IE00BWBXM831
IE00BWBXM831
State Street® SPDR® S&P® U.S. Materials Select Sector UCITS ETF (Acc)
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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)
18.9% p.a.
5-Year HorizonMax Drawdown (5Y)
-25.2%
Deepest DrawdownSharpe Ratio
0.16
Moderate (0.0 - 0.5)Rec. Holding Period
5 - 10+ Years
Investment HorizonElevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
30 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High concentration risk: A few heavyweights drive the majority of fund value.
Top 10 Holdings
74.2%
FocusedEffective Holdings
~17
of 25 holdingsTop Sector
90.3%
Basic MaterialsTop Region / Country
71.5%
United StatesElevated 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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +9.7% |
| 3 Years | 16.6% | -22.6% | 0.46 | +10.1% |
| 5 Years | 18.9% | -25.2% | 0.16 | +5.6% |
| 10 Years | 19.6% | -36.0% | 0.35 | +9.5% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 21.2
🟢 Deep market liquidity & capital coverage (Tier 1)
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (17.1 analysts)
🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.
🔴 Severe sector concentration risk: 90% in "Basic Materials".
⚠️ Industry concentration: 43% in "Specialty Chemicals".
🔴 High Commodity Concentration: 100% of fund depends directly on volatile energy and raw material markets.
🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.