UBS
AWESGW.SW
IE00BDQZN113
UBS MSCI ACWI Universal UCITS ETF hUSD acc
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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)
28.8% p.a.
5-Year Horizon
Max Drawdown (5Y)
-25.3%
Deepest Drawdown
Sharpe Ratio
0.27
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
87 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
24.7%
Low Concentration
Effective Holdings
~156
of 1849 holdings
Top Sector
34.9%
Technology
Top Region / Country
59.9%
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.

Volatility Expansion (3Y > 5Y) High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +24.4%
3 Years 35.1% -25.3% 0.49 +19.6%
5 Years 28.8% -25.3% 0.27 +10.3%
10 Years 23.6% -25.3% 0.34 —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.4
🟢 Excellent global diversification (Score 87/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
⚠️ Fund closure risk (< 50M € AUM)
🟢 High institutional analyst coverage (25.7 analysts)
⚠️ Sector concentration: 35% in "Technology".
⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (35.1%) is noticeably higher than the 5Y average (28.8%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (28.8% p.a.).
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