XLIS.L - 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)

17.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-21.2%

Deepest Drawdown

Sharpe Ratio

0.54

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

47 / 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

39.5%

Focused

Effective Holdings

~48

of 81 holdings

Top Sector

92.4%

Industrials

Top Region / Country

93.6%

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.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+8.6%
3 Years	16.0%	-19.6%	1.06	+19.4%
5 Years	17.4%	-21.2%	0.54	+12%
10 Years	19.2%	-42.3%	0.52	+12.5%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 27.3

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (21 analysts)

🔴 Severe sector concentration risk: 92% in "Industrials".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.

🔴 Dominant Cyclicality: 91% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Regulatory & Policy Risk: 39% in heavily regulated industries (defense, regulated utilities, healthcare policy).