I suppose that depends on which way you go.

The most direct way from Canada to Saudi Arabia is to fly across the Atlantic Ocean, land in England or France, then fly across the Mediterranean Sea to Saudi Arabia.

If you were traveling by ship, you would sail east across the Atlantic Ocean, through the Straits of Gibraltar into the Mediterranean Sea, through the Suez Canal, into the Red Sea ending up in Saudi Arabia.

If you were traveling by ship from the Western part of Canada, you would sail west across the Pacific Ocean, Southwest to the Indian Ocean and Northwest into the Persian Gulf arriving at Saudi Arabia.