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

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.06%
0.46%
KSA
FLSA

Returns By Period

In the year-to-date period, KSA achieves a -0.57% return, which is significantly higher than FLSA's -0.89% return.


KSA

YTD

-0.57%

1M

-1.40%

6M

0.02%

1Y

7.11%

5Y (annualized)

8.69%

10Y (annualized)

N/A

FLSA

YTD

-0.89%

1M

-1.85%

6M

-1.58%

1Y

5.14%

5Y (annualized)

9.57%

10Y (annualized)

N/A

Key characteristics


KSAFLSA
Sharpe Ratio0.520.37
Sortino Ratio0.810.61
Omega Ratio1.101.07
Calmar Ratio0.340.25
Martin Ratio1.330.91
Ulcer Index5.23%5.48%
Daily Std Dev13.32%13.45%
Max Drawdown-40.56%-38.32%
Current Drawdown-13.87%-14.25%

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KSA vs. FLSA - Expense Ratio Comparison

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

Correlation

-0.50.00.51.00.9

The correlation between KSA and FLSA is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for KSA, currently valued at 0.52, compared to the broader market0.002.004.000.520.37
The chart of Sortino ratio for KSA, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.0012.000.810.61
The chart of Omega ratio for KSA, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.07
The chart of Calmar ratio for KSA, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.25
The chart of Martin ratio for KSA, currently valued at 1.33, compared to the broader market0.0020.0040.0060.0080.00100.001.330.91
KSA
FLSA

The current KSA Sharpe Ratio is 0.52, which is higher than the FLSA Sharpe Ratio of 0.37. 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.52
0.37
KSA
FLSA

Dividends

KSA vs. FLSA - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 2.79%, less than FLSA's 3.33% yield.


TTM202320222021202020192018201720162015
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%
FLSA
Franklin FTSE Saudi Arabia ETF
3.33%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.


-18.00%-16.00%-14.00%-12.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-13.87%
-14.25%
KSA
FLSA

Volatility

KSA vs. FLSA - Volatility Comparison

iShares MSCI Saudi Arabia ETF (KSA) and Franklin FTSE Saudi Arabia ETF (FLSA) have volatilities of 3.27% and 3.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.27%
3.35%
KSA
FLSA