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

Correlation

The correlation between KSA and SPUS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

KSA vs. SPUS - 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 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
51.39%
102.99%
KSA
SPUS

Key characteristics

Sharpe Ratio

KSA:

-0.12

SPUS:

0.30

Sortino Ratio

KSA:

-0.08

SPUS:

0.57

Omega Ratio

KSA:

0.99

SPUS:

1.08

Calmar Ratio

KSA:

-0.09

SPUS:

0.30

Martin Ratio

KSA:

-0.44

SPUS:

1.09

Ulcer Index

KSA:

4.00%

SPUS:

6.25%

Daily Std Dev

KSA:

14.18%

SPUS:

22.91%

Max Drawdown

KSA:

-40.56%

SPUS:

-30.80%

Current Drawdown

KSA:

-12.86%

SPUS:

-13.36%

Returns By Period

In the year-to-date period, KSA achieves a 0.78% return, which is significantly higher than SPUS's -9.93% return.


KSA

YTD

0.78%

1M

0.22%

6M

1.07%

1Y

-0.42%

5Y*

12.93%

10Y*

N/A

SPUS

YTD

-9.93%

1M

-0.47%

6M

-8.03%

1Y

5.47%

5Y*

16.64%

10Y*

N/A

*Annualized

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KSA vs. SPUS - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than SPUS's 0.49% 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 SPUS: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPUS: 0.49%

Risk-Adjusted Performance

KSA vs. SPUS — 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 1414
Overall Rank
The Sharpe Ratio Rank of KSA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of KSA is 1414
Sortino Ratio Rank
The Omega Ratio Rank of KSA is 1414
Omega Ratio Rank
The Calmar Ratio Rank of KSA is 1515
Calmar Ratio Rank
The Martin Ratio Rank of KSA is 1313
Martin Ratio Rank

SPUS
The Risk-Adjusted Performance Rank of SPUS is 4646
Overall Rank
The Sharpe Ratio Rank of SPUS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SPUS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SPUS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SPUS is 4545
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. SPUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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
SPUS: 0.30
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
SPUS: 0.57
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
SPUS: 1.08
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
SPUS: 0.30
The chart of Martin ratio for KSA, currently valued at -0.44, compared to the broader market0.0020.0040.0060.00
KSA: -0.44
SPUS: 1.09

The current KSA Sharpe Ratio is -0.12, which is lower than the SPUS Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of KSA and SPUS, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.12
0.30
KSA
SPUS

Dividends

KSA vs. SPUS - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 3.41%, more than SPUS's 0.78% 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%3.06%0.04%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.78%0.70%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KSA vs. SPUS - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for KSA and SPUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.86%
-13.36%
KSA
SPUS

Volatility

KSA vs. SPUS - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia ETF (KSA) is 8.33%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 15.72%. This indicates that KSA experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.33%
15.72%
KSA
SPUS