XUTC.L - Risk

Risk & Diversification Scores

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

Volatility Risk Score

6/7 High

6 / 7 SRI PRIIPs Risk Class

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

Volatility (5Y)

24.5% p.a.

5-Year Horizon

Max Drawdown (5Y)

-35.3%

Deepest Drawdown

Sharpe Ratio

0.77

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

High Concentration (> 50%)

26 / 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

73.6%

Focused

Effective Holdings

~18

of 88 holdings

Top Sector

99.9%

Technology

Top Region / Country

97.9%

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	—	—	—	+30.4%
3 Years	23.1%	-27.7%	1.44	+35.9%
5 Years	24.5%	-35.3%	0.77	+21.4%
10 Years	23.6%	-35.3%	0.91	—

Notes & Warnings

⚠️ Elevated valuation: Avg P/E of 33.7

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (38.4 analysts)

🔴 Extreme top 10 holdings concentration: 74% of fund in top 10 positions.

🔴 Severe sector concentration risk: 100% in "Technology".

⚠️ Industry concentration: 40% in "Semiconductors".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 61% of forward growth.

ℹ️ Tech-Capex Exposure: 72% in semiconductors & hardware – dependent on hyperscaler capex cycles.