XLPS.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)

13.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.3%

Deepest Drawdown

Sharpe Ratio

0.34

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

80.3%

Focused

Effective Holdings

~15

of 34 holdings

Top Sector

99.0%

Consumer Defensive

Top Region / Country

100.0%

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	—	—	—	+9.6%
3 Years	13.1%	-9.4%	0.74	+12.2%
5 Years	13.7%	-17.3%	0.34	+7.2%
10 Years	13.8%	-24.0%	0.39	+7.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.4

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (23.8 analysts)

🔴 Extreme top 10 holdings concentration: 80% of fund in top 10 positions.

🔴 Severe sector concentration risk: 99% in "Consumer Defensive".

⚠️ Industry concentration: 34% in "Discount Stores".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

🟢 Strong Defensive Buffer: 99% 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.).