My 11 year old son was born a 27-week preemie and thus his physical development was on the weaker side. He used to fall, even when walking leisurely on a flat ground!. Fortunately, he was and is okay in every other way.
My wife and I signed him up for Tae Kwon Do (TKD) training five years ago. He now looks tough, and has better coordination and stamina compared to before. We believe the daily (more about this in a moment) training does built up his physical ability and confidence, even though he seldom participate in other sports.
Another benefit to us is, the martial arts school also runs an after-school service. The school van picks up my son and 8 year old daughter from school. After some snacks, homework and playing with other kids, they start their physical training. We do not have to worry about being late to pick them up after work.
I think it is important to choose a good martial art school. One that emphasis on character development through martial arts exercises and leadership training. With instructors who are gentle and always encourages the kids to push higher.
Another way to judge a school is also to look at former students who come back to help as volunteers. Through the way these (black-belt) teenagers teach and mentor the younger kids, you can tell the type of leadership skills and confidence that they have developed while they were students at the school.
BTW, my (now 8-y.o) daughter started her TKD training when she was 4 years old. Currently, she holds a red belt and still enjoys her training.