(XZMJ) Xtrackers ESG MSCI Japan EUR - Ratings and Ratios
Equity, Japan, ETF, MSCI, ESG
Dividends
Currently no dividends paid| Risk via 5d forecast | |
|---|---|
| Volatility | 15.5% |
| Value at Risk 5%th | 25.3% |
| Relative Tail Risk | -0.79% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.29 |
| Alpha | 4.10 |
| CAGR/Max DD | 0.68 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.338 |
| Beta | 0.190 |
| Beta Downside | 0.446 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.78% |
| Mean DD | 3.64% |
| Median DD | 3.03% |
Description: XZMJ Xtrackers ESG MSCI Japan EUR November 11, 2025
The Xtrackers ESG MSCI Japan UCITS 1C EUR (ticker XZMJ) is a Germany-domiciled exchange-traded fund that tracks the Morningstar Japan TME NR JPY index, providing exposure to large-cap Japanese equities with an ESG tilt. It falls under the “Japan Large-Cap Blend Equity” category and trades on XETRA.
Key metrics (as of the latest reporting period) include an expense ratio of 0.20% and assets under management of roughly €1.2 billion. The fund’s top holdings are typically Toyota, Sony and SoftBank, reflecting the dominance of the automotive, technology and communications sectors in Japan’s economy. Recent macro drivers-such as the Bank of Japan’s ultra-low-rate policy, a modest 1.2% YoY GDP growth in Q2 2024, and a weakening yen that boosts export-oriented earnings-are central to the fund’s performance outlook.
For a deeper dive into the fund’s risk-adjusted returns and ESG scoring methodology, you might explore the analytical tools available on ValueRay.
What is the price of XZMJ shares?
Over the past week, the price has changed by +0.54%, over one month by +0.14%, over three months by +3.55% and over the past year by +10.49%.
Is XZMJ a buy, sell or hold?
What are the forecasts/targets for the XZMJ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 26.1 | 7.8% |
XZMJ Fundamental Data Overview December 30, 2025
Market Cap EUR = 2.01b (2.01b EUR * 1.0 EUR.EUR)
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.01b EUR (2.01b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.01b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.01b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.71% (E(2.01b)/V(2.01b) * Re(6.71%) + (debt-free company))
Discount Rate = 6.71% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)