IEVD.DE - Risk

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)

25.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.4%

Deepest Drawdown

Sharpe Ratio

0.32

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

54 / 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

44.3%

Focused

Effective Holdings

~44

of 112 holdings

Top Sector

49.8%

Technology

Top Region / Country

40.9%

United States

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

Multi-Horizon Risk & Performance Matrix

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	—	—	—	+36.5%
3 Years	26.9%	-30.2%	0.63	+19.4%
5 Years	25.1%	-30.4%	0.32	+10.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.9

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (20.2 analysts)

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

⚠️ Sector concentration: 50% in "Technology".

⚠️ Sector concentration: 36% in "Consumer Cyclical".

⚠️ Industry concentration: 39% in "Semiconductors".

⚠️ Elevated Economic Cyclicality: 50% in cyclical industries – more vulnerable to economic downturns.

ℹ️ Tech-Capex Exposure: 57% in semiconductors & hardware – dependent on hyperscaler capex cycles.