Xtrackers
XDPC.SW
IE00B8KMSQ34
Xtrackers S&P 500 UCITS ETF 3C CHF Hedged
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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)
15.8% p.a.
5-Year Horizon
Max Drawdown (5Y)
-27.7%
Deepest Drawdown
Sharpe Ratio
0.39
Moderate (0.0 - 0.5)
Rec. Holding Period
5 - 10+ Years
Investment Horizon
Elevated Risk / Growth: Score Basis:
Diversification Score
Focused (35% – 50%)
68 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings
37.9%
Focused
Effective Holdings
~66
of 510 holdings
Top Sector
38.2%
Technology
Top Region / Country
97.3%
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.

Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +11.5%
3 Years 13.9% -18.6% 1.09 +17.7%
5 Years 15.8% -27.7% 0.39 +8.7%
10 Years 16.3% -33.7% 0.54 +11.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 24.6
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (30.4 analysts)
⚠️ Sector concentration: 38% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 46% of forward growth.
⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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