DE000ETFL276
DE000ETFL276
Deka MSCI USA MC UCITS ETF
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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)
18.6% p.a.
5-Year HorizonMax Drawdown (5Y)
-26.9%
Deepest DrawdownSharpe Ratio
0.11
Moderate (0.0 - 0.5)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: 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
8.1%
Low ConcentrationEffective Holdings
~275
of 294 holdingsTop Sector
20.4%
TechnologyTop Region / Country
94.4%
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 | — | — | — | +9.7% |
| 3 Years | 16.5% | -26.9% | 0.51 | +10.8% |
| 5 Years | 18.6% | -26.9% | 0.11 | +4.5% |
| 10 Years | 18.9% | -40.0% | 0.34 | +8.9% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 21.8
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (16.6 analysts)
⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).