Invesco
FASE.L
IE00BN7J5Z03
Invesco FTSE All Share Screened & Tilted UCITS ETF Dist
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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)
13.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-14.7%
Deepest Drawdown
Sharpe Ratio
0.18
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
48.4%
Focused
Effective Holdings
~37
of 81 holdings
Top Sector
28.9%
Financial Services
Top Region / Country
92.9%
United Kingdom
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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +6.7%
3 Years 12.3% -12.7% 0.52 +8.9%
5 Years 13.2% -14.7% 0.18 +4.8%
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.1
Solid fund volume
🟡 Moderate analyst coverage (15.7 analysts)
⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.
🔴 High single-country risk: 93% of portfolio in "United Kingdom".
⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 61% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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