XDG6.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)

12.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-16.7%

Deepest Drawdown

Sharpe Ratio

-0.10

Negative (< 0.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

71 / 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

46.4%

Focused

Effective Holdings

~40

of 88 holdings

Top Sector

40.2%

Industrials

Top Region / Country

41.5%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-7.6%
3 Years	12.8%	-16.7%	0.08	+3.5%
5 Years	12.7%	-16.7%	-0.1	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 7.3

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (12.5 analysts)

⚠️ Elevated top 10 holdings concentration: 46% of fund in top 10 positions.

⚠️ Elevated emerging markets risk: 27% Emerging Markets.

⚠️ Sector concentration: 40% in "Industrials".

⚠️ Sector concentration: 33% in "Consumer Defensive".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 70% of total forward growth.

⚠️ Elevated Commodity Sensitivity: 21% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

🟢 Strong Defensive Buffer: 57% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).