iShares
EXX5.DE
DE000A0D8Q49
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE)
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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)
20.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-22.5%
Deepest Drawdown
Sharpe Ratio
0.18
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated 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
19.3%
Low Concentration
Effective Holdings
~91
of 99 holdings
Top Sector
25.9%
Financial Services
Top Region / Country
97.5%
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)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +11.7%
3 Years 22.4% -22.5% 0.37 +10.9%
5 Years 20.0% -22.5% 0.18 +6.1%
10 Years 19.6% -40.5% 0.18 +6.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.9
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (16.2 analysts)
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 71% of total forward growth.
⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Interest Rate Sensitivity: 55% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 72% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 53% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).
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