LU0192223062
LU0192223062
BNP PARIBAS EASY FTSE EPRA/NAREIT EUROZONE CAPPED [UCITS ETF QD, D]
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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)
22.0% p.a.
5-Year HorizonMax Drawdown (5Y)
-47.3%
Deepest DrawdownSharpe Ratio
-0.56
Negative (< 0.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
38 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High concentration risk: A few heavyweights drive the majority of fund value.
Top 10 Holdings
60.4%
FocusedEffective Holdings
~24
of 38 holdingsTop Sector
99.4%
Real EstateTop Region / Country
34.4%
FranceElevated 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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -17.9% |
| 3 Years | 18.7% | -24.7% | -0.12 | +0.2% |
| 5 Years | 22.0% | -47.3% | -0.56 | -9.7% |
| 10 Years | 36.3% | -98.0% | -0.92 | -30.9% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 7.0
Solid fund volume
🟡 Moderate analyst coverage (8.5 analysts)
🔴 Extreme top 10 holdings concentration: 60% of fund in top 10 positions.
🔴 Severe sector concentration risk: 99% in "Real Estate".
⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (22.0% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -98.0% in the extended horizon.