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KSA vs. INDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSA vs. INDA - Performance Comparison

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

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KSA vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KSA
iShares MSCI Saudi Arabia ETF
9.17%-8.20%-0.19%15.05%-6.06%33.62%2.65%9.30%13.07%6.14%
INDA
iShares MSCI India ETF
-13.34%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Returns By Period

In the year-to-date period, KSA achieves a 9.17% return, which is significantly higher than INDA's -13.34% return. Over the past 10 years, KSA has outperformed INDA with an annualized return of 8.88%, while INDA has yielded a comparatively lower 6.88% annualized return.


KSA

1D
2.47%
1M
6.94%
YTD
9.17%
6M
-0.86%
1Y
-1.07%
3Y*
3.88%
5Y*
4.57%
10Y*
8.88%

INDA

1D
3.13%
1M
-10.39%
YTD
-13.34%
6M
-10.03%
1Y
-9.01%
3Y*
6.29%
5Y*
3.50%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSA vs. INDA - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than INDA's 0.69% expense ratio.


Return for Risk

KSA vs. INDA — Risk / Return Rank

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

KSA
KSA Risk / Return Rank: 1111
Overall Rank
KSA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KSA Sortino Ratio Rank: 1111
Sortino Ratio Rank
KSA Omega Ratio Rank: 1111
Omega Ratio Rank
KSA Calmar Ratio Rank: 1212
Calmar Ratio Rank
KSA Martin Ratio Rank: 1212
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 55
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KSA vs. INDA - Risk-Adjusted Trends Comparison

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


KSAINDADifference

Sharpe ratio

Return per unit of total volatility

-0.06

-0.58

+0.52

Sortino ratio

Return per unit of downside risk

0.05

-0.75

+0.80

Omega ratio

Gain probability vs. loss probability

1.01

0.91

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.03

-0.46

+0.43

Martin ratio

Return relative to average drawdown

-0.05

-1.54

+1.49

KSA vs. INDA - Sharpe Ratio Comparison

The current KSA Sharpe Ratio is -0.06, which is higher than the INDA Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of KSA and INDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KSAINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.58

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.23

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.33

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.23

+0.09

Correlation

The correlation between KSA and INDA is 0.34, 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.


Dividends

KSA vs. INDA - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 2.70%, while INDA has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
KSA
iShares MSCI Saudi Arabia ETF
2.70%2.95%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.05%0.04%
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%

Drawdowns

KSA vs. INDA - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, smaller than the maximum INDA drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for KSA and INDA.


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Drawdown Indicators


KSAINDADifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-45.07%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-18.69%

+7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-22.72%

-5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-45.07%

+4.51%

Current Drawdown

Current decline from peak

-13.35%

-20.31%

+6.96%

Average Drawdown

Average peak-to-trough decline

-11.38%

-9.48%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

5.61%

+0.90%

Volatility

KSA vs. INDA - Volatility Comparison

iShares MSCI Saudi Arabia ETF (KSA) and iShares MSCI India ETF (INDA) have volatilities of 7.02% and 6.88%, 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.


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Volatility by Period


KSAINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.88%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

10.87%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

15.58%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

15.38%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

21.12%

-0.95%