EUSRT.SW - Risk

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

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (5Y)

16.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.8%

Deepest Drawdown

Sharpe Ratio

-0.05

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

41.5%

Focused

Effective Holdings

~43

of 65 holdings

Top Sector

27.8%

Financial Services

Top Region / Country

29.7%

France

Elevated concentration in top individual holdings, leading sectors, or key regions.

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

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-0.2%
3 Years	14.1%	-14.9%	0.45	+8.8%
5 Years	16.5%	-28.8%	-0.05	+1.6%
10 Years	17.1%	-36.9%	0.12	+4.5%

🟢 Favorable / fair valuation: Avg P/E of 16.9

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (16.7 analysts)

⚠️ Elevated Interest Rate Sensitivity: 36% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).