LU0875160326
LU0875160326
Xtrackers Harvest CSI300 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)
21.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-46.0%
Deepest DrawdownSharpe Ratio
-0.30
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
23.3%
Low ConcentrationEffective Holdings
~133
of 288 holdingsTop Sector
29.3%
TechnologyTop Region / Country
99.6%
ChinaExcellent 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 | — | — | — | -2.1% |
| 3 Years | 21.8% | -29.0% | 0.24 | +7.8% |
| 5 Years | 21.7% | -46.0% | -0.3 | -3.9% |
| 10 Years | 22.4% | -53.1% | -0.01 | +2.2% |
Notes & Warnings
🟢 Favorable / fair valuation: Avg P/E of 15.5
🟢 Balanced position distribution (< 35% in Top 10)
Solid fund volume
🔴 Low analyst coverage (4 analysts, higher growth estimate uncertainty)
🔴 High single-country risk: 100% of portfolio in "China".
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.
ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Regulatory & Policy Risk: 41% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -53.1% in the extended horizon.