iShares
SAOT.AS
DE000A2QP4A8
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE)
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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)
22.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-37.0%
Deepest Drawdown
Sharpe Ratio
-0.22
Negative (< 0.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
High Concentration (> 50%)
11 / 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
92.9%
Focused
Effective Holdings
~11
of 14 holdings
Top Sector
85.8%
Consumer Cyclical
Top Region / Country
45.1%
Germany
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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — -19.3%
3 Years 21.3% -37.0% -0.49 -7.9%
5 Years 22.2% -37.0% -0.22 —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 7.8
Solid fund volume
🟡 Moderate analyst coverage (12.8 analysts)
🔴 Extreme top 10 holdings concentration: 93% of fund in top 10 positions.
⚠️ Single-country focus: 45% in "Germany".
🔴 Severe sector concentration risk: 86% in "Consumer Cyclical".
🔴 Extreme industry concentration: 74% in "Auto Manufacturers".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.
🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.
⚠️ Elevated Interest Rate Sensitivity: 89% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 87% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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