSA Sharpe Ratio is -0.12, which is higher than the FLSA Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of KSA and FLSA, 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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.12
-0.20
KSA
FLSA

Dividends

KSA vs. FLSA - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 3.41%, more than FLSA's 2.98% yield.


TTM2024202320222021202020192018201720162015
KSA
iShares MSCI Saudi Arabia ETF
3.41%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.05%0.04%
FLSA
Franklin FTSE Saudi Arabia ETF
2.98%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%

Drawdowns

KSA vs. FLSA - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, which is greater than FLSA's maximum drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for KSA and FLSA. For additional features, visit the drawdowns tool.


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%NovemberDecember2025FebruaryMarchApril
-12.86%
-12.95%
KSA
FLSA

Volatility

KSA vs. FLSA - Volatility Comparison

iShares MSCI Saudi Arabia ETF (KSA) has a higher volatility of 8.33% compared to Franklin FTSE Saudi Arabia ETF (FLSA) at 7.73%. This indicates that KSA's price experiences larger fluctuations and is considered to be riskier than FLSA 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%NovemberDecember2025FebruaryMarchApril
8.33%
7.73%
KSA
FLSA