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

Performance

SPWO vs. KSA - Performance Comparison

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

-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
0.53%
2.03%
SPWO
KSA

Returns By Period

In the year-to-date period, SPWO achieves a 10.84% return, which is significantly higher than KSA's -0.59% return.


SPWO

YTD

10.84%

1M

-4.92%

6M

0.53%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

KSA

YTD

-0.59%

1M

-0.77%

6M

2.04%

1Y

7.71%

5Y (annualized)

8.68%

10Y (annualized)

N/A

Key characteristics


SPWOKSA
Daily Std Dev16.17%13.32%
Max Drawdown-9.89%-40.56%
Current Drawdown-6.33%-13.89%

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SPWO vs. KSA - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is lower than KSA's 0.74% 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 SPWO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Correlation

-0.50.00.51.00.3

The correlation between SPWO and KSA is 0.31, 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.

Risk-Adjusted Performance

SPWO vs. KSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) and iShares MSCI Saudi Arabia ETF (KSA). 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
No data
SPWO
KSA

Chart placeholderNot enough data

Dividends

SPWO vs. KSA - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.00%, less than KSA's 2.79% yield.


TTM202320222021202020192018201720162015
SPWO
SP Funds S&P World ETF
1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

SPWO vs. KSA - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum KSA drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for SPWO and KSA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.33%
-6.59%
SPWO
KSA

Volatility

SPWO vs. KSA - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 5.39% compared to iShares MSCI Saudi Arabia ETF (KSA) at 3.26%. This indicates that SPWO's price experiences larger fluctuations and is considered to be riskier than KSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
3.26%
SPWO
KSA