ISDE.L vs. IPOL.L
ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) and IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) are both Emerging Markets Equities funds from iShares - ISDE.L tracks the MSCI Emerging Markets Islamic Index while IPOL.L tracks the MSCI Emerging - Poland in Net USD. Both are passively managed. Over the past 10 years, ISDE.L returned 10.80%/yr vs 9.64%/yr for IPOL.L. A 0.61 correlation means they provide meaningful diversification when combined. ISDE.L charges 0.85%/yr vs 0.74%/yr for IPOL.L.
Performance
ISDE.L vs. IPOL.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISDE.L achieves a 38.21% return, which is significantly higher than IPOL.L's 14.81% return. Over the past 10 years, ISDE.L has outperformed IPOL.L with an annualized return of 10.80%, while IPOL.L has yielded a comparatively lower 9.64% annualized return.
ISDE.L
- 1D
- -2.17%
- 1M
- -15.35%
- 6M
- 28.14%
- YTD
- 38.21%
- 1Y
- 66.38%
- 3Y*
- 23.97%
- 5Y*
- 9.96%
- 10Y*
- 10.80%
IPOL.L
- 1D
- -1.18%
- 1M
- -2.95%
- 6M
- 12.69%
- YTD
- 14.81%
- 1Y
- 30.84%
- 3Y*
- 28.08%
- 5Y*
- 14.78%
- 10Y*
- 9.64%
ISDE.L vs. IPOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 38.21% | 39.00% | -3.54% | 14.04% | -22.75% | 2.66% | 22.18% | 19.37% | -17.23% | 41.70% |
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 14.81% | 72.75% | -6.10% | 49.20% | -26.61% | 6.83% | -11.21% | -6.81% | -12.61% | 54.17% |
Correlation
The correlation between ISDE.L and IPOL.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.61 |
The correlation between ISDE.L and IPOL.L shifts across timeframes, from 0.45 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISDE.L vs. IPOL.L — Risk / Return Rank
ISDE.L
IPOL.L
ISDE.L vs. IPOL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.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.
| ISDE.L | IPOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.93 | +0.63 |
| Martin ratioReturn relative to average drawdown | 12.95 | 6.74 | +6.21 |
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Drawdowns
ISDE.L vs. IPOL.L - Drawdown Comparison
The maximum ISDE.L drawdown since its inception was -65.53%, roughly equal to the maximum IPOL.L drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for ISDE.L and IPOL.L.
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Drawdown Indicators
| ISDE.L | IPOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.53% | -68.05% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.56% | -10.48% | -8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -22.43% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.16% | -55.92% | +23.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | -65.79% | +29.15% |
Current DrawdownCurrent decline from peak | -18.56% | -2.95% | -15.61% |
Average DrawdownAverage peak-to-trough decline | -22.77% | -29.57% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 4.57% | +0.54% |
Volatility
ISDE.L vs. IPOL.L - Volatility Comparison
iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a higher volatility of 14.06% compared to iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) at 5.32%. This indicates that ISDE.L's price experiences larger fluctuations and is considered to be riskier than IPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISDE.L | IPOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.06% | 5.32% | +8.74% |
Volatility (6M)Calculated over the trailing 6-month period | 27.81% | 19.48% | +8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 24.82% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 30.15% | -9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 27.40% | -7.04% |
ISDE.L vs. IPOL.L - Expense Ratio Comparison
ISDE.L has a 0.85% expense ratio, which is higher than IPOL.L's 0.74% expense ratio.
Dividends
ISDE.L vs. IPOL.L - Dividend Comparison
ISDE.L's dividend yield for the trailing twelve months is around 1.25%, while IPOL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPOL.L iShares MSCI Poland 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% |
ISDE.L iShares MSCI EM Islamic UCITS ETF USD (Dist) | 1.25% | 1.06% | 2.51% | 2.77% | 2.10% | 1.79% | 0.98% | 1.55% | 1.64% | 1.02% | 1.07% | 2.32% |
Frequently Asked Questions
ISDE.L and IPOL.L have a correlation of 0.45, 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 0.85% for ISDE.L.
ISDE.L tracks MSCI Emerging Markets Islamic Index, while IPOL.L tracks MSCI Emerging - Poland in Net USD. Their fees differ too: 0.85% for ISDE.L and 0.74% for IPOL.L.
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