iShares
EDMW.DE
IE00BHZPJ569
iShares MSCI World 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
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)
14.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-21.2%
Deepest Drawdown
Sharpe Ratio
0.60
Good (0.5 - 1.0)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
89 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
27.3%
Low Concentration
Effective Holdings
~126
of 1098 holdings
Top Sector
31.0%
Technology
Top Region / Country
70.4%
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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +17.8%
3 Years 13.2% -21.2% 1.19 +18.3%
5 Years 14.2% -21.2% 0.6 +11%
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.6
🟢 Excellent global diversification (Score 89/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (25.3 analysts)
⚠️ Sector concentration: 31% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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