iShares
ISPA.DE
DE000A0F5UH1
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
4/7 Moderate
4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)
12.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-20.3%
Deepest Drawdown
Sharpe Ratio
0.31
Moderate (0.0 - 0.5)
Rec. Holding Period
3 - 5+ Years
Investment Horizon
Balanced / Moderate: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
74 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
19%
Low Concentration
Effective Holdings
~92
of 100 holdings
Top Sector
43.0%
Financial Services
Top Region / Country
21.3%
United States
Excellent 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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +19.5%
3 Years 11.1% -15.1% 1.07 +14.4%
5 Years 12.0% -20.3% 0.31 +6.3%
10 Years 14.8% -38.9% 0.1 +3.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 12.1
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (12.5 analysts)
⚠️ Elevated emerging markets risk: 32% Emerging Markets.
⚠️ Sector concentration: 43% in "Financial Services".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 60% of forward growth.
⚠️ Elevated Economic Cyclicality: 54% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 64% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 70% 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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