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iShares MSCI Poland ETF (EPOL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46429B6065

CUSIP

46429B606

Issuer

iShares

Inception Date

May 25, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Poland Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EPOL vs. EWQ EPOL vs. EWK EPOL vs. EIRL EPOL vs. TUR EPOL vs. ECH EPOL vs. ^GSPC EPOL vs. EWW EPOL vs. SPY EPOL vs. EWT EPOL vs. SMIN
Popular comparisons:
EPOL vs. EWQ EPOL vs. EWK EPOL vs. EIRL EPOL vs. TUR EPOL vs. ECH EPOL vs. ^GSPC EPOL vs. EWW EPOL vs. SPY EPOL vs. EWT EPOL vs. SMIN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Poland ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-16.44%
11.19%
EPOL (iShares MSCI Poland ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Poland ETF had a return of -4.67% year-to-date (YTD) and 0.77% in the last 12 months. Over the past 10 years, iShares MSCI Poland ETF had an annualized return of -0.12%, while the S&P 500 had an annualized return of 11.14%, indicating that iShares MSCI Poland ETF did not perform as well as the benchmark.


EPOL

YTD

-4.67%

1M

-8.82%

6M

-16.44%

1Y

0.77%

5Y (annualized)

2.44%

10Y (annualized)

-0.12%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

The table below presents the monthly returns of EPOL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.31%6.44%1.20%-0.13%6.88%-0.78%-2.73%2.98%-1.34%-8.17%-4.67%
20238.28%-5.79%-1.84%13.82%-3.63%12.96%9.96%-9.20%-10.65%16.01%9.47%7.22%50.70%
2022-2.52%-12.76%6.14%-16.99%4.63%-10.61%-1.50%-12.91%-14.18%15.32%21.42%4.36%-24.62%
2021-1.31%-0.53%-3.05%9.61%13.61%-4.49%1.54%5.96%-5.11%6.11%-12.12%4.13%12.21%
2020-4.98%-14.78%-19.51%8.22%10.29%2.35%5.87%3.13%-9.26%-15.43%25.72%9.25%-8.38%
20195.69%-4.11%-1.97%1.62%-3.96%6.55%-5.94%-7.65%0.05%6.10%-4.16%2.82%-6.13%
20188.34%-10.43%-4.53%-1.08%-8.66%-3.89%11.80%-0.86%-1.16%-9.97%8.38%0.28%-13.76%
201711.43%4.06%2.71%10.10%0.38%2.14%6.38%5.96%-3.11%2.04%-1.26%3.03%52.43%
2016-6.67%3.26%16.10%-6.35%-8.13%-2.29%3.60%2.39%1.28%2.03%-7.80%7.76%2.43%
2015-3.61%1.42%-0.64%9.79%-5.73%-4.78%-1.93%-3.08%-4.01%-1.97%-9.06%-1.36%-23.18%
2014-5.90%10.38%-2.53%0.90%-1.02%-1.38%-6.13%1.34%1.72%-3.27%-1.89%-8.61%-16.32%
2013-3.98%-5.31%-4.57%0.51%2.21%-6.99%9.99%1.27%5.72%7.79%2.14%-3.49%3.73%

Expense Ratio

EPOL features an expense ratio of 0.61%, falling within the medium range.


Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPOL is 9, indicating that it is in the bottom 9% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EPOL is 99
Combined Rank
The Sharpe Ratio Rank of EPOL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EPOL is 88
Sortino Ratio Rank
The Omega Ratio Rank of EPOL is 88
Omega Ratio Rank
The Calmar Ratio Rank of EPOL is 99
Calmar Ratio Rank
The Martin Ratio Rank of EPOL is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EPOL, currently valued at 0.12, compared to the broader market0.002.004.006.000.122.54
The chart of Sortino ratio for EPOL, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.0012.000.343.40
The chart of Omega ratio for EPOL, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.47
The chart of Calmar ratio for EPOL, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.66
The chart of Martin ratio for EPOL, currently valued at 0.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.4616.28
EPOL
^GSPC

The current iShares MSCI Poland ETF Sharpe ratio is 0.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Poland ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.12
2.54
EPOL (iShares MSCI Poland ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Poland ETF provided a 5.11% dividend yield over the last twelve months, with an annual payout of $1.08 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.08$0.65$0.41$0.28$0.27$0.53$0.33$0.51$0.39$0.46$0.83$0.97

Dividend yield

5.11%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%3.27%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Poland ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.43
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2022$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.27$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.22$0.28
2020$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.10$0.27
2019$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.49$0.53
2018$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.31$0.33
2017$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.43$0.51
2016$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.35$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.25$0.46
2014$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.58$0.83
2013$0.24$0.00$0.00$0.00$0.00$0.00$0.73$0.97

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.48%
-1.41%
EPOL (iShares MSCI Poland ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Poland ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Poland ETF was 63.72%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current iShares MSCI Poland ETF drawdown is 23.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.72%Apr 28, 20112885Oct 12, 2022
-15.87%Nov 5, 201016Nov 29, 201083Mar 29, 201199
-10.69%May 28, 20106Jun 7, 20106Jun 15, 201012
-10%Aug 10, 201015Aug 30, 201010Sep 14, 201025
-8.95%Jun 16, 201010Jun 29, 20108Jul 12, 201018

Volatility

Volatility Chart

The current iShares MSCI Poland ETF volatility is 7.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.77%
4.07%
EPOL (iShares MSCI Poland ETF)
Benchmark (^GSPC)