EPOL vs. UIFS.L

Last updated Jun 9, 2026

EPOL (iShares MSCI Poland ETF) and UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) are both exchange-traded funds - EPOL is a Europe Equities fund tracking the MSCI Poland Investable Market Index, while UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index. Both are passively managed. Over the past 10 years, EPOL returned 11.52%/yr vs 12.51%/yr for UIFS.L. At a 0.34 correlation, their price movements are largely independent. EPOL charges 0.61%/yr vs 0.15%/yr for UIFS.L.

Performance

EPOL vs. UIFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Poland ETF (EPOL) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EPOL is traded in USD, while UIFS.L is traded in GBp. To make them comparable, the UIFS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPOL achieves a 11.99% return, which is significantly higher than UIFS.L's -4.88% return. Over the past 10 years, EPOL has underperformed UIFS.L with an annualized return of 11.52%, while UIFS.L has yielded a comparatively higher 12.51% annualized return.

EPOL

• 1D: 1.31%
• 1M: 0.97%
• YTD: 11.99%
• 6M: 21.57%
• 1Y: 40.69%
• 3Y*: 34.12%
• 5Y*: 15.89%
• 10Y*: 11.52%

UIFS.L

• 1D: 0.10%
• 1M: 1.79%
• YTD: -4.88%
• 6M: -1.59%
• 1Y: 3.35%
• 3Y*: 17.97%
• 5Y*: 8.14%
• 10Y*: 12.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPOL vs. UIFS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPOL iShares MSCI Poland ETF	11.99%	77.34%	-2.61%	50.70%	-24.62%	12.21%	-8.38%	-6.13%	-13.76%	52.43%
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc)	-4.88%	15.15%	30.03%	11.72%	-11.09%	36.82%	-3.73%	32.15%	-14.53%	22.68%

Correlation

The correlation between EPOL and UIFS.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015	0.34

The correlation between EPOL and UIFS.L shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

EPOL vs. UIFS.L - Sectors Allocation Comparison

Sectors	EPOL	UIFS.L
Financial Services	45.6%	98.0%
Energy	14.6%	-
Consumer Cyclical	12.4%	-
Basic Materials	6.6%	-
Communication Services	6.3%	-
Consumer Defensive	5.5%	-
Utilities	5.1%	-
Technology	1.9%	1.7%
Industrials	1.7%	0.2%
Healthcare	0.3%	-
Real Estate	-	-

Return for Risk

EPOL vs. UIFS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPOL

EPOL Risk / Return Rank: 61
EPOL Sharpe Ratio Rank: 57
EPOL Sortino Ratio Rank: 57
EPOL Omega Ratio Rank: 52
EPOL Calmar Ratio Rank: 79
EPOL Martin Ratio Rank: 62

UIFS.L

UIFS.L Risk / Return Rank: 14
UIFS.L Sharpe Ratio Rank: 15
UIFS.L Sortino Ratio Rank: 14
UIFS.L Omega Ratio Rank: 14
UIFS.L Calmar Ratio Rank: 14
UIFS.L Martin Ratio Rank: 14

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPOL vs. UIFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	EPOL	UIFS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.75	0.24	+1.51
Sortino ratio: Return per unit of downside risk	2.45	0.45	+2.00
Omega ratio: Gain probability vs. loss probability	1.29	1.05	+0.24
Calmar ratio: Return relative to maximum drawdown	3.70	0.23	+3.47
Martin ratio: Return relative to average drawdown	10.10	0.59	+9.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPOL vs. UIFS.L - Sharpe Ratio Comparison

The current EPOL Sharpe Ratio is 1.75, which is higher than the UIFS.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of EPOL and UIFS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPOL	UIFS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	0.24	+1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.35	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.54	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.27	-0.06

Drawdowns

EPOL vs. UIFS.L - Drawdown Comparison

The maximum EPOL drawdown since its inception was -63.72%, which is greater than UIFS.L's maximum drawdown of -47.09%. Use the drawdown chart below to compare losses from any high point for EPOL and UIFS.L.

Drawdown Indicators

	EPOL	UIFS.L	Difference
Max Drawdown Largest peak-to-trough decline	-63.72%	-47.09%	-16.63%
Max Drawdown (1Y) Largest decline over 1 year	-11.04%	-14.24%	+3.20%
Max Drawdown (3Y) Largest decline over 3 years	-21.81%	-18.99%	-2.82%
Max Drawdown (5Y) Largest decline over 5 years	-54.21%	-26.75%	-27.46%
Max Drawdown (10Y) Largest decline over 10 years	-61.41%	-42.38%	-19.03%
Current Drawdown Current decline from peak	-3.03%	-6.87%	+3.84%
Average Drawdown Average peak-to-trough decline	-26.88%	-12.63%	-14.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	5.67%	-1.63%

Volatility

EPOL vs. UIFS.L - Volatility Comparison

iShares MSCI Poland ETF (EPOL) has a higher volatility of 7.44% compared to iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) at 4.24%. This indicates that EPOL's price experiences larger fluctuations and is considered to be riskier than UIFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPOL	UIFS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.44%	4.24%	+3.20%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	10.76%	+7.04%
Volatility (1Y) Calculated over the trailing 1-year period	23.40%	14.19%	+9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.11%	23.31%	+5.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.66%	23.10%	+4.56%

EPOL vs. UIFS.L - Expense Ratio Comparison

EPOL has a 0.61% expense ratio, which is higher than UIFS.L's 0.15% expense ratio.

Dividends

EPOL vs. UIFS.L - Dividend Comparison

EPOL's dividend yield for the trailing twelve months is around 4.27%, while UIFS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPOL iShares MSCI Poland ETF	4.27%	4.78%	6.04%	2.87%	2.65%	1.33%	1.44%	2.51%	1.44%	1.88%	2.14%	2.53%
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPOL and UIFS.L in my portfolio?

EPOL and UIFS.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EPOL or UIFS.L?

On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EPOL or UIFS.L?

UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.61% for EPOL.

What is the main difference between EPOL and UIFS.L?

EPOL is categorized as Europe Equities, while UIFS.L is Financials Equities. EPOL tracks MSCI Poland Investable Market Index, while UIFS.L tracks S&P 500 Capped 35/20 Financials Index. Their fees differ too: 0.61% for EPOL and 0.15% for UIFS.L.