IE00BKWQ0C77
IE00BKWQ0C77
State Street® SPDR® MSCI Europe Consumer Discretionary UCITS ETF
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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)
21.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-30.2%
Deepest DrawdownSharpe Ratio
-0.22
Negative (< 0.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
29 / 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
69.4%
FocusedEffective Holdings
~19
of 34 holdingsTop Sector
92.5%
Consumer CyclicalTop Region / Country
25.0%
FranceElevated 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 | — | — | — | -17.4% |
| 3 Years | 18.3% | -26.6% | -0.27 | -2.4% |
| 5 Years | 21.0% | -30.2% | -0.22 | -2.2% |
| 10 Years | 20.5% | -42.0% | 0.07 | +4% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 15.1
Solid fund volume
🟡 Moderate analyst coverage (17.3 analysts)
🔴 Extreme top 10 holdings concentration: 69% of fund in top 10 positions.
🔴 Severe sector concentration risk: 93% in "Consumer Cyclical".
⚠️ Industry concentration: 37% in "Luxury Goods".
🔴 Dominant Cyclicality: 96% in cyclical industries – higher drawdown risk in recessions.