XUFN.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)

19.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-28.3%

Deepest Drawdown

Sharpe Ratio

0.21

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

43 / 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

55%

Focused

Effective Holdings

~30

of 87 holdings

Top Sector

97.8%

Financial Services

Top Region / Country

96.1%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-0.9%
3 Years	16.3%	-17.8%	0.97	+18.4%
5 Years	19.0%	-28.3%	0.21	+6.6%
10 Years	21.7%	-43.8%	0.29	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 15.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.9 analysts)

⚠️ Elevated top 10 holdings concentration: 55% of fund in top 10 positions.

🔴 Severe sector concentration risk: 98% in "Financial Services".

⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 92% 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).