ISUS.L - 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)

15.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.0%

Deepest Drawdown

Sharpe Ratio

0.78

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

68 / 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

50.8%

Focused

Effective Holdings

~36

of 140 holdings

Top Sector

53.3%

Technology

Top Region / Country

93.8%

United States

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	—	—	—	+33.5%
3 Years	15.0%	-24.0%	1	+17.5%
5 Years	15.2%	-24.0%	0.78	+14.4%
10 Years	19.2%	-29.5%	0.43	+10.7%

🟢 Favorable / fair valuation: Avg P/E of 28.9

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (28.4 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

🔴 Severe sector concentration risk: 53% in "Technology".

⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).