iShares MSCI Poland ETF

10-Year Study

EPOL.US · · US · ETF

Executive Summary: iShares MSCI Poland ETF has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 60.4% and an annualized volatility of 28.4%.

1Y CAGR
+42.4%
3Y CAGR
+40.3%
5Y CAGR
+16.4%
10Y CAGR
+11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
60.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +77.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.81.4-4.59.7————————13.5%
202513.27.010.85.23.08.1-1.6-0.21.64.71.16.877.3%
2024-3.36.41.2-0.16.9-0.8-2.73.0-1.3-8.2-0.8-2.0-2.6%
20238.3-5.8-1.813.8-3.613.010.0-9.2-10.716.09.57.250.7%
2022-2.5-12.86.1-17.04.6-10.6-1.5-12.9-14.215.321.44.4-24.6%
2021-1.3-0.5-3.19.613.6-4.51.56.0-5.16.1-12.14.112.2%
2020-5.0-14.8-19.58.210.32.35.93.1-9.3-15.425.79.2-8.4%
20195.7-4.1-2.01.6-4.06.5-5.9-7.70.06.1-4.22.8-6.1%
20188.3-10.4-4.5-1.1-8.7-3.911.8-0.9-1.2-10.08.40.3-13.8%
201711.44.12.710.10.42.16.46.0-3.12.0-1.33.052.4%
2016———-6.4-8.1-2.33.62.41.32.0-7.87.8-8.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.4%. The dominant macroeconomic risk driver is UUP.US, accounting for 22.5% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019362.315087560288
2016-05-018601.10704690383
2016-06-018404.104489690222
2016-07-018706.373612145146
2016-08-018914.511377982068
2016-09-019028.453047615965
2016-10-019211.795552390508
2016-11-018493.315637846761
2016-12-019152.817790437965
2017-01-0110198.426828084033
2017-02-0110612.630693037258
2017-03-0110900.527627617907
2017-04-0112001.683229210501
2017-05-0112047.13041789402
2017-06-0112304.923445440714
2017-07-0113090.408830479397
2017-08-0113870.909267471594
2017-09-0113440.132068753439
2017-10-0113713.78629462985
2017-11-0113541.449519308579
2017-12-0113951.056873725438
2018-01-0115114.945133201696
2018-02-0113539.054154662868
2018-03-0112926.229242870553
2018-04-0112787.168614249182
2018-05-0111679.92749166478
2018-06-0111225.520344414592
2018-07-0112550.15699349367
2018-08-0112441.91240734147
2018-09-0112297.607872333538
2018-10-0111070.922215388598
2018-11-0111998.640468714595
2018-12-0112032.046094584533
2019-01-0112716.47298740815
2019-02-0112194.02453630272
2019-03-0111953.71119671123
2019-04-0112147.023597578738
2019-05-0111666.332178810731
2019-06-0112430.000323697925
2019-07-0111692.033794063378
2019-08-0110797.073770757132
2019-09-0110802.317677143688
2019-10-0111461.755090149873
2019-11-0110985.465963163175
2019-12-0111295.115398310296
2020-01-0110732.528404492927
2020-02-019146.473311106076
2020-03-017362.18560839025
2020-04-017967.63020749037
2020-05-018787.49231217428
2020-06-018990.968827889814
2020-07-019521.380247952611
2020-08-019819.117599456187
2020-09-018909.720648690642
2020-10-017534.846081636617
2020-11-019472.696080018128
2020-12-0110348.881623668793
2021-01-0110212.863755543327
2021-02-0110158.41776454213
2021-03-019848.315152299874
2021-04-0110795.066843621533
2021-05-0112264.13750687858
2021-06-0111713.78629462985
2021-07-0111893.827080568413
2021-08-0112603.113974039426
2021-09-0111959.278801022885
2021-10-0112690.382934645388
2021-11-0111151.846696662675
2021-12-0111611.950927394555
2022-01-0111319.716440617616
2022-02-019875.117340497847
2022-03-0110481.662512543295
2022-04-018700.67652866345
2022-05-019103.22726831321
2022-06-018137.960055676042
2022-07-018015.602239989641
2022-08-016980.9989317968475
2022-09-015990.806978927266
2022-10-016908.684815330334
2022-11-018388.308030945522
2022-12-018753.374550869128
2023-01-019478.134205159746
2023-02-018928.883565856342
2023-03-018764.703978247499
2023-04-019976.37005146797
2023-05-019614.022594115173
2023-06-0110859.612209885734
2023-07-0111941.086977632474
2023-08-0110842.650438610688
2023-09-019687.63150228207
2023-10-0111238.986178098598
2023-11-0112303.434434985273
2023-12-0113191.661541449519
2024-01-0112754.86356132457
2024-02-0113576.020457708864
2024-03-0113739.099472372383
2024-04-0113721.61978441718
2024-05-0114665.134496487877
2024-06-0114550.41595183375
2024-07-0114152.979639400512
2024-08-0114574.175379535816
2024-09-0114378.402874437572
2024-10-0113203.897323018158
2024-11-0113103.09778914317
2024-12-0112846.599553296863
2025-01-0114545.560482957304
2025-02-0115561.195092739456
2025-03-0117241.705240669406
2025-04-0118146.570420483604
2025-05-0118694.396788916583
2025-06-0120204.900786585957
2025-07-0119885.47567410093
2025-08-0119854.206454536627
2025-09-0120167.351827274786
2025-10-0121113.067685236136
2025-11-0121338.55565985822
2025-12-0122781.8599682776
2026-01-0124335.610008739844
2026-02-0124685.20376784385
2026-03-0123571.682905512575
2026-04-0125850.51629819053
Annual Return Matrix
YearAnnual Return
20170.5242362727137693
2018-0.13755307547738915
2019-0.0612473298789904
2020-0.08377371467874128
20210.12204886959350403
2022-0.24617537521464727
20230.5070372534372714
2024-0.026157583490786007
20250.7733766724620152
20260.1346973572037511
Total Factor Risk
0.2836807869154056
VTI.US Exposure
-0.1505880844284831
VEA.US Exposure
0.18302731906362504
VWO.US Exposure
0.13007066384106303
QQQ.US Exposure
0.13748406718384787
VTV.US Exposure
0.2030652702903648
IJR.US Exposure
-0.07584751647975384
QUAL.US Exposure
-0.00298456973672641
SHV.US Exposure
0.07584837695491224
TLT.US Exposure
-0.01661372854234906
LQD.US Exposure
-0.04586476249365999
HYG.US Exposure
0.09345406383944072
GLD.US Exposure
0.011360559569713125
USO.US Exposure
-0.0036331468906076947
VNQ.US Exposure
0.004569823990392056
BTC-USD.CC Exposure
-0.00020161116822805126
CPER.US Exposure
-0.001619819384824111
VIX.INDX Exposure
0.05186945602106717
UUP.US Exposure
0.22474183040976
TIP.US Exposure
-0.002021637230641322
Idiosyncratic Exposure
0.1838834451910875
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Poland ETF a high-risk investment?

iShares MSCI Poland ETF (EPOL.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 60.4% over the last 10 years. Its primary macro risk driver is UUP.US.

What is the 10-year return of EPOL.US?

Over the past 10 years, EPOL.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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