IE00B5MTWZ80
IE00B5MTWZ80
Invesco STOXX Europe 600 Optimised Technology UCITS ETF Acc
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
6/7 High
6 / 7 SRI PRIIPs Risk Class
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.
Volatility (5Y)
23.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-38.9%
Deepest DrawdownSharpe Ratio
0.10
Moderate (0.0 - 0.5)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
42 / 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
81.9%
FocusedEffective Holdings
~15
of 30 holdingsTop Sector
81.2%
TechnologyTop Region / Country
34.6%
NetherlandsElevated 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 | — | — | — | +7% |
| 3 Years | 21.5% | -23.9% | 0.48 | +12.9% |
| 5 Years | 23.7% | -38.9% | 0.1 | +4.9% |
| 10 Years | 22.5% | -38.9% | 0.32 | +9.7% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 25.6
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (19.8 analysts)
🔴 Extreme top 10 holdings concentration: 82% of fund in top 10 positions.
🔴 Severe sector concentration risk: 81% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.
ℹ️ Tech-Capex Exposure: 46% in semiconductors & hardware – dependent on hyperscaler capex cycles.