VXUS - 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)

16.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-31.2%

Deepest Drawdown

Sharpe Ratio

0.20

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

84 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

12.7%

Low Concentration

Effective Holdings

~511

of 2260 holdings

Top Sector

24.0%

Financial Services

Top Region / Country

15.5%

Japan

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	—	—	—	+12.8%
3 Years	15.5%	-15.0%	0.91	+16.6%
5 Years	16.5%	-31.2%	0.2	+5.8%
10 Years	17.1%	-39.9%	0.2	+6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 4.3

🟢 Excellent global diversification (Score 84/100)

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

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16 analysts)

⚠️ Elevated emerging markets risk: 52% Emerging Markets.

🔴 Non-UCITS Fund: Cannot be purchased directly via EU brokers under PRIIPs rules. Trading requires tokenized assets (e.g. Robinhood) or US access.

⚠️ Elevated Economic Cyclicality: 55% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 50% in heavily regulated industries (defense, regulated utilities, healthcare policy).