Invesco
PSRW.L
IE00B23LNQ02
Invesco RAFI All-World Fundamental Value UCITS ETF Dist
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Risk & Diversification Scores

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

Volatility Risk Score
6/7 High
6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)
22.1% p.a.
5-Year Horizon
Max Drawdown (5Y)
-24.7%
Deepest Drawdown
Sharpe Ratio
0.38
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
88 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
13.8%
Low Concentration
Effective Holdings
~395
of 1199 holdings
Top Sector
19.8%
Financial Services
Top Region / Country
49.4%
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.

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +21.7%
3 Years 26.2% -24.7% 0.56 +17.1%
5 Years 22.1% -24.7% 0.38 +10.9%
10 Years 24.5% -29.4% 0.24 +8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.4
🟢 Excellent global diversification (Score 88/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (19.9 analysts)
⚠️ Elevated emerging markets risk: 26% Emerging Markets.
⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (26.2%) is noticeably higher than the 5Y average (22.1%).
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