SPYI.DE - 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)

13.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.7%

Deepest Drawdown

Sharpe Ratio

0.67

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

22.1%

Low Concentration

Effective Holdings

~201

of 5984 holdings

Top Sector

30.7%

Technology

Top Region / Country

61.3%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+20.4%
3 Years	13.2%	-21.7%	1.27	+19.2%
5 Years	13.9%	-21.7%	0.67	+11.8%
10 Years	17.0%	-34.6%	0.55	+11.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.6

🟢 Excellent global diversification (Score 88/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (24.2 analysts)

⚠️ Sector concentration: 31% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).