IE00B5MTZM66
IE00B5MTZM66
Invesco STOXX Europe 600 Optimised Retail UCITS ETF Acc
Loading chart...
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)
22.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-49.6%
Deepest DrawdownSharpe Ratio
-0.06
Negative (< 0.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
20 / 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
100%
FocusedEffective Holdings
~10
of 10 holdingsTop Sector
95.2%
Consumer CyclicalTop Region / Country
47.8%
United KingdomElevated 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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -1% |
| 3 Years | 18.6% | -19.4% | 0.35 | +9.1% |
| 5 Years | 22.0% | -49.6% | -0.06 | +1.3% |
| 10 Years | 21.6% | -51.5% | 0.11 | +4.9% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 18.7
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (16 analysts)
🔴 Extreme top 10 holdings concentration: 100% of fund in top 10 positions.
⚠️ Single-country focus: 48% in "United Kingdom".
🔴 Severe sector concentration risk: 95% in "Consumer Cyclical".
⚠️ Industry concentration: 41% in "Apparel Retail".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.
🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -51.5% in the extended horizon.