BNP Paribas
EKUS.PA
LU1659681669
BNP PARIBAS EASY MSCI USA SRI PAB [UCITS ETF EUR, D]
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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)
-23.7%
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
Focused (35% – 50%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings
49.7%
Focused
Effective Holdings
~35
of 77 holdings
Top Sector
42.6%
Technology
Top Region / Country
96.3%
United States
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.

High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +17.4%
3 Years 14.4% -23.7% 0.59 +11%
5 Years 15.6% -23.7% 0.28 +6.9%
10 Years 34.7% -92.2% -0.51 —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.9
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (28.5 analysts)
⚠️ Elevated top 10 holdings concentration: 50% of fund in top 10 positions.
⚠️ Sector concentration: 43% in "Technology".
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 71% of total forward growth.
⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (15.6% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -92.2% in the extended horizon.
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