XDWU.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)

14.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.3%

Deepest Drawdown

Sharpe Ratio

0.46

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

19 / 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

42.5%

Focused

Effective Holdings

~45

of 89 holdings

Top Sector

97.7%

Utilities

Top Region / Country

59.2%

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.

Stable Long-Term Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+3.4%
3 Years	13.3%	-12.1%	0.94	+15.1%
5 Years	14.2%	-23.3%	0.46	+9%
10 Years	15.2%	-33.6%	0.39	+8.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.4

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (14.9 analysts)

🔴 Severe sector concentration risk: 98% in "Utilities".

🔴 Extreme industry concentration: 56% in "Utilities - Regulated Electric".

⚠️ Elevated Interest Rate Sensitivity: 99% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).

⚠️ Elevated Regulatory & Policy Risk: 100% in heavily regulated industries (defense, regulated utilities, healthcare policy).

🟢 Strong Defensive Buffer: 99% in crisis-resilient, non-cyclical sectors (consumer staples, healthcare, utilities).

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