KSA vs SPEU

Comparison between ISHARES MSCI SAUDI ARABIA ETF (KSA, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO EUROPE ETF (SPEU, ETF).

5-Year PerformanceSPEU has outperformed KSA, delivering a return of +7.9% compared to +1.5%

KSA vs SPEU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KSA(ETF)	SPEU(ETF)
Net Assets	$722M	$721M
Expense Ratio	0.75%	0.07%
Max Drawdown	41.80%	64.50%
Sharpe Ratio	-0.11	0.81
5Y Beta	0.48	0.67
5Y Dividends CAGR	15.35%	14.39%

Net Assets

Winner

KSA

$722M

SPEU

$721M

Expense Ratio

KSA

0.75%

Winner

SPEU

0.07%

Max Drawdown

Winner

KSA

41.80%

SPEU

64.50%

Sharpe Ratio

KSA

-0.11

Winner

SPEU

0.81

5Y Beta

Winner

KSA

0.48

SPEU

0.67

5Y Dividends CAGR

Winner

KSA

15.35%

SPEU

14.39%

KSA vs SPEU - Historical Returns

Returns include dividend reinvestment.

Period	KSA	SPEU
1 month	-2.65%	+0.40%
3 months	+0.51%	+3.22%
6 months	+1.87%	+7.93%
1 year	+0.15%	+16.10%
5 years(CAGR)	+1.52%	+7.85%
10 years(CAGR)	+7.24%	+9.05%
Max(CAGR)	+5.94%	+6.69%

KSA

-2.65%

Winner

SPEU

+0.40%

KSA

+0.51%

Winner

SPEU

+3.22%

KSA

+1.87%

Winner

SPEU

+7.93%

KSA

+0.15%

Winner

SPEU

+16.10%

5Y(CAGR)

KSA

+1.52%

Winner

SPEU

+7.85%

10Y(CAGR)

KSA

+7.24%

Winner

SPEU

+9.05%

Max(CAGR)

KSA

+5.94%

Winner

SPEU

+6.69%

KSA vs SPEU - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	KSA	SPEU
2026	+1.82%	+3.54%
2025	-8.51%	+36.36%
2024	-1.75%	+3.25%
2023	+12.85%	+18.55%
2022	-7.14%	-16.89%
2021	+33.62%	+15.15%
2020	+1.25%	+5.51%
2019	+7.88%	+26.65%
2018	+13.85%	-14.22%
2017	+5.92%	+23.32%
2016	+10.81%	-0.88%
2015	-5.83%	-3.55%
2014	N/A	-6.06%
2013	N/A	+19.74%
2012	N/A	+13.57%
2011	N/A	-8.86%
2010	N/A	-5.47%
2009	N/A	+27.35%
2008	N/A	-41.67%
2007	N/A	+12.63%
2006	N/A	+22.33%
2005	N/A	+8.00%
2004	N/A	+14.20%
2003	N/A	+34.05%
2002	N/A	-4.69%

KSA vs SPEU Drawdown Comparison

The maximum drawdown for KSA was -40.56%, occurring on Mar 16, 2020. Recovery took 466 trading sessions.

The maximum drawdown for SPEU was -62.46%, occurring on Mar 9, 2009. Recovery took 2572 trading sessions.

The current KSA drawdown is -18.41%. The current SPEU drawdown is -3.29%.

Rank	KSA	SPEU
#1	-40.56% May 3, 2019 - Mar 10, 2021	-62.46% Oct 31, 2007 - Jan 19, 2018
#2	-28.74% Oct 13, 2015 - Jun 21, 2017	-36.83% Jan 17, 2020 - Nov 24, 2020
#3	-28.10% Apr 18, 2022 - Mar 17, 2023	-32.71% Nov 3, 2021 - Feb 22, 2024
#4	-13.77% Jul 20, 2018 - Jan 16, 2019	-21.87% Jan 26, 2018 - Dec 16, 2019
#5	-10.56% Nov 12, 2021 - Jan 12, 2022	-20.15% Nov 21, 2002 - May 7, 2003
#6	-9.88% Jun 23, 2017 - Jan 12, 2018	-14.17% Mar 18, 2025 - May 2, 2025
#7	-5.79% Jan 26, 2018 - Mar 9, 2018	-12.63% May 9, 2006 - Sep 1, 2006
#8	-5.64% Apr 23, 2018 - Jun 1, 2018	-12.57% Jul 12, 2007 - Oct 1, 2007
#9	-5.13% Sep 17, 2015 - Oct 7, 2015	-12.09% Feb 25, 2026 - Mar 20, 2026
#10	-4.87% Apr 28, 2021 - Jun 1, 2021	-11.41% Sep 26, 2024 - Mar 3, 2025
#11	-4.63% Jun 5, 2018 - Jul 20, 2018	-10.14% Feb 17, 2004 - Nov 1, 2004
#12	-3.81% Jun 29, 2021 - Aug 2, 2021	-7.95% Feb 26, 2007 - Apr 4, 2007
#13	-3.35% Feb 7, 2019 - Mar 21, 2019	-7.94% Jun 18, 2003 - Oct 3, 2003
#14	-3.13% Mar 8, 2022 - Mar 24, 2022	-6.88% Mar 8, 2005 - Aug 1, 2005
#15	-3.10% Jan 20, 2022 - Jan 31, 2022	-6.73% Oct 21, 2002 - Nov 5, 2002

Correlation

Correlation between KSA and SPEU is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2003 - 2026)

KSA vs SPEU dividend yield comparison.

Year	KSA	SPEU
2026	0.00%	0.42%
2025	2.95%	3.46%
2024	3.44%	3.29%
2023	2.44%	2.91%
2022	1.93%	3.08%
2021	1.58%	2.67%
2020	1.76%	2.29%
2019	2.15%	3.19%
2018	2.51%	3.99%
2017	2.30%	2.82%
2016	3.05%	3.66%
2015	0.04%	3.62%
2014	0.00%	5.91%
2013	0.00%	3.06%
2012	0.00%	3.59%
2011	0.00%	4.73%
2010	0.00%	2.64%
2009	0.00%	3.62%
2008	0.00%	6.28%
2007	0.00%	3.52%
2006	0.00%	2.99%
2005	0.00%	3.04%
2004	0.00%	2.20%
2003	0.00%	2.21%