XMVU.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

4/7 Moderate

4 / 7 SRI PRIIPs Risk Class

Typical market fluctuations. Suitable for long-term wealth accumulation (3–5+ years horizon).

Volatility (5Y)

11.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-19.2%

Deepest Drawdown

Sharpe Ratio

0.29

Moderate (0.0 - 0.5)

Rec. Holding Period

3 - 5+ Years

Investment Horizon

Balanced / Moderate: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

15.4%

Low Concentration

Effective Holdings

~144

of 166 holdings

Top Sector

33.7%

Technology

Top Region / Country

93.4%

United States

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

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	—	—	—	+4.2%
3 Years	9.8%	-10.1%	0.89	+11.3%
5 Years	11.6%	-19.2%	0.29	+5.9%
10 Years	12.9%	-33.0%	0.47	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 23.1

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

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (23.4 analysts)

⚠️ Sector concentration: 34% in "Technology".

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

⚠️ Elevated Regulatory & Policy Risk: 48% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 43% 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.).