WLDC.MI - 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)

14.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.6%

Deepest Drawdown

Sharpe Ratio

0.71

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

77 / 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

50.6%

Focused

Effective Holdings

~38

of 263 holdings

Top Sector

43.8%

Technology

Top Region / Country

95.4%

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	—	—	—	+19.1%
3 Years	13.3%	-21.6%	1.27	+19.3%
5 Years	14.3%	-21.6%	0.71	+12.6%
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.8

🟢 Excellent global diversification (Score 77/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (32 analysts)

⚠️ Elevated top 10 holdings concentration: 51% of fund in top 10 positions.

⚠️ Sector concentration: 44% in "Technology".

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).