Speaking for Tracking Protection on IE, the Easylists TPL lists on the official IE gallery site is severely outdated[1] (Last updated Nov 7, 2017)
This page from filterlists.com[2] offers an updated collection of TPL lists
[1]https://www.microsoft.com/en-us/iegallery
[2]https://raw.githubusercontent.com/collinbarrett/FilterLists/...
IE9 improved on it with what I think is one of the most impressive feature to this day. It had a heuristic tracking protection that block trackers once it's detected at a certain re-occurrence counts that you can config. So in theory it doesn't need to subscribed to an ad list like all browsers do today.
IE took a lot of crap deservedly so, but that overshadowed a lot of pioneer works that later browsers adopted.