XD3E.L - Risk

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)

17.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.3%

Deepest Drawdown

Sharpe Ratio

0.27

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

68 / 100 Portfolio Diversification

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

Focused weighting: Top holdings drive a major share of fund returns.

Top 10 Holdings

39.8%

Focused

Effective Holdings

~42

of 54 holdings

Top Sector

33.6%

Financial Services

Top Region / Country

30.9%

France

Elevated concentration in top individual holdings, leading sectors, or key regions.

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	—	—	—	+9.4%
3 Years	17.0%	-12.6%	0.64	+13.4%
5 Years	17.2%	-23.3%	0.27	+7.1%
10 Years	17.8%	-39.4%	0.06	+3.6%

🟢 Favorable / fair valuation: Avg P/E of 12.0

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (13.2 analysts)

⚠️ Sector concentration: 34% in "Financial Services".

⚠️ Elevated Interest Rate Sensitivity: 67% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 68% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 55% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).