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Compound POL

compPOL
Polygon
Curated by Gauntlet·Inception 2025-02-12·Guardian 0x8Ab717CAC3CbC4934E63825B88442F5810aAF6e5
Polygon
WPOL
Open on Morpho
Net APY0.14%
-1.24%30d 1.38%
Trend up
TVL$3.27M
-7.46%Capacity $4.91M
Trend up
Utilization1%
Underutilized
Risk score
8
Low
Market 1
·Loan demand 3
Complexity3Easy to explain
Liquidity100/100
Instant redemption available
Performance fee10%Above median
Morpho official alerts
1 critical alert from Morpho's risk team
  • Deposits disabledREDVault-level

    Morpho has flagged this vault as not accepting deposits. Existing positions remain on-chain but new capital is being turned away — usually a curator-initiated wind-down or response to an active issue.

Plain English explanationWritten by vaults.xyz research · model card · last update 2026-05-12
What this vault actually does

The Compound POL Vault will list a selection of liquid collateral markets and allocate across them to optimize risk-adjusted yield.

Yield decomposition

What you are actually getting paid for, expressed as a share of net APY.

Hover for source breakdownTotal · 0.14% gross APY
Curator performance fee−10.00%→0.14% net
Borrower lending demand
Structural

Interest paid by borrowers on Morpho Blue markets the vault supplies into.

0.13%92.9% of yield · 13 bps
Protocol incentives
Incentive

Estimated boost from Morpho-side rewards programs and curator rebates active on these markets.

0.01%7.1% of yield · 1 bps
What breaks this vault

The honest version. Every structural failure mode this vault is exposed to, ranked by severity. If you want to know whether to invest, start here.

Every market relies on an external price feed. A stale or manipulated feed can mis-price collateral and produce unrecoverable bad debt.

Hidden exposure map

What this vault is actually exposed to — including dependencies that are not visible from the strategy name.

MaticX
1%
Lending venueCollateral asset in vault allocations.
WBTC
0%
Lending venueCollateral asset in vault allocations.
WETH
0%
Lending venueCollateral asset in vault allocations.
WPOL
100%
Lending venueLoan asset supplied by the vault.
Reading this map. Direct exposures are the assets the vault holds or lends against. Indirect dependencies (Tab 3) include the protocols that mint those assets, the oracles pricing them, and the bridges that move them. An incident at any indirect dependency can damage the vault even when the direct collateral looks healthy.
Allocation breakdown

Every market the vault has supplied into, with current LTV, LLTV, oracle, and IRM. Idle balances are listed explicitly.

Markets3+ idle buffer
MaticX / WPOL0.7%
WBTC / WPOL0.3%
WETH / WPOL0.0%
idle / WPOL99.0%
MarketProtocolAllocationLTV / LLTVUtilizationOracleIRM
idle / WPOLMorpho Blue
99.0%$3.24M
——0x00000000…0x00000000…
MaticX / WPOLMorpho Blue
0.7%$22.79K
78% / 91.5%13.7 pts headroom
81%0xecabF27e…0xe675A216…
WBTC / WPOLMorpho Blue
0.3%$8.84K
65% / 77.0%11.6 pts headroom
88%0x624d826C…0xe675A216…
WETH / WPOLMorpho Blue
0.0%$4.65
65% / 77.0%11.6 pts headroom
89%0x648Ff6ad…0xe675A216…
Stress scenarios

Modeled NAV impact under historical and hypothetical tail events. Each impact = − (shock magnitude) × (vault exposure) × (pass-through). Hover the calculator icon for the per-scenario formula.

Morpho Blue contract vulnerability
rare
computed

Tail-case: a vulnerability surfaces in Morpho Blue that affects the vault's largest single market (1% of TVL). Modeled at 50% loss on that exposure; full vault is not assumed at risk since markets are isolated.

−50% × 1% (largest market) × 100% pass-through
-0.3%
Recovery patch + governance
1% exposed
Curator misallocation
unlikely
computed

Curator routes into a market that develops bad debt or an oracle break. Worst single position is 0.7% of TVL; top-3 concentration is 1%. Modeled at 50% bad-debt recovery on the worst position.

−50% × 0.7% (worst market) × 100% pass-through
-0.3%
Recovery 30–90 days
1% exposed
Activity

Curator and parameter changes detected by VaultScope's snapshot diff. Refreshed every 6 hours.

Full feed →
No events yet. The next snapshot tick will start populating this.
Historical analytics

180 trailing days. APY, TVL, utilization, and an APY drawdown view to show how the vault has actually behaved — not just where it sits today.

APY range0.00% – 10.80%
trailing 180d
APY volatility (σ)2.50 pts
standard deviation
Max APY drawdownNaN%
peak-to-trough
APY trend+0.15 pts
180d delta