Invesco
SC0Q.DE
IE00B5MJYB88
Invesco STOXX Europe 600 Optimised Telecommunications UCITS ETF Acc
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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)
14.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-21.7%
Deepest Drawdown
Sharpe Ratio
0.35
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
23 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings
82.4%
Focused
Effective Holdings
~14
of 20 holdings
Top Sector
73.1%
Communication Services
Top Region / Country
21.3%
Germany
Elevated 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 — — — +14.7%
3 Years 14.5% -16.8% 1.01 +17.2%
5 Years 14.6% -21.7% 0.35 +7.6%
10 Years 16.0% -37.8% 0.04 +3.2%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.9
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (10.6 analysts)
🔴 Extreme top 10 holdings concentration: 82% of fund in top 10 positions.
🔴 Severe sector concentration risk: 73% in "Communication Services".
🔴 Extreme industry concentration: 73% in "Telecom Services".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.
⚠️ Elevated Interest Rate Sensitivity: 77% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 73% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 73% 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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