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KSA vs. SPRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSA vs. SPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Saudi Arabia ETF (KSA) and SP Funds S&P Global REIT Sharia ETF (SPRE). The values are adjusted to include any dividend payments, if applicable.

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KSA vs. SPRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KSA
iShares MSCI Saudi Arabia ETF
9.17%-8.20%-0.19%15.05%-6.06%33.62%-1.33%
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-29.48%44.78%0.73%

Returns By Period

In the year-to-date period, KSA achieves a 9.17% return, which is significantly higher than SPRE's 1.06% 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%

SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSA vs. SPRE - Expense Ratio Comparison

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


Return for Risk

KSA vs. SPRE — 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

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
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. SPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and SP Funds S&P Global REIT Sharia ETF (SPRE). 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.


KSASPREDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.28

-0.33

Sortino ratio

Return per unit of downside risk

0.05

0.48

-0.43

Omega ratio

Gain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.03

0.35

-0.38

Martin ratio

Return relative to average drawdown

-0.05

1.40

-1.45

KSA vs. SPRE - Sharpe Ratio Comparison

The current KSA Sharpe Ratio is -0.06, which is lower than the SPRE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of KSA and SPRE, 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


KSASPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.28

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.13

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.19

+0.14

Correlation

The correlation between KSA and SPRE is 0.29, 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. SPRE - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 2.70%, less than SPRE's 4.10% yield.


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%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KSA vs. SPRE - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, which is greater than SPRE's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for KSA and SPRE.


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Drawdown Indicators


KSASPREDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-38.34%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-14.01%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-38.34%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-13.35%

-17.95%

+4.60%

Average Drawdown

Average peak-to-trough decline

-11.38%

-18.12%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

3.49%

+3.02%

Volatility

KSA vs. SPRE - Volatility Comparison

iShares MSCI Saudi Arabia ETF (KSA) has a higher volatility of 7.02% compared to SP Funds S&P Global REIT Sharia ETF (SPRE) at 4.68%. This indicates that KSA's price experiences larger fluctuations and is considered to be riskier than SPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSASPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

4.68%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

9.08%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

16.63%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

18.69%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

18.53%

+1.64%