XDG7.L - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)

23.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-49.0%

Deepest Drawdown

Sharpe Ratio

-0.27

Negative (< 0.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

66 / 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

44.2%

Focused

Effective Holdings

~45

of 127 holdings

Top Sector

35.4%

Utilities

Top Region / Country

30.6%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.8%
3 Years	23.6%	-30.1%	0.32	+10%
5 Years	23.1%	-49.0%	-0.27	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.3

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.4 analysts)

⚠️ Elevated emerging markets risk: 40% Emerging Markets.

⚠️ Sector concentration: 35% in "Industrials".

⚠️ Sector concentration: 35% in "Utilities".

⚠️ Industry concentration: 33% in "Utilities - Renewable".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 50% of forward growth.

⚠️ Elevated Interest Rate Sensitivity: 50% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

ℹ️ Tech-Capex Exposure: 38% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 51% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -49.0% in the extended horizon.