XZW0.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)

17.7% p.a.

5-Year Horizon

Max Drawdown (5Y)

-22.4%

Deepest Drawdown

Sharpe Ratio

0.53

Good (0.5 - 1.0)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

Focused (35% – 50%)

88 / 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

37.5%

Focused

Effective Holdings

~68

of 622 holdings

Top Sector

32.5%

Technology

Top Region / Country

68.8%

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	—	—	—	+16.8%
3 Years	18.8%	-22.4%	0.86	+18.7%
5 Years	17.7%	-22.4%	0.53	+11.9%
10 Years	18.4%	-33.2%	0.47	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 22.0

🟢 Excellent global diversification (Score 88/100)

🟢 Deep market liquidity & capital coverage (Tier 1)

🟢 Established large fund (> 500M € AUM)

🟢 High institutional analyst coverage (26.4 analysts)

⚠️ Sector concentration: 33% in "Technology".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 55% of forward growth.

⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).