XSDR.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)

18.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-25.6%

Deepest Drawdown

Sharpe Ratio

0.05

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

9 / 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

76.4%

Focused

Effective Holdings

~17

of 45 holdings

Top Sector

100.0%

Healthcare

Top Region / Country

43.7%

Switzerland

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	—	—	—	-3.7%
3 Years	20.2%	-25.6%	-0.05	+1.4%
5 Years	18.5%	-25.6%	0.05	+3.5%
10 Years	17.1%	-25.6%	0.18	+5.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 21.2

Solid fund volume

🟡 Moderate analyst coverage (18.5 analysts)

🔴 Extreme top 10 holdings concentration: 76% of fund in top 10 positions.

⚠️ Single-country focus: 44% in "Switzerland".

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

🔴 Extreme industry concentration: 69% in "Drug Manufacturers - General".

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

🟢 Strong Defensive Buffer: 94% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).