State Street
WFIN.SW
IE00BYTRR970
State Street® SPDR® MSCI World Financials UCITS ETF
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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)
18.2% p.a.
5-Year Horizon
Max Drawdown (5Y)
-29.0%
Deepest Drawdown
Sharpe Ratio
0.54
Good (0.5 - 1.0)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
32 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
30.6%
Low Concentration
Effective Holdings
~87
of 230 holdings
Top Sector
98.5%
Financial Services
Top Region / Country
50.3%
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 — — — +9.1%
3 Years 16.2% -16.0% 1.39 +24.9%
5 Years 18.2% -29.0% 0.54 +12.3%
10 Years 18.9% -41.5% 0.52 +12.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.8
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
Solid fund volume
🟡 Moderate analyst coverage (16 analysts)
🔴 Severe sector concentration risk: 98% in "Financial Services".
⚠️ Industry concentration: 33% in "Banks - Diversified".
⚠️ Elevated Economic Cyclicality: 59% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 94% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 99% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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