State Street
SXLP.L
IE00BWBXM385
State Street® SPDR® S&P® U.S. Consumer Staples 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)
13.6% p.a.
5-Year Horizon
Max Drawdown (5Y)
-16.9%
Deepest Drawdown
Sharpe Ratio
0.28
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
High Concentration (> 50%)
26 / 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
80.6%
Focused
Effective Holdings
~15
of 34 holdings
Top Sector
99.2%
Consumer Defensive
Top Region / Country
100.0%
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 — — — +9.9%
3 Years 13.1% -9.5% 0.68 +11.4%
5 Years 13.6% -16.9% 0.28 +6.4%
10 Years 13.7% -24.0% 0.36 +7.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.3
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟢 High institutional analyst coverage (23.8 analysts)
🔴 Extreme top 10 holdings concentration: 81% of fund in top 10 positions.
🔴 Severe sector concentration risk: 99% in "Consumer Defensive".
⚠️ Industry concentration: 34% in "Discount Stores".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.
🟢 Strong Defensive Buffer: 99% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).
🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
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