IPOL.L vs. LGUS.L
IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) and LGUS.L (L&G US Equity UCITS ETF) are both Global Equities funds - IPOL.L tracks the iShares MSCI Poland UCITS ETF USD (Acc) while LGUS.L tracks the L&G US Equity UCITS ETF. Both are passively managed. Over the past 5 years, IPOL.L returned 15.25%/yr vs 12.82%/yr for LGUS.L. A 0.54 correlation means they provide meaningful diversification when combined. IPOL.L charges 0.74%/yr vs 0.05%/yr for LGUS.L.
Performance
IPOL.L vs. LGUS.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 higher than LGUS.L's 10.34% 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%
LGUS.L
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 9.90%
- YTD
- 10.34%
- 1Y
- 21.64%
- 3Y*
- 20.40%
- 5Y*
- 12.82%
- 10Y*
- —
IPOL.L vs. LGUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 17.14% | 72.75% | -6.10% | 49.20% | -26.61% | 6.83% | -11.21% | -6.81% | 0.91% |
LGUS.L L&G US Equity UCITS ETF | 10.34% | 17.98% | 25.09% | 28.66% | -20.46% | 27.91% | 21.16% | 30.91% | -9.25% |
Correlation
The correlation between IPOL.L and LGUS.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.54 |
The correlation between IPOL.L and LGUS.L has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
IPOL.L vs. LGUS.L — Risk / Return Rank
IPOL.L
LGUS.L
IPOL.L vs. LGUS.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 L&G US Equity UCITS ETF (LGUS.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 | LGUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.59 | +0.70 |
| Martin ratioReturn relative to average drawdown | 7.57 | 9.99 | -2.42 |
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Drawdowns
IPOL.L vs. LGUS.L - Drawdown Comparison
The maximum IPOL.L drawdown since its inception was -68.05%, which is greater than LGUS.L's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for IPOL.L and LGUS.L.
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Drawdown Indicators
| IPOL.L | LGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -34.26% | -33.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -8.58% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -19.46% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -55.92% | -25.64% | -30.28% |
Max Drawdown (10Y)Largest decline over 10 years | -65.79% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.49% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -29.58% | -5.30% | -24.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 2.23% | +2.33% |
Volatility
IPOL.L vs. LGUS.L - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) has a higher volatility of 6.25% compared to L&G US Equity UCITS ETF (LGUS.L) at 2.86%. This indicates that IPOL.L's price experiences larger fluctuations and is considered to be riskier than LGUS.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 | LGUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 2.86% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 19.47% | 9.41% | +10.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 12.47% | +12.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 16.51% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.41% | 18.10% | +9.31% |
IPOL.L vs. LGUS.L - Expense Ratio Comparison
IPOL.L has a 0.74% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.
Dividends
IPOL.L vs. LGUS.L - Dividend Comparison
Neither IPOL.L nor LGUS.L has paid dividends to shareholders.
Frequently Asked Questions
IPOL.L and LGUS.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.74% for IPOL.L.
IPOL.L tracks iShares MSCI Poland UCITS ETF USD (Acc), while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.74% for IPOL.L and 0.05% for LGUS.L.
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