IESG.L - Risk

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)

14.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.8%

Deepest Drawdown

Sharpe Ratio

0.15

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

36.3%

Focused

Effective Holdings

~59

of 122 holdings

Top Sector

25.9%

Financial Services

Top Region / Country

22.6%

Switzerland

Elevated concentration in top individual holdings, leading sectors, or key regions.

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+4.5%
3 Years	12.3%	-15.1%	0.46	+8.1%
5 Years	14.2%	-20.8%	0.15	+4.6%
10 Years	14.7%	-25.9%	0.32	+7.2%

🟢 Favorable / fair valuation: Avg P/E of 18.9

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.8 analysts)

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 40% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).