iShares
EXXU.DE
DE000A0F5UE8
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
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Risk & Diversification Scores

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

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

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

Volatility (5Y)
31.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-46.6%
Deepest Drawdown
Sharpe Ratio
-0.24
Negative (< 0.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings
54.7%
Focused
Effective Holdings
~29
of 50 holdings
Top Sector
28.6%
Financial Services
Top Region / Country
84.2%
China
Elevated concentration in top individual holdings, leading sectors, or key regions.

Multi-Horizon Risk & Performance Matrix

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

High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — -18%
3 Years 28.3% -33.6% 0.04 +3.7%
5 Years 31.6% -46.6% -0.24 -5%
10 Years 28.6% -60.2% -0.11 -0.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 10.3
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (16.9 analysts)
⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.
🔴 High single-country risk: 84% of portfolio in "China".
⚠️ Elevated emerging markets risk: 91% Emerging Markets.
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 82% of total forward growth.
🔴 Dominant Cyclicality: 67% in cyclical industries – higher drawdown risk in recessions.
⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (31.6% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -60.2% in the extended horizon.
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