WSML.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)

18.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-30.5%

Deepest Drawdown

Sharpe Ratio

0.22

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

90 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

4.1%

Low Concentration

Effective Holdings

~2330

of 3540 holdings

Top Sector

18.6%

Industrials

Top Region / Country

60.2%

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	—	—	—	+13.1%
3 Years	16.6%	-20.1%	0.95	+18.3%
5 Years	18.4%	-30.5%	0.22	+6.5%
10 Years	19.4%	-41.1%	0.31	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 1.9

🟢 Excellent global diversification (Score 90/100)

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (9.2 analysts)

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 48% of forward growth.

⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).