WRDEUA.MI - 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)

13.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.5%

Deepest Drawdown

Sharpe Ratio

0.61

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

90 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

26.6%

Low Concentration

Effective Holdings

~133

of 1211 holdings

Top Sector

30.3%

Technology

Top Region / Country

71.0%

United States

Excellent multi-dimensional diversification across holdings, industries, and geographies.

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	—	—	—	+17.9%
3 Years	12.9%	-21.5%	1.19	+17.9%
5 Years	13.7%	-21.5%	0.61	+10.9%
10 Years	15.2%	-33.7%	0.57	+11.1%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.1

🟢 Excellent global diversification (Score 90/100)

🟢 Balanced position distribution (< 35% in Top 10)

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟢 High institutional analyst coverage (26.2 analysts)

⚠️ Sector concentration: 30% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Long-Term Stability: The asset exhibits consistently low volatility across 5 and 10 years (<16% p.a.).