While he may be best known for features such as “The King of Scotland” and “The Mauritanian,” Kevin Macdonald has directed a number of documentaries about well-known figures, including 2012’s Bob Marley doc “Marley,” 2018’s revelatory “Whitney” about Whitney Houston and last year’s “High & Low: John Galliano.” His latest film, “Klitschko: More Than a Fight” — which opens the 2024 Sheffield Doc/Fest on Wednesday (and lands on Sky Documentaries in August) — is a little different.

At its center is Vitali Klitschko, the Ukrainian heavyweight boxing legend who, alongside his brother Wladimir, dominated the sport for a decade starting in the mid-2000s. But unlike Macdonald’s other documentaries, “More Than a Fight” follows its subject in the present day and in an entirely different role, as mayor of Kyiv, the capital city at the epicenter of the deadly ongoing war with Russia. Klitschko is seen visiting destroyed homes, giving medals...