HSBC
HCHS.L
IE0007P4PBU1
HSBC MSCI CHINA UCITS ETFUSD (Acc)
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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 (5Y)
33.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-43.2%
Deepest Drawdown
Sharpe Ratio
-0.21
Negative (< 0.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
20.3%
Low Concentration
Effective Holdings
~173
of 393 holdings
Top Sector
24.1%
Financial Services
Top Region / Country
99.4%
China
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 High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — -19.4%
3 Years 33.3% -39.5% 0.12 +6.4%
5 Years 33.0% -43.2% -0.21 —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.9
🟢 Balanced position distribution (< 35% in Top 10)
Solid fund volume
🔴 Low analyst coverage (4.2 analysts, higher growth estimate uncertainty)
🔴 High single-country risk: 99% of portfolio in "China".
⚠️ Elevated emerging markets risk: 99% Emerging Markets.
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 68% of total forward growth.
⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 41% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 57% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (33.0% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -43.2% in the extended horizon.
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