XLVS.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)

15.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-17.6%

Deepest Drawdown

Sharpe Ratio

0.29

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

19 / 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

61.7%

Focused

Effective Holdings

~24

of 59 holdings

Top Sector

100.0%

Healthcare

Top Region / Country

97.6%

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	—	—	—	+16.2%
3 Years	14.7%	-17.6%	0.51	+10.1%
5 Years	15.0%	-17.6%	0.29	+6.9%
10 Years	15.7%	-26.9%	0.49	+10.2%

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 30.4

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (23.4 analysts)

🔴 Extreme top 10 holdings concentration: 62% of fund in top 10 positions.

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

🔴 Extreme industry concentration: 51% in "Drug Manufacturers - General".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 91% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 96% 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.).