XDJE.DE - Risk

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)

21.4% p.a.

5-Year Horizon

Max Drawdown (5Y)

-23.9%

Deepest Drawdown

Sharpe Ratio

0.88

Good (0.5 - 1.0)

Rec. Holding Period

10+ Years

Investment Horizon

Speculative / High Risk: Score Basis:

Diversification Score

Focused (35% – 50%)

48 / 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

48.6%

Focused

Effective Holdings

~40

of 229 holdings

Top Sector

34.5%

Technology

Top Region / Country

99.9%

Japan

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.

Volatility Expansion (3Y > 5Y)

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+45.1%
3 Years	23.6%	-23.9%	1.29	+33%
5 Years	21.4%	-23.9%	0.88	+21.3%
10 Years	21.6%	-30.6%	0.64	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 20.2

🟢 Established large fund (> 500M € AUM)

🟡 Moderate analyst coverage (14.5 analysts)

⚠️ Elevated top 10 holdings concentration: 49% of fund in top 10 positions.

🔴 High single-country risk: 100% of portfolio in "Japan".

⚠️ Elevated emerging markets risk: 100% Emerging Markets.

⚠️ Sector concentration: 35% in "Technology".

ℹ️ Tech-Capex Exposure: 35% in semiconductors & hardware – dependent on hyperscaler capex cycles.