Killing people is what national leaders do. It's part of the job description. OK, Saddam was a little more hands-on than most.
When they first dug him out of his hole I thought- King Lear. Now that they've tidied him up King Lear is a poor fit- but there's still something Shakespearian about him. Richard III? Henry IV?
Or if we sidestep a little- how about Marlowe's Tamburlaine the Great?
It's a monster- but it's a tragic monster. It's a bear in a bear pit. It has charisma. It will elicit sympathy.