Composite indicators are popular tools for assessing and comparing multidimensional phenomena in different countries. This paper tests the methodology of the Groundwater Risk Index (GRI), a water vulnerability composite index developed to evaluate groundwater depletion in the Middle East and North Africa (MENA) region (Lezzaik et al. 2018). A sensitivity analysis using a one-factor-at-a-time (OFAT) approach is used to determine the impact of alternate methodological choices on country-level GRI scores and ranks. The analysis focuses on the GRI sensitivity to: (1) the selection of constituent indicators; (2) the choice of normalization scheme; and (3) the choice of aggregation method. Results show that the GRI scores are not impacted by the selection of indicators and the choice of alternative normalization schemes. Conversely, the GRI was sensitive to arithmetic and multiplicative aggregation methods. High-income, oil-rich gulf countries exhibited decreases in rankings due to an imbalance between water resource allocations and adaptive capacity parameters, whereas countries with balanced conditions exhibited increases in the GRI rankings. The sensitivity analysis provides useful insights into the development of GRI for end-users to assess the effects of groundwater vulnerability against potential changes or stressors in semi-arid to hyper-arid regions.