ISFD.L vs. IPOL.L

Last updated Jul 22, 2026

ISFD.L (iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)) and IPOL.L (iShares MSCI Poland UCITS ETF USD (Acc)) are both exchange-traded funds - ISFD.L is a Europe Equities fund tracking the FTSE 100 Index, while IPOL.L is a Emerging Markets Equities fund tracking the MSCI Emerging - Poland in Net USD. Both are passively managed. Over the past 5 years, ISFD.L returned 13.12%/yr vs 15.53%/yr for IPOL.L. At a 0.49 correlation, their price movements are largely independent. ISFD.L charges 0.20%/yr vs 0.74%/yr for IPOL.L.

Performance

ISFD.L vs. IPOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISFD.L achieves a 8.60% return, which is significantly lower than IPOL.L's 17.51% return.

ISFD.L

• 1D: 0.69%
• 1M: 2.51%
• 6M: 6.34%
• YTD: 8.60%
• 1Y: 20.92%
• 3Y*: 15.50%
• 5Y*: 13.12%
• 10Y*: —
• ALL TIME*: 8.55%

IPOL.L

• 1D: 1.60%
• 1M: 2.79%
• 6M: 14.82%
• YTD: 17.51%
• 1Y: 30.67%
• 3Y*: 29.75%
• 5Y*: 15.53%
• 10Y*: 9.86%
• ALL TIME*: 2.86%

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

ISFD.L vs. IPOL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFD.L iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)	8.60%	25.94%	9.52%	8.45%	5.93%	17.43%	-11.32%	19.80%	-6.68%	2.38%
IPOL.L iShares MSCI Poland UCITS ETF USD (Acc)	17.51%	72.75%	-6.10%	49.20%	-26.61%	6.83%	-11.21%	-6.81%	-12.61%	1.95%

Correlation

The correlation between ISFD.L and IPOL.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 19, 2017	0.49

ISFD.L vs. IPOL.L - Sectors Allocation Comparison

Sectors	ISFD.L	IPOL.L
Financial Services	26.0%	47.9%
Consumer Defensive	14.3%	5.3%
Industrials	13.8%	2.0%
Healthcare	13.7%	-
Energy	9.9%	15.8%
Basic Materials	8.0%	10.0%
Consumer Cyclical	5.1%	12.1%
Utilities	4.9%	1.8%
Communication Services	2.3%	3.1%
Real Estate	1.0%	-
Technology	0.9%	1.9%

Return for Risk

ISFD.L vs. IPOL.L — Risk / Return Rank

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

ISFD.L

ISFD.L Risk / Return Rank: 70
ISFD.L Sharpe Ratio Rank: 76
ISFD.L Sortino Ratio Rank: 76
ISFD.L Omega Ratio Rank: 78
ISFD.L Calmar Ratio Rank: 63
ISFD.L Martin Ratio Rank: 57

IPOL.L

IPOL.L Risk / Return Rank: 53
IPOL.L Sharpe Ratio Rank: 46
IPOL.L Sortino Ratio Rank: 47
IPOL.L Omega Ratio Rank: 43
IPOL.L Calmar Ratio Rank: 75
IPOL.L Martin Ratio Rank: 53

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.

ISFD.L vs. IPOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.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.

	ISFD.L	IPOL.L	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.23	+0.62
Sortino ratio: Return per unit of downside risk	2.61	1.83	+0.78
Omega ratio: Gain probability vs. loss probability	1.35	1.22	+0.13
Calmar ratio: Return relative to maximum drawdown	2.35	2.91	-0.56
Martin ratio: Return relative to average drawdown	7.41	6.69	+0.72

ISFD.L vs. IPOL.L - Sharpe Ratio Comparison

The current ISFD.L Sharpe Ratio is 1.86, which is higher than the IPOL.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ISFD.L and IPOL.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.

Drawdowns

ISFD.L vs. IPOL.L - Drawdown Comparison

The maximum ISFD.L drawdown since its inception was -33.97%, smaller than the maximum IPOL.L drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for ISFD.L and IPOL.L.

Drawdown Indicators

	ISFD.L	IPOL.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-68.05%	+34.08%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-10.48%	+1.63%
Max Drawdown (3Y) Largest decline over 3 years	-12.64%	-22.43%	+9.79%
Max Drawdown (5Y) Largest decline over 5 years	-12.64%	-55.92%	+43.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-65.79%	—
Current Drawdown Current decline from peak	-1.63%	-0.67%	-0.96%
Average Drawdown Average peak-to-trough decline	-4.60%	-29.56%	+24.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	4.57%	-1.75%

Volatility

ISFD.L vs. IPOL.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) is 2.92%, while iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) has a volatility of 5.43%. This indicates that ISFD.L experiences smaller price fluctuations and is considered to be less risky than IPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFD.L	IPOL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	5.43%	-2.51%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	19.53%	-9.86%
Volatility (1Y) Calculated over the trailing 1-year period	11.23%	24.74%	-13.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.72%	30.14%	-17.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.61%	27.41%	-11.80%

ISFD.L vs. IPOL.L - Expense Ratio Comparison

ISFD.L has a 0.20% expense ratio, which is lower than IPOL.L's 0.74% expense ratio.

Dividends

ISFD.L vs. IPOL.L - Dividend Comparison

Neither ISFD.L nor IPOL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ISFD.L and IPOL.L in my portfolio?

ISFD.L and IPOL.L 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.

Which ETF is better, ISFD.L or IPOL.L?

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

Which ETF is cheaper, ISFD.L or IPOL.L?

ISFD.L is cheaper with a 0.20% expense ratio, compared with 0.74% for IPOL.L.

What is the main difference between ISFD.L and IPOL.L?

ISFD.L is categorized as Europe Equities, while IPOL.L is Emerging Markets Equities. ISFD.L tracks FTSE 100 Index, while IPOL.L tracks MSCI Emerging - Poland in Net USD. Their fees differ too: 0.20% for ISFD.L and 0.74% for IPOL.L.