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UMMA vs. KSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMMA vs. KSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed Dow Jones Islamic World ETF (UMMA) and iShares MSCI Saudi Arabia ETF (KSA). The values are adjusted to include any dividend payments, if applicable.

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UMMA vs. KSA - Yearly Performance Comparison


2026 (YTD)2025202420232022
UMMA
Wahed Dow Jones Islamic World ETF
3.94%26.65%4.67%18.84%-21.62%
KSA
iShares MSCI Saudi Arabia ETF
9.17%-8.20%-0.19%15.05%-8.32%

Returns By Period

In the year-to-date period, UMMA achieves a 3.94% return, which is significantly lower than KSA's 9.17% return.


UMMA

1D
3.86%
1M
-11.22%
YTD
3.94%
6M
11.67%
1Y
30.32%
3Y*
13.86%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMMA vs. KSA - Expense Ratio Comparison

UMMA has a 0.65% expense ratio, which is lower than KSA's 0.74% expense ratio.


Return for Risk

UMMA vs. KSA — Risk / Return Rank

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

UMMA
UMMA Risk / Return Rank: 7979
Overall Rank
UMMA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UMMA Sortino Ratio Rank: 8181
Sortino Ratio Rank
UMMA Omega Ratio Rank: 7777
Omega Ratio Rank
UMMA Calmar Ratio Rank: 7777
Calmar Ratio Rank
UMMA Martin Ratio Rank: 7878
Martin Ratio Rank

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
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.

UMMA vs. KSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed Dow Jones Islamic World ETF (UMMA) 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.


UMMAKSADifference

Sharpe ratio

Return per unit of total volatility

1.46

-0.06

+1.52

Sortino ratio

Return per unit of downside risk

2.01

0.05

+1.96

Omega ratio

Gain probability vs. loss probability

1.28

1.01

+0.27

Calmar ratio

Return relative to maximum drawdown

1.95

-0.03

+1.98

Martin ratio

Return relative to average drawdown

7.84

-0.05

+7.90

UMMA vs. KSA - Sharpe Ratio Comparison

The current UMMA Sharpe Ratio is 1.46, which is higher than the KSA Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of UMMA and KSA, 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


UMMAKSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

-0.06

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.02

Correlation

The correlation between UMMA and KSA is 0.40, 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

UMMA vs. KSA - Dividend Comparison

UMMA's dividend yield for the trailing twelve months is around 1.18%, less than KSA's 2.70% yield.


TTM20252024202320222021202020192018201720162015
UMMA
Wahed Dow Jones Islamic World ETF
1.18%1.02%0.91%1.09%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

UMMA vs. KSA - Drawdown Comparison

The maximum UMMA drawdown since its inception was -34.17%, smaller than the maximum KSA drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for UMMA and KSA.


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Drawdown Indicators


UMMAKSADifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-40.56%

+6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-11.62%

-3.31%

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

-11.65%

-13.35%

+1.70%

Average Drawdown

Average peak-to-trough decline

-10.12%

-11.38%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

6.51%

-2.79%

Volatility

UMMA vs. KSA - Volatility Comparison

Wahed Dow Jones Islamic World ETF (UMMA) has a higher volatility of 9.94% compared to iShares MSCI Saudi Arabia ETF (KSA) at 7.02%. This indicates that UMMA'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.


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Volatility by Period


UMMAKSADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

7.02%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

12.13%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

18.17%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

15.94%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

20.17%

+0.06%