FR0011669845
FR0011669845
Amundi MSCI World Swap II UCITS ETF USD Hedged Dist
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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)
14.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-22.0%
Deepest DrawdownSharpe Ratio
0.61
Good (0.5 - 1.0)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: Score Basis:
Diversification Score
Focused (35% – 50%)
77 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
Focused weighting: Top holdings drive a major share of fund returns.
Top 10 Holdings
48.1%
FocusedEffective Holdings
~41
of 247 holdingsTop Sector
44.5%
TechnologyTop Region / Country
94.5%
United StatesElevated 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 | — | — | — | +14.6% |
| 3 Years | 13.3% | -18.2% | 1.35 | +20.5% |
| 5 Years | 14.9% | -22.0% | 0.61 | +11.6% |
| 10 Years | 15.4% | -32.6% | 0.62 | +12% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 26.6
🟢 Excellent global diversification (Score 77/100)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (34.4 analysts)
⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.
⚠️ Sector concentration: 45% in "Technology".
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).