LU2581375230
LU2581375230
Xtrackers MSCI Japan UCITS ETF 1D
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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)
50.5% p.a.
5-Year HorizonMax Drawdown (5Y)
-88.4%
Deepest DrawdownSharpe Ratio
-0.77
Negative (< 0.0)Rec. Holding Period
10+ Years
Investment HorizonSpeculative / High Risk: Score Basis:
Diversification Score
Broadly Diversified (< 35%)
48 / 100 Portfolio Diversification
4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)
High risk diversification: No dependency on individual heavyweights.
Top 10 Holdings
29.7%
Low ConcentrationEffective Holdings
~85
of 175 holdingsTop Sector
23.6%
IndustrialsTop Region / Country
99.9%
JapanExcellent 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.
High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +26.9% |
| 3 Years | 22.0% | -16.9% | 0.66 | +17% |
| 5 Years | 50.5% | -88.4% | -0.77 | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 15.5
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (13.2 analysts)
🔴 High single-country risk: 100% of portfolio in "Japan".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Elevated Economic Cyclicality: 57% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Regulatory & Policy Risk: 42% in heavily regulated industries (defense, regulated utilities, healthcare policy).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (50.5% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -88.4% in the extended horizon.