iShares
IMV.L
IE00B86MWN23
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
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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)
14.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-17.4%
Deepest Drawdown
Sharpe Ratio
0.32
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
14.5%
Low Concentration
Effective Holdings
~163
of 191 holdings
Top Sector
18.5%
Financial Services
Top Region / Country
18.2%
United Kingdom
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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +6.4%
3 Years 14.5% -14.6% 0.61 +11.4%
5 Years 14.0% -17.4% 0.32 +7%
10 Years 13.6% -24.5% 0.29 +6.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.2
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (14.1 analysts)
⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 65% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 52% 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.).
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