HSBC
HMUS.L
IE00B5WFQ436
HSBC MSCI USA QUALITY UCITS ETFUSD
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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)
23.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-27.9%
Deepest Drawdown
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
44.5%
Focused
Effective Holdings
~44
of 117 holdings
Top Sector
40.1%
Technology
Top Region / Country
96.0%
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.

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +16.8%
3 Years 27.4% -27.9% 0.56 +17.7%
5 Years 23.6% -27.9% 0.39 +11.8%
10 Years 23.1% -27.9% 0.44 +12.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 27.3
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (28.5 analysts)
⚠️ Sector concentration: 40% in "Technology".
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 66% of total forward growth.
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