iShares
0ACQ.IL
IE00BHZPJ908
iShares MSCI USA CTB Enhanced ESG UCITS ETF
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
7/7 Very High
7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (3Y)
41.8% p.a.
Fallback
Max Drawdown (3Y)
-30.3%
Fallback
Sharpe Ratio
0.39
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: 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
37.5%
Focused
Effective Holdings
~67
of 473 holdings
Top Sector
38.7%
Technology
Top Region / Country
96.7%
United States
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.

Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +67%
3 Years 41.8% -30.3% 0.39 +18.8%
5 Years — — — —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.6
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (30 analysts)
⚠️ Sector concentration: 39% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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