iShares
EMV.L
IE00B8KGV557
iShares Edge MSCI EM Minimum Volatility UCITS ETF
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
6/7 High
6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)
22.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-28.1%
Deepest Drawdown
Sharpe Ratio
0.17
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
16.4%
Low Concentration
Effective Holdings
~195
of 295 holdings
Top Sector
33.0%
Technology
Top Region / Country
22.1%
Taiwan
Excellent multi-dimensional diversification across holdings, industries, and geographies.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +19.5%
3 Years 27.5% -28.1% 0.35 +12.2%
5 Years 22.6% -28.1% 0.17 +6.4%
10 Years 19.1% -28.1% 0.13 +5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.9
🟢 Balanced position distribution (< 35% in Top 10)
Solid fund volume
🟡 Moderate analyst coverage (14.6 analysts)
⚠️ Elevated emerging markets risk: 96% Emerging Markets.
⚠️ Sector concentration: 33% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 56% of forward growth.
⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 49% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (27.5%) is noticeably higher than the 5Y average (22.6%).
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