DBXW.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)

17.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.7%

Deepest Drawdown

Sharpe Ratio

0.58

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

78 / 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

35%

Focused

Effective Holdings

~76

of 528 holdings

Top Sector

41.0%

Technology

Top Region / Country

68.1%

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	—	—	—	+18.9%
3 Years	18.1%	-21.7%	0.93	+19.3%
5 Years	17.1%	-21.7%	0.58	+12.4%
10 Years	16.6%	-33.8%	0.63	+12.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.4

🟢 Excellent global diversification (Score 78/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (27.6 analysts)

⚠️ Sector concentration: 41% in "Technology".

ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.

⚠️ Elevated Regulatory & Policy Risk: 36% in heavily regulated industries (defense, regulated utilities, healthcare policy).