The World Bank has been publishing this fact for a while. After it gained media attention with their 2015 report, the UAE pressured them to differentiate between man-made particles and natural dust. So the most recent reports are cleansed in that they factor out the natural mineral dust. I suppose your lungs will still feel all of the dirt.
World Bank: United Arab Emirates Has World's Most Polluted Air | Time
Compare the values from the US Embassy in Dubai to your home country...
https://aqicn.org/map/middleeast