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UAE vs. QAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UAE and QAT is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

UAE vs. QAT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
5.05%
8.91%
UAE
QAT

Key characteristics

Sharpe Ratio

UAE:

1.50

QAT:

0.88

Sortino Ratio

UAE:

2.23

QAT:

1.23

Omega Ratio

UAE:

1.31

QAT:

1.16

Calmar Ratio

UAE:

1.06

QAT:

0.37

Martin Ratio

UAE:

8.21

QAT:

5.04

Ulcer Index

UAE:

3.31%

QAT:

2.25%

Daily Std Dev

UAE:

18.19%

QAT:

12.93%

Max Drawdown

UAE:

-60.44%

QAT:

-45.22%

Current Drawdown

UAE:

-1.24%

QAT:

-18.49%

Returns By Period

In the year-to-date period, UAE achieves a 6.14% return, which is significantly higher than QAT's 1.28% return. Over the past 10 years, UAE has outperformed QAT with an annualized return of 2.04%, while QAT has yielded a comparatively lower 1.10% annualized return.


UAE

YTD

6.14%

1M

3.31%

6M

18.74%

1Y

26.68%

5Y*

16.57%

10Y*

2.04%

QAT

YTD

1.28%

1M

2.08%

6M

2.67%

1Y

12.18%

5Y*

7.51%

10Y*

1.10%

*Annualized

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UAE vs. QAT - Expense Ratio Comparison

Both UAE and QAT have an expense ratio of 0.59%.


Expense ratio chart for UAE: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UAE: 0.59%
Expense ratio chart for QAT: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QAT: 0.59%

Risk-Adjusted Performance

UAE vs. QAT — Risk-Adjusted Performance Rank

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

UAE
The Risk-Adjusted Performance Rank of UAE is 8989
Overall Rank
The Sharpe Ratio Rank of UAE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of UAE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of UAE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of UAE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of UAE is 9191
Martin Ratio Rank

QAT
The Risk-Adjusted Performance Rank of QAT is 7272
Overall Rank
The Sharpe Ratio Rank of QAT is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of QAT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of QAT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of QAT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of QAT is 8484
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.

UAE vs. QAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) and iShares MSCI Qatar ETF (QAT). 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 UAE, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.00
UAE: 1.50
QAT: 0.88
The chart of Sortino ratio for UAE, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.00
UAE: 2.23
QAT: 1.23
The chart of Omega ratio for UAE, currently valued at 1.31, compared to the broader market0.501.001.502.002.50
UAE: 1.31
QAT: 1.16
The chart of Calmar ratio for UAE, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.00
UAE: 1.06
QAT: 0.37
The chart of Martin ratio for UAE, currently valued at 8.21, compared to the broader market0.0020.0040.0060.00
UAE: 8.21
QAT: 5.04

The current UAE Sharpe Ratio is 1.50, which is higher than the QAT Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UAE and QAT, 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 Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
1.50
0.88
UAE
QAT

Dividends

UAE vs. QAT - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 3.13%, less than QAT's 5.83% yield.


TTM20242023202220212020201920182017201620152014
UAE
iShares MSCI UAE ETF
3.13%3.32%3.24%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%2.58%
QAT
iShares MSCI Qatar ETF
5.83%5.90%3.93%4.78%2.34%2.63%3.57%4.63%4.10%3.52%4.49%0.00%

Drawdowns

UAE vs. QAT - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.44%, which is greater than QAT's maximum drawdown of -45.22%. Use the drawdown chart below to compare losses from any high point for UAE and QAT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.24%
-18.49%
UAE
QAT

Volatility

UAE vs. QAT - Volatility Comparison

iShares MSCI UAE ETF (UAE) has a higher volatility of 9.95% compared to iShares MSCI Qatar ETF (QAT) at 6.26%. This indicates that UAE's price experiences larger fluctuations and is considered to be riskier than QAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.95%
6.26%
UAE
QAT