IE00BDR55703
IE00BDR55703
UBS MSCI ACWI Socially Responsible UCITS ETF hUSD acc
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
6/7 High
6 / 7 SRI PRIIPs Risk Class
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.
Volatility (5Y)
21.8% p.a.
5-Year HorizonMax Drawdown (5Y)
-25.0%
Deepest DrawdownSharpe Ratio
0.34
Moderate (0.0 - 0.5)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
86 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
32.6%
Low ConcentrationEffective Holdings
~87
of 543 holdingsTop Sector
36.9%
TechnologyTop Region / Country
59.2%
United StatesExcellent 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.
Volatility Expansion (3Y > 5Y)
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +26.6% |
| 3 Years | 25.0% | -25.0% | 0.66 | +19% |
| 5 Years | 21.8% | -25.0% | 0.34 | +10% |
| 10 Years | 19.4% | -31.2% | 0.42 | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 24.6
🟢 Excellent global diversification (Score 86/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (26.4 analysts)
⚠️ Sector concentration: 37% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.
ℹ️ Tech-Capex Exposure: 31% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).