R2US.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

22.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-32.0%

Deepest Drawdown

Sharpe Ratio

0.12

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: 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

3.2%

Low Concentration

Effective Holdings

~1668

of 1889 holdings

Top Sector

20.6%

Healthcare

Top Region / Country

95.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+12.6%
3 Years	20.6%	-28.9%	0.73	+17.6%
5 Years	22.0%	-32.0%	0.12	+5.2%
10 Years	22.0%	-42.2%	0.31	+9.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.7

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🔴 Low analyst coverage (6.8 analysts, higher growth estimate uncertainty)

⚠️ 15% of ETF holdings are unprofitable companies (fundamental solvency & cash-burn risk).

⚠️ Elevated Interest Rate Sensitivity: 36% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).