Xtrackers
XEQW.DE
IE000FO1A5D1
Xtrackers S&P 500 Equal Weight Swap UCITS ETF 1C
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
7/7 Very High
7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)
—
5-Year Horizon
Max Drawdown (5Y)
—
Deepest Drawdown
Sharpe Ratio
—
Risk / Reward
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: 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
48.2%
Focused
Effective Holdings
~35
of 63 holdings
Top Sector
43.0%
Technology
Top Region / Country
99.9%
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 — — — +15.6%
3 Years — — — —
5 Years — — — —
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 28.3
🟢 Deep market liquidity & capital coverage (Tier 1)
⚠️ Fund closure risk (< 50M € AUM)
🟢 High institutional analyst coverage (28.5 analysts)
⚠️ Elevated top 10 holdings concentration: 48% of fund in top 10 positions.
⚠️ Sector concentration: 43% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.
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