XMEM.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

7/7 Very High

7 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

25.1% p.a.

5-Year Horizon

Max Drawdown (5Y)

-27.2%

Deepest Drawdown

Sharpe Ratio

0.26

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

33.4%

Low Concentration

Effective Holdings

~73

of 189 holdings

Top Sector

38.9%

Technology

Top Region / Country

72.5%

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+26.7%
3 Years	29.2%	-27.2%	0.63	+21%
5 Years	25.1%	-27.2%	0.26	+9%
10 Years	22.3%	-27.6%	0.23	+7.6%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 26.3

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

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (25.9 analysts)

⚠️ Sector concentration: 39% in "Technology".

⚠️ Elevated Regulatory & Policy Risk: 35% in heavily regulated industries (defense, regulated utilities, healthcare policy).

⚠️ Elevated Short-Term Volatility: 3Y volatility (29.2%) is noticeably higher than the 5Y average (25.1%).