iShares
DGIT.L
IE00BYZK4883
iShares Digitalisation UCITS ETF
Loading chart...

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
7/7 Very High
7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)
27.4% p.a.
5-Year Horizon
Max Drawdown (5Y)
-41.1%
Deepest Drawdown
Sharpe Ratio
0.02
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
75 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
31.4%
Low Concentration
Effective Holdings
~82
of 210 holdings
Top Sector
40.3%
Technology
Top Region / Country
72.0%
United States
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.

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +4.3%
3 Years 30.1% -41.1% 0.42 +15.2%
5 Years 27.4% -41.1% 0.02 +3%
10 Years 23.3% -41.1% 0.26 +8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.8
🟢 Excellent global diversification (Score 75/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (27.1 analysts)
⚠️ Sector concentration: 40% in "Technology".
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -41.1% in the extended horizon.
ende