LU1681041890
LU1681041890
Amundi MSCI Europe Quality Factor UCITS ETF EUR Acc
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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)
14.4% p.a.
5-Year HorizonMax Drawdown (5Y)
-21.2%
Deepest DrawdownSharpe Ratio
0.16
Moderate (0.0 - 0.5)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
68 / 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
62%
FocusedEffective Holdings
~22
of 33 holdingsTop Sector
50.4%
TechnologyTop Region / Country
97.7%
United StatesElevated 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.
Stable Long-Term Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +5% |
| 3 Years | 12.9% | -16.2% | 0.44 | +8.2% |
| 5 Years | 14.4% | -21.2% | 0.16 | +4.8% |
| 10 Years | 14.7% | -30.6% | 0.38 | +8% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 27.9
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (33.1 analysts)
🔴 Extreme top 10 holdings concentration: 62% of fund in top 10 positions.
🔴 Severe sector concentration risk: 50% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 54% of forward growth.
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).