
LU0599612842

LU0599612842
Europe ESG ML - 1C - EUR
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
4/7 Moderate
4 / 7 SRI PRIIPs Risk Class
Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).
Volatility (5Y)
11.5% p.a.
5-Year HorizonMax Drawdown (5Y)
-20.6%
Deepest DrawdownSharpe Ratio
0.32
Moderate (0.0 - 0.5)Rec. Holding Period
3 - 5+ Years
Investment HorizonBalanced / Moderate: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
31.4%
Low ConcentrationEffective Holdings
~64
of 93 holdingsTop Sector
19.7%
Financial ServicesTop Region / Country
25.6%
FranceExcellent 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.
Stable Long-Term Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +6.7% |
| 3 Years | 10.7% | -12.6% | 0.96 | +12.8% |
| 5 Years | 11.5% | -20.6% | 0.32 | +6.2% |
| 10 Years | 12.0% | -31.2% | 0.36 | +6.9% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 16.6
🟢 Balanced position distribution (< 35% in Top 10)
Solid fund volume
🟡 Moderate analyst coverage (13.2 analysts)
⚠️ Elevated Interest Rate Sensitivity: 48% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 64% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 50% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).