If you're interested, I created and maintain a tracking protection list based on the Ghostery and Disconnect filter lists. It's concise, fast, and better than anything in the IE gallery. https://amtopel.github.io/tpl/
IE isn't really a browser I use heavily personally. Has Microsoft carried the feature forward to Edge, or are they relying on extensions from the Store for that?
They discontinued it in Edge, unfortunately.
But you can install extensions like ghostery that so the same things in edge
But you shouldn't have to install extensions to do this..