XDWC.L - Risk

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)

21.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.3%

Deepest Drawdown

Sharpe Ratio

0.06

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

30 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

61.3%

Focused

Effective Holdings

~26

of 132 holdings

Top Sector

95.5%

Consumer Cyclical

Top Region / Country

74.4%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-4.5%
3 Years	18.9%	-23.4%	0.5	+12%
5 Years	21.4%	-37.3%	0.06	+3.7%
10 Years	19.8%	-37.3%	0.4	+10.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (32.7 analysts)

🔴 Extreme top 10 holdings concentration: 61% of fund in top 10 positions.

🔴 Severe sector concentration risk: 95% in "Consumer Cyclical".

⚠️ Industry concentration: 36% in "Internet Retail".

🔴 Dominant Cyclicality: 98% in cyclical industries – higher drawdown risk in recessions.