XWTS.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)

18.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-36.7%

Deepest Drawdown

Sharpe Ratio

0.43

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: 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

72%

Focused

Effective Holdings

~19

of 79 holdings

Top Sector

94.8%

Communication Services

Top Region / Country

77.6%

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	—	—	—	+10.9%
3 Years	17.3%	-23.9%	1.14	+22.3%
5 Years	18.7%	-36.7%	0.43	+10.6%
10 Years	17.4%	-36.7%	0.49	+11%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 16.0

🟢 Deep market liquidity & capital coverage (Tier 1)

Solid fund volume

🟢 High institutional analyst coverage (29.8 analysts)

🔴 Extreme top 10 holdings concentration: 72% of fund in top 10 positions.

🔴 Severe sector concentration risk: 95% in "Communication Services".

⚠️ Industry concentration: 48% in "Internet Content & Information".

🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 72% of total forward growth.

⚠️ Elevated Regulatory & Policy Risk: 78% in heavily regulated industries (defense, regulated utilities, healthcare policy).