SPYX.DE - Risk

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)

15.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.7%

Deepest Drawdown

Sharpe Ratio

0.36

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

48 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

4.5%

Low Concentration

Effective Holdings

~1393

of 1779 holdings

Top Sector

23.2%

Technology

Top Region / Country

26.3%

Taiwan

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+16.7%
3 Years	16.5%	-22.7%	0.65	+13.2%
5 Years	15.6%	-22.7%	0.36	+8%
10 Years	20.3%	-43.7%	0.27	+8%

🟢 Favorable / fair valuation: Avg P/E of 8.4

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

🟢 Established large fund (> 500M € AUM)

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

⚠️ Elevated emerging markets risk: 93% Emerging Markets.