XDGM.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)

19.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-41.1%

Deepest Drawdown

Sharpe Ratio

-0.44

Negative (< 0.0)

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

43%

Focused

Effective Holdings

~36

of 45 holdings

Top Sector

25.9%

Consumer Cyclical

Top Region / Country

97.8%

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.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	-2.9%
3 Years	17.6%	-18.8%	-0.08	+1.2%
5 Years	19.5%	-41.1%	-0.44	-6%
10 Years	3117.9%	-99.3%	-0	+1.3%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.8

Solid fund volume

🟡 Moderate analyst coverage (9.1 analysts)

🔴 High single-country risk: 98% of portfolio in "Germany".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 64% of forward growth.

⚠️ Elevated Economic Cyclicality: 60% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (19.5% p.a.).

⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.3% in the extended horizon.