State Street
WNDU.L
IE00BYTRRC02
State Street® SPDR® MSCI World Industrials UCITS ETF
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Risk & Diversification Scores

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)
17.1% p.a.
5-Year Horizon
Max Drawdown (5Y)
-27.1%
Deepest Drawdown
Sharpe Ratio
0.50
Good (0.5 - 1.0)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
45 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
22.9%
Low Concentration
Effective Holdings
~130
of 250 holdings
Top Sector
93.3%
Industrials
Top Region / Country
51.7%
United States
Excellent 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.

Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +7.2%
3 Years 16.0% -15.3% 1.1 +20.2%
5 Years 17.1% -27.1% 0.5 +11.1%
10 Years 17.7% -39.0% 0.51 +11.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.8
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (18 analysts)
🔴 Severe sector concentration risk: 93% in "Industrials".
🔴 Dominant Cyclicality: 92% in cyclical industries – higher drawdown risk in recessions.
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