IWFM.L - 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)

17.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-20.4%

Deepest Drawdown

Sharpe Ratio

0.64

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

87 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

28.3%

Low Concentration

Effective Holdings

~105

of 353 holdings

Top Sector

33.2%

Technology

Top Region / Country

54.3%

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	—	—	—	+25%
3 Years	18.1%	-20.4%	1.29	+25.9%
5 Years	17.4%	-20.4%	0.64	+13.6%
10 Years	17.3%	-22.6%	0.71	+14.7%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.7

🟢 Excellent global diversification (Score 87/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (21.1 analysts)

⚠️ Sector concentration: 33% in "Technology".

⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 43% in heavily regulated industries (defense, regulated utilities, healthcare policy).