IPOL.L vs. KSTR.L
IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) and KSTR.L (KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF) are both Global Equities funds - IPOL.L tracks the iShares MSCI Poland UCITS ETF USD (Acc) while KSTR.L tracks the KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. Both are passively managed. Over the past 5 years, IPOL.L returned 15.25%/yr vs -0.22%/yr for KSTR.L. At a 0.22 correlation, their price movements are largely independent. IPOL.L charges 0.74%/yr vs 0.82%/yr for KSTR.L.
Performance
IPOL.L vs. KSTR.L - Performance Comparison
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Returns By Period
In the year-to-date period, IPOL.L achieves a 17.14% return, which is significantly lower than KSTR.L's 41.53% return.
IPOL.L
- 1D
- 0.73%
- 1M
- 1.61%
- 6M
- 14.43%
- YTD
- 17.14%
- 1Y
- 35.57%
- 3Y*
- 29.42%
- 5Y*
- 15.25%
- 10Y*
- 9.83%
KSTR.L
- 1D
- -4.62%
- 1M
- 3.52%
- 6M
- 25.64%
- YTD
- 41.53%
- 1Y
- 93.56%
- 3Y*
- 21.29%
- 5Y*
- -0.22%
- 10Y*
- —
IPOL.L vs. KSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 17.14% | 72.75% | -6.10% | 49.20% | -26.61% | -3.17% |
KSTR.L KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF | 41.53% | 42.76% | 5.23% | -18.80% | -38.16% | 2.78% |
Correlation
The correlation between IPOL.L and KSTR.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.22 |
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Return for Risk
IPOL.L vs. KSTR.L — Risk / Return Rank
IPOL.L
KSTR.L
IPOL.L vs. KSTR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) and KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IPOL.L | KSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 4.76 | -1.47 |
| Martin ratioReturn relative to average drawdown | 7.57 | 12.21 | -4.64 |
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Drawdowns
IPOL.L vs. KSTR.L - Drawdown Comparison
The maximum IPOL.L drawdown since its inception was -68.05%, roughly equal to the maximum KSTR.L drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for IPOL.L and KSTR.L.
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Drawdown Indicators
| IPOL.L | KSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -66.67% | -1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -19.42% | +8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -36.60% | +14.17% |
Max Drawdown (5Y)Largest decline over 5 years | -55.92% | -66.38% | +10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -65.79% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -18.75% | +17.78% |
Average DrawdownAverage peak-to-trough decline | -29.58% | -39.83% | +10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 7.58% | -3.02% |
Volatility
IPOL.L vs. KSTR.L - Volatility Comparison
The current volatility for iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) is 6.25%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 19.20%. This indicates that IPOL.L experiences smaller price fluctuations and is considered to be less risky than KSTR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPOL.L | KSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 19.20% | -12.95% |
Volatility (6M)Calculated over the trailing 6-month period | 19.47% | 33.48% | -14.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 40.57% | -15.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 34.52% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 34.46% | -7.05% |
IPOL.L vs. KSTR.L - Expense Ratio Comparison
IPOL.L has a 0.74% expense ratio, which is lower than KSTR.L's 0.82% expense ratio.
Dividends
IPOL.L vs. KSTR.L - Dividend Comparison
Neither IPOL.L nor KSTR.L has paid dividends to shareholders.
Frequently Asked Questions
IPOL.L and KSTR.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IPOL.L is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IPOL.L is cheaper with a 0.74% expense ratio, compared with 0.82% for KSTR.L.
IPOL.L tracks iShares MSCI Poland UCITS ETF USD (Acc), while KSTR.L tracks KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.74% for IPOL.L and 0.82% for KSTR.L.
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