Vanguard
0P0001K1DV
IE00BKV0W359
Vanguard ESG Emerging Markets All Cap Equity Index Fund USD 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)
15.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-31.2%
Deepest Drawdown
Sharpe Ratio
0.28
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
29.5%
Low Concentration
Effective Holdings
~111
of 1500 holdings
Top Sector
39.7%
Technology
Top Region / Country
41.6%
Taiwan
Excellent 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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +15.1%
3 Years 15.1% -15.6% 1.19 +20.4%
5 Years 15.6% -31.2% 0.28 +6.9%
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 14.8
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (17.8 analysts)
⚠️ Single-country focus: 42% in "Taiwan".
⚠️ Elevated emerging markets risk: 95% Emerging Markets.
⚠️ Sector concentration: 40% in "Technology".
ℹ️ Tech-Capex Exposure: 40% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Regulatory & Policy Risk: 37% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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