XDEU.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)

22.0% p.a.

5-Year Horizon

Max Drawdown (5Y)

-24.3%

Deepest Drawdown

Sharpe Ratio

0.37

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Broadly Diversified (< 35%)

68 / 100 Portfolio Diversification

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

High risk diversification: No dependency on individual heavyweights.

Top 10 Holdings

2.7%

Low Concentration

Effective Holdings

~508

of 510 holdings

Top Sector

16.9%

Technology

Top Region / Country

94.7%

United States

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

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	—	—	—	+9.9%
3 Years	21.0%	-18.6%	0.94	+22.2%
5 Years	22.0%	-24.3%	0.37	—
10 Years	—	—	—	—

🟢 Favorable / fair valuation: Avg P/E of 20.4

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (19.3 analysts)

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).