EXW1.DE - Risk

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)

17.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-26.1%

Deepest Drawdown

Sharpe Ratio

0.35

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

42.1%

Focused

Effective Holdings

~38

of 50 holdings

Top Sector

27.7%

Financial Services

Top Region / Country

30.2%

Germany

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+8.6%
3 Years	15.3%	-16.8%	0.78	+14.4%
5 Years	17.3%	-26.1%	0.35	+8.5%
10 Years	17.9%	-38.7%	0.27	+7.3%

🟢 Favorable / fair valuation: Avg P/E of 18.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (17.7 analysts)

⚠️ Elevated Economic Cyclicality: 59% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).