ISWD.SW - Risk

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)

16.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.0%

Deepest Drawdown

Sharpe Ratio

0.53

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

78 / 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

36.3%

Focused

Effective Holdings

~70

of 389 holdings

Top Sector

43.6%

Technology

Top Region / Country

62.7%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+25.1%
3 Years	14.6%	-18.4%	1.07	+18%
5 Years	16.2%	-24.0%	0.53	+11%
10 Years	15.9%	-32.3%	0.45	+9.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 25.5

🟢 Excellent global diversification (Score 78/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (24.8 analysts)

⚠️ Sector concentration: 44% in "Technology".

⚠️ Elevated Commodity Sensitivity: 21% of fund depends directly on energy and raw material prices (oil, metals, basic materials).