LU2490201840
LU2490201840
Amundi MSCI Japan ESG Broad Transition UCITS ETF - Hedged EUR (C)
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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 (3Y)
21.7% p.a.
FallbackMax Drawdown (3Y)
-20.4%
FallbackSharpe Ratio
0.87
Good (0.5 - 1.0)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
32.2%
Low ConcentrationEffective Holdings
~70
of 129 holdingsTop Sector
24.0%
TechnologyTop Region / Country
100.0%
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.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | +28.8% |
| 3 Years | 21.7% | -20.4% | 0.87 | — |
| 5 Years | — | — | — | — |
| 10 Years | — | — | — | — |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 15.4
🟢 Balanced position distribution (< 35% in Top 10)
🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (13.5 analysts)
🔴 High single-country risk: 100% of portfolio in "Japan".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Elevated Interest Rate Sensitivity: 37% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).