WSRUS.SW - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

22.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.7%

Deepest Drawdown

Sharpe Ratio

0.21

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

88 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

31.5%

Low Concentration

Effective Holdings

~89

of 360 holdings

Top Sector

35.2%

Technology

Top Region / Country

68.1%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+19.3%
3 Years	25.1%	-26.1%	0.52	+15.6%
5 Years	22.9%	-27.7%	0.21	+7.3%
10 Years	20.5%	-32.3%	0.33	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.9

🟢 Excellent global diversification (Score 88/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (26.1 analysts)

⚠️ Sector concentration: 35% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 35% in heavily regulated industries (defense, regulated utilities, healthcare policy).