IE00BDVJF675
IE00BDVJF675
Invesco Preferred Shares UCITS ETF Dist
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Risk & Diversification Scores
Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.
Volatility Risk Score
4/7 Moderate
4 / 7 SRI PRIIPs Risk Class
Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).
Volatility (5Y)
11.8% p.a.
5-Year HorizonMax Drawdown (5Y)
-35.1%
Deepest DrawdownSharpe Ratio
-0.88
Negative (< 0.0)Rec. Holding Period
3 - 5+ Years
Investment HorizonBalanced / Moderate: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
13.1%
Low ConcentrationEffective Holdings
~212
of 262 holdingsTop Sector
58.0%
Financial ServicesTop Region / Country
66.8%
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.
Stable Long-Term Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -14.9% |
| 3 Years | 10.6% | -21.0% | -0.42 | -2% |
| 5 Years | 11.8% | -35.1% | -0.88 | -7.9% |
| 10 Years | 13.4% | -35.9% | -0.52 | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 2.2
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🔴 Severe sector concentration risk: 58% in "Financial Services".
⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 100% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 90% 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.).