QDIV.L - Risk

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)

14.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.7%

Deepest Drawdown

Sharpe Ratio

0.52

Good (0.5 - 1.0)

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

33.3%

Low Concentration

Effective Holdings

~61

of 93 holdings

Top Sector

44.0%

Technology

Top Region / Country

95.3%

United States

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	—	—	—	+17%
3 Years	12.9%	-17.5%	1.24	+18.4%
5 Years	14.5%	-17.7%	0.52	+10.1%
10 Years	15.2%	-33.4%	0.41	+8.8%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.2

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (26.5 analysts)

⚠️ Sector concentration: 44% in "Technology".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 79% of total forward growth.

ℹ️ Tech-Capex Exposure: 30% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 37% 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.).