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KSA vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSA vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Saudi Arabia ETF (KSA) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KSA achieves a 4.97% return, which is significantly lower than VEXC's 20.21% return.


KSA

1D
-1.27%
1M
-1.32%
YTD
4.97%
6M
4.43%
1Y
3.56%
3Y*
0.52%
5Y*
1.95%
10Y*
7.46%

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSA vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between KSA and VEXC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.45

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Return for Risk

KSA vs. VEXC — Risk / Return Rank

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

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

VEXC
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. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia ETF (KSA) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


KSAVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.31

Martin ratioReturn relative to average drawdown

0.69

KSA vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSAVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

2.21

-1.91

Drawdowns

KSA vs. VEXC - Drawdown Comparison

The maximum KSA drawdown since its inception was -40.56%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for KSA and VEXC.


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Drawdown Indicators


KSAVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-12.42%

-28.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-16.69%

-1.20%

-15.49%

Average Drawdown

Average peak-to-trough decline

-11.43%

-2.23%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

Volatility

KSA vs. VEXC - Volatility Comparison


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Volatility by Period


KSAVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

18.89%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

18.89%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

18.89%

+1.15%

KSA vs. VEXC - Expense Ratio Comparison

KSA has a 0.74% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

KSA vs. VEXC - Dividend Comparison

KSA's dividend yield for the trailing twelve months is around 2.81%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
KSA
iShares MSCI Saudi Arabia ETF
2.81%2.95%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.05%0.04%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KSA and VEXC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.74% for KSA.

KSA has the higher dividend yield at 2.81%, compared with 0.74% for VEXC.

KSA tracks MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.74% for KSA and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for KSA and VEXC

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