IE00B23D8S39
IE00B23D8S39
Invesco RAFI US Fundamental Value UCITS ETF Dist
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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)
17.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-21.4%
Deepest DrawdownSharpe Ratio
0.53
Good (0.5 - 1.0)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: 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
25.4%
Low ConcentrationEffective Holdings
~133
of 524 holdingsTop Sector
21.9%
TechnologyTop Region / Country
97.4%
United StatesExcellent 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 | — | — | — | +26.1% |
| 3 Years | 17.9% | -21.4% | 0.85 | +17.7% |
| 5 Years | 17.0% | -21.4% | 0.53 | +11.6% |
| 10 Years | 17.5% | -37.7% | 0.5 | +11.2% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 19.4
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (25.4 analysts)
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 49% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).