XLPE.L - Risk

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)

24.3% p.a.

5-Year Horizon

Max Drawdown (5Y)

-34.3%

Deepest Drawdown

Sharpe Ratio

-0.05

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

89 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

32.6%

Low Concentration

Effective Holdings

~59

of 81 holdings

Top Sector

17.5%

Industrials

Top Region / Country

85.4%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	-19.2%
3 Years	22.9%	-32.9%	0.04	+3.4%
5 Years	24.3%	-34.3%	-0.05	+1.4%
10 Years	22.8%	-42.6%	0.27	+8.7%

🟢 Favorable / fair valuation: Avg P/E of 21.7

🟢 Excellent global diversification (Score 89/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (20.4 analysts)

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).