XCTU.L - Risk

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

22.6% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.0%

Deepest Drawdown

Sharpe Ratio

0.69

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

36.4%

Focused

Effective Holdings

~54

of 85 holdings

Top Sector

23.3%

Technology

Top Region / Country

99.9%

Japan

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+13.7%
3 Years	24.4%	-21.0%	0.76	+21.1%
5 Years	22.6%	-21.0%	0.69	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 16.5

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (13.6 analysts)

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).