XLKS.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)

24.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.3%

Deepest Drawdown

Sharpe Ratio

0.91

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

26 / 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

75.7%

Focused

Effective Holdings

~17

of 74 holdings

Top Sector

99.5%

Technology

Top Region / Country

98.1%

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	—	—	—	+31.5%
3 Years	23.0%	-27.0%	1.57	+38.6%
5 Years	24.4%	-34.3%	0.91	+24.6%
10 Years	22.4%	-34.3%	1.05	+25.9%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 33.2

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (38.5 analysts)

🔴 Extreme top 10 holdings concentration: 76% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Technology".

⚠️ Industry concentration: 39% in "Semiconductors".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 62% of forward growth.

ℹ️ Tech-Capex Exposure: 75% in semiconductors & hardware – dependent on hyperscaler capex cycles.