XDND.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)

15.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-18.1%

Deepest Drawdown

Sharpe Ratio

0.44

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

29.1%

Low Concentration

Effective Holdings

~89

of 193 holdings

Top Sector

19.1%

Healthcare

Top Region / Country

90.4%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+18.3%
3 Years	17.0%	-18.1%	0.63	+13.2%
5 Years	15.7%	-18.1%	0.44	+9.5%
10 Years	22.0%	-32.2%	0.32	+9.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.1

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

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (20.8 analysts)

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 82% of total forward growth.

⚠️ Elevated Commodity Sensitivity: 16% of fund depends directly on energy and raw material prices (oil, metals, basic materials).

⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 44% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).