UBS
SW2CHA.SW
LU0979892907
UBS MSCI Switzerland 20/35 UCITS ETF CHF dis
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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)
13.7% p.a.
5-Year Horizon
Max Drawdown (5Y)
-23.9%
Deepest Drawdown
Sharpe Ratio
0.01
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated 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
75.6%
Focused
Effective Holdings
~17
of 39 holdings
Top Sector
37.9%
Healthcare
Top Region / Country
100.0%
Switzerland
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 — — — +9.2%
3 Years 13.1% -16.7% 0.43 +8.2%
5 Years 13.7% -23.9% 0.01 +2.6%
10 Years 14.0% -26.7% 0.22 +5.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.4
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (16.3 analysts)
🔴 Extreme top 10 holdings concentration: 76% of fund in top 10 positions.
🔴 High single-country risk: 100% of portfolio in "Switzerland".
⚠️ Sector concentration: 38% in "Healthcare".
⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Defensive Buffer: 64% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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