Xtrackers
XDEM.DE
IE00BL25JP72
Xtrackers MSCI World Momentum UCITS ETF 1C
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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)
20.3% p.a.
5-Year Horizon
Max Drawdown (5Y)
-23.5%
Deepest Drawdown
Sharpe Ratio
0.55
Good (0.5 - 1.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
87 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings
28.1%
Low Concentration
Effective Holdings
~107
of 369 holdings
Top Sector
32.9%
Technology
Top Region / Country
54.2%
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.

Volatility Expansion (3Y > 5Y)
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +27.8%
3 Years 22.5% -23.5% 1.07 +26.7%
5 Years 20.3% -23.5% 0.55 +13.7%
10 Years 19.6% -30.9% 0.67 +15.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.8
🟢 Excellent global diversification (Score 87/100)
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Deep market liquidity & capital coverage (Tier 1)
🟢 Established large fund (> 500M € AUM)
🟢 High institutional analyst coverage (21.1 analysts)
⚠️ Sector concentration: 33% in "Technology".
⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Regulatory & Policy Risk: 44% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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