USDVD.SW - Risk

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 (3Y)

11.4% p.a.

Fallback

Max Drawdown (3Y)

-18.7%

Fallback

Sharpe Ratio

0.29

Moderate (0.0 - 0.5)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / 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

31.7%

Low Concentration

Effective Holdings

~59

of 78 holdings

Top Sector

23.0%

Consumer Defensive

Top Region / Country

96.2%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+3.9%
3 Years	11.4%	-18.7%	0.29	+5.9%
5 Years	—	—	—	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 20.2

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (16.9 analysts)

🟢 Strong Defensive Buffer: 43% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).