XDWF.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)

17.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.4%

Deepest Drawdown

Sharpe Ratio

0.55

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

~88

of 248 holdings

Top Sector

98.1%

Financial Services

Top Region / Country

50.9%

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	—	—	—	+8.7%
3 Years	15.4%	-16.0%	1.45	+24.7%
5 Years	17.7%	-27.4%	0.55	+12.2%
10 Years	19.1%	-43.3%	0.51	+12.2%

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)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (16.1 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).