Xtrackers
AH50.DE
LU1310477036
Xtrackers Harvest CSI A500 UCITS ETF 1D
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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)
23.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-40.6%
Deepest Drawdown
Sharpe Ratio
-0.18
Negative (< 0.0)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / 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
20.2%
Low Concentration
Effective Holdings
~184
of 470 holdings
Top Sector
30.9%
Technology
Top Region / Country
99.6%
China
Excellent 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.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +3.2%
3 Years 23.1% -26.5% 0.18 +6.8%
5 Years 23.0% -40.6% -0.18 -1.7%
10 Years — — — —

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 18.0
🟢 Balanced position distribution (< 35% in Top 10)
⚠️ Fund closure risk (< 50M € AUM)
🔴 Low analyst coverage (3.6 analysts, higher growth estimate uncertainty)
🔴 High single-country risk: 100% of portfolio in "China".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Sector concentration: 31% in "Technology".
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 57% of forward growth.
⚠️ Elevated Commodity Sensitivity: 17% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
ℹ️ Tech-Capex Exposure: 38% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -40.6% in the extended horizon.
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