VTI - 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)

17.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.2%

Deepest Drawdown

Sharpe Ratio

0.48

Moderate (0.0 - 0.5)

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

33.4%

Low Concentration

Effective Holdings

~87

of 1172 holdings

Top Sector

36.6%

Technology

Top Region / Country

97.5%

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	—	—	—	+14.4%
3 Years	15.4%	-19.6%	1.2	+21%
5 Years	17.5%	-26.2%	0.48	+10.9%
10 Years	18.3%	-35.0%	0.58	+13.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.2

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (28.6 analysts)

⚠️ Sector concentration: 37% in "Technology".

🔴 Non-UCITS Fund: Cannot be purchased directly via EU brokers under PRIIPs rules. Trading requires tokenized assets (e.g. Robinhood) or US access.

⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).