IE000F2IX674
IE000F2IX674
State Street® World Small Cap Enhanced Active Equity UCITS ETF (Acc)
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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)
—
5-Year HorizonMax Drawdown (5Y)
—
Deepest DrawdownSharpe Ratio
—
Risk / RewardRec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
89 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
8.9%
Low ConcentrationEffective Holdings
~432
of 555 holdingsTop Sector
20.4%
IndustrialsTop Region / Country
56.3%
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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | — |
| 3 Years | — | — | — | — |
| 5 Years | — | — | — | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 12.8
🟢 Excellent global diversification (Score 89/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (8.1 analysts)
⚠️ Elevated Commodity Sensitivity: 15% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Regulatory & Policy Risk: 38% in heavily regulated industries (defense, regulated utilities, healthcare policy).