DE000ETFL094
DE000ETFL094
Deka MSCI USA LC 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)
17.1% p.a.
5-Year HorizonMax Drawdown (5Y)
-24.1%
Deepest DrawdownSharpe Ratio
0.63
Good (0.5 - 1.0)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated 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
41.8%
FocusedEffective Holdings
~53
of 233 holdingsTop Sector
39.2%
TechnologyTop Region / Country
97.4%
United StatesElevated 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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +20.2% |
| 3 Years | 15.5% | -24.1% | 1.14 | +20.2% |
| 5 Years | 17.1% | -24.1% | 0.63 | +13.2% |
| 10 Years | 17.1% | -33.1% | 0.68 | +14.2% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 25.1
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (31.8 analysts)
⚠️ Sector concentration: 39% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).