State Street
ZPD9.DE
IE00BYTH5T38
State Street® SPDR® S&P® Euro Dividend Aristocrats Screened UCITS ETF (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)
14.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-26.6%
Deepest Drawdown
Sharpe Ratio
0.16
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Focused (35% – 50%)
68 / 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
41.7%
Focused
Effective Holdings
~35
of 40 holdings
Top Sector
25.6%
Financial Services
Top Region / Country
21.6%
Italy
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 — — — +9.4%
3 Years 11.8% -12.7% 0.76 +11.5%
5 Years 14.0% -26.6% 0.16 +4.8%
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.5
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (12.1 analysts)
⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Interest Rate Sensitivity: 48% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 57% 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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