IE000N42HDP2
IE000N42HDP2
Invesco Global Active Defensive ESG Equity UCITS ETF Acc
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
4/7 Moderate
4 / 7 SRI PRIIPs Risk Class
Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).
Volatility (5Y)
11.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-12.8%
Deepest DrawdownSharpe Ratio
1.03
Excellent (> 1.0)Rec. Holding Period
3 - 5+ Years
Investment HorizonBalanced / Moderate: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
88 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
18.4%
Low ConcentrationEffective Holdings
~193
of 384 holdingsTop Sector
27.4%
TechnologyTop Region / Country
64.2%
United StatesExcellent 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 | — | — | — | +9.9% |
| 3 Years | 10.3% | -11.1% | 1.47 | +17.7% |
| 5 Years | 11.0% | -12.8% | 1.03 | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 18.9
🟢 Excellent global diversification (Score 88/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (22.8 analysts)
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 65% of total forward growth.
⚠️ Elevated Regulatory & Policy Risk: 51% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 41% 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.).