EXV2.DE - 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)

14.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.9%

Deepest Drawdown

Sharpe Ratio

0.16

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

22 / 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

82.9%

Focused

Effective Holdings

~14

of 21 holdings

Top Sector

76.0%

Communication Services

Top Region / Country

28.0%

Germany

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	—	—	—	+10%
3 Years	14.6%	-16.9%	0.78	+13.9%
5 Years	14.6%	-22.9%	0.16	+4.9%
10 Years	16.1%	-46.8%	-0.18	-0.4%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.2

Solid fund volume

🟡 Moderate analyst coverage (10.2 analysts)

🔴 Extreme top 10 holdings concentration: 83% of fund in top 10 positions.

🔴 Severe sector concentration risk: 76% in "Communication Services".

🔴 Extreme industry concentration: 76% in "Telecom Services".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 79% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 76% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 76% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).