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ISAC.L vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISAC.L vs. EPOL

Last updated Jun 9, 2026

ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and EPOL (iShares MSCI Poland ETF) are both exchange-traded funds - ISAC.L is a Global Equities fund tracking the MSCI All Country World Index (Net), while EPOL is a Europe Equities fund tracking the MSCI Poland Investable Market Index. Both are passively managed. Over the past 10 years, ISAC.L returned 12.55%/yr vs 11.52%/yr for EPOL. At a 0.45 correlation, their price movements are largely independent. ISAC.L charges 0.20%/yr vs 0.61%/yr for EPOL.

Performance

ISAC.L vs. EPOL - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISAC.L achieves a 9.28% return, which is significantly lower than EPOL's 11.99% return. Over the past 10 years, ISAC.L has outperformed EPOL with an annualized return of 12.55%, while EPOL has yielded a comparatively lower 11.52% annualized return.

ISAC.L

1D
-0.49%
1M
0.23%
YTD
9.28%
6M
10.77%
1Y
25.90%
3Y*
20.19%
5Y*
10.90%
10Y*
12.55%

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

ISAC.L vs. EPOL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)		9.28%22.36%17.81%22.57%-18.16%18.85%15.66%25.75%-9.73%24.40%
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%

Correlation

The correlation between ISAC.L and EPOL is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.45

The correlation between ISAC.L and EPOL has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.

ISAC.L vs. EPOL - Sectors Allocation Comparison

Sectors
ISAC.L
EPOL

Technology

33.9%
1.9%

Financial Services

17.3%
45.6%

Industrials

9.0%
1.7%

Communication Services

8.6%
6.3%

Consumer Cyclical

8.5%
12.4%

Healthcare

7.8%
0.3%

Consumer Defensive

4.4%
5.5%

Energy

3.6%
14.6%

Basic Materials

2.9%
6.6%

Utilities

2.2%
5.1%

Real Estate

1.2%

-

Technology

ISAC.L
33.9%
EPOL
1.9%

Financial Services

ISAC.L
17.3%
EPOL
45.6%

Industrials

ISAC.L
9.0%
EPOL
1.7%

Communication Services

ISAC.L
8.6%
EPOL
6.3%

Consumer Cyclical

ISAC.L
8.5%
EPOL
12.4%

Healthcare

ISAC.L
7.8%
EPOL
0.3%

Consumer Defensive

ISAC.L
4.4%
EPOL
5.5%

Energy

ISAC.L
3.6%
EPOL
14.6%

Basic Materials

ISAC.L
2.9%
EPOL
6.6%

Utilities

ISAC.L
2.2%
EPOL
5.1%

Real Estate

ISAC.L
1.2%
EPOL

-

Compare stocks, funds, or ETFs

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iShares MSCI ACWI UCITS ETF USD (Acc)

iShares MSCI Poland ETF

Often compared with ISAC.L:
ISAC.L vs. VWRA.LISAC.L vs. SSAC.LISAC.L vs. IWDA.LISAC.L vs. VTISAC.L vs. SWDA.LISAC.L vs. VOOISAC.L vs. SWRD.L
Often compared with EPOL:
EPOL vs. SPYEPOL vs. EWQEPOL vs. IBCJ.DEEPOL vs. EIRLEPOL vs. EWWEPOL vs. EWPEPOL vs. EWK

Return for Risk

ISAC.L vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISAC.L
ISAC.L Risk / Return Rank: 7171
Overall Rank
ISAC.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7070
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7272
Martin Ratio Rank
EPOL
EPOL Risk / Return Rank: 6161
Overall Rank
EPOL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5757
Sortino Ratio Rank
EPOL Omega Ratio Rank: 5252
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7979
Calmar Ratio Rank
EPOL Martin Ratio Rank: 6262
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) and iShares MSCI Poland ETF (EPOL). 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.

ISAC.LEPOLDifference
Sharpe ratioReturn per unit of total volatility
2.06
1.75

+0.31

Sortino ratioReturn per unit of downside risk
3.06
2.45

+0.61

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.08

Calmar ratioReturn relative to maximum drawdown

2.94

3.70

-0.76

Martin ratioReturn relative to average drawdown

12.26

10.10

+2.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISAC.L vs. EPOL - Sharpe Ratio Comparison

The current ISAC.L Sharpe Ratio is 2.06, which is comparable to the EPOL Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ISAC.L and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ISAC.LEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.75

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.55

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.42

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.21

+0.51

Drawdowns

ISAC.L vs. EPOL - Drawdown Comparison

The maximum ISAC.L drawdown since its inception was -33.82%, smaller than the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for ISAC.L and EPOL.

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Drawdown Indicators

ISAC.LEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-63.72%

+29.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-11.04%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-21.81%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-54.21%

+28.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-61.41%

+27.59%

Current Drawdown

Current decline from peak

-2.73%

-3.03%

+0.30%

Average Drawdown

Average peak-to-trough decline

-4.64%

-26.88%

+22.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

4.04%

-1.93%

Volatility

ISAC.L vs. EPOL - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.92%, while iShares MSCI Poland ETF (EPOL) has a volatility of 7.44%. This indicates that ISAC.L experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISAC.LEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

7.44%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

17.80%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

23.40%

-10.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

29.11%

-13.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

27.66%

-11.70%

ISAC.L vs. EPOL - Expense Ratio Comparison

ISAC.L has a 0.20% expense ratio, which is lower than EPOL's 0.61% expense ratio.

Dividends

ISAC.L vs. EPOL - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
ISAC.L
iShares MSCI ACWI 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

ISAC.L and EPOL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.61% for EPOL.

ISAC.L is categorized as Global Equities, while EPOL is Europe Equities. ISAC.L tracks MSCI All Country World Index (Net), while EPOL tracks MSCI Poland Investable Market Index. Their fees differ too: 0.20% for ISAC.L and 0.61% for EPOL.

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