iShares
EXI3.DE
DE0006289390
iShares Dow Jones Industrial Average UCITS ETF (DE)
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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 Horizon
Max Drawdown (5Y)
-21.4%
Deepest Drawdown
Sharpe Ratio
0.36
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings
55.2%
Focused
Effective Holdings
~25
of 30 holdings
Top Sector
27.5%
Financial Services
Top Region / Country
100.0%
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.

Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +12.9%
3 Years 18.7% -21.4% 0.55 +12.8%
5 Years 17.1% -21.4% 0.36 +8.6%
10 Years 17.5% -36.6% 0.47 +10.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.7
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (30.3 analysts)
⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 65% of total forward growth.
⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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