IE00BP3QZ601
IE00BP3QZ601
iShares Edge MSCI World Quality Factor 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)
13.4% p.a.
5-Year HorizonMax Drawdown (5Y)
-18.0%
Deepest DrawdownSharpe Ratio
0.66
Good (0.5 - 1.0)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: Score Basis:
Diversification Score
Focused (35% – 50%)
89 / 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
35%
FocusedEffective Holdings
~73
of 301 holdingsTop Sector
31.8%
TechnologyTop Region / Country
69.9%
United StatesElevated 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 | — | — | — | +16.7% |
| 3 Years | 11.8% | -18.0% | 1.17 | +16.3% |
| 5 Years | 13.4% | -18.0% | 0.66 | +11.3% |
| 10 Years | 14.2% | -23.9% | 0.66 | +11.8% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 23.8
🟢 Excellent global diversification (Score 89/100)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (26.6 analysts)
⚠️ Sector concentration: 32% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 56% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).