XUFB.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)

30.9% p.a.

5-Year Horizon

Max Drawdown (5Y)

-37.1%

Deepest Drawdown

Sharpe Ratio

0.15

Moderate (0.0 - 0.5)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

4 / 100 Portfolio Diversification

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

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

94.5%

Focused

Effective Holdings

~11

of 17 holdings

Top Sector

100.0%

Financial Services

Top Region / Country

100.0%

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.

Volatility Expansion (3Y > 5Y) High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+9.7%
3 Years	33.8%	-28.6%	0.68	+25.6%
5 Years	30.9%	-37.1%	0.15	+7%
10 Years	32.6%	-47.3%	0.07	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 13.0

🟢 Deep market liquidity & capital coverage (Tier 1)

⚠️ Fund closure risk (< 50M € AUM)

🟡 Moderate analyst coverage (15.8 analysts)

🔴 Extreme top 10 holdings concentration: 95% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Financial Services".

🔴 Extreme industry concentration: 75% in "Banks - Diversified".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 52% of forward growth.

🔴 Dominant Cyclicality: 100% in cyclical industries – higher drawdown risk in recessions.

⚠️ Elevated Interest Rate Sensitivity: 100% 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).

🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (30.9% p.a.).