XS6R.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)

18.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.2%

Deepest Drawdown

Sharpe Ratio

0.49

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

12 / 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

80.1%

Focused

Effective Holdings

~15

of 34 holdings

Top Sector

95.5%

Utilities

Top Region / Country

28.1%

Spain

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	—	—	—	+17%
3 Years	18.7%	-12.6%	0.89	+19.1%
5 Years	18.4%	-21.2%	0.49	+11.5%
10 Years	18.9%	-27.1%	0.41	+10.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

Solid fund volume

🟡 Moderate analyst coverage (13.7 analysts)

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

🔴 Severe sector concentration risk: 95% in "Utilities".

🔴 Extreme industry concentration: 63% in "Utilities - Diversified".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 47% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 97% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 99% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 99% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).