(XZMJ) ESG MSCI Japan EUR - Overview
Etf: Equity, Japan, ESG, Large-Cap
| Risk 5d forecast | |
|---|---|
| Volatility | 18.7% |
| Relative Tail Risk | -1.51% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.38 |
| Alpha | 3.17 |
| Character TTM | |
|---|---|
| Beta | 0.209 |
| Beta Downside | 0.487 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.78% |
| CAGR/Max DD | 0.78 |
Description: XZMJ ESG MSCI Japan EUR January 14, 2026
The Xtrackers ESG MSCI Japan UCITS 1C EUR (ticker XZMJ) is a Germany-domiciled ETF that tracks the Morningstar Japan TME NR JPY index, offering exposure to large-cap Japanese equities screened for environmental, social, and governance (ESG) criteria.
Key metrics (as of Q4 2025) include an expense ratio of 0.20 % and assets under management of roughly €1.2 billion, placing it among the more liquid ESG-focused Japan funds. The top ten holdings account for about 35 % of the portfolio, with a concentration in technology (e.g., Sony, Keyence) and consumer discretionary firms, sectors that have benefited from the yen’s recent depreciation and the Bank of Japan’s shift toward a more normalised monetary stance.
Japan’s macro backdrop remains pivotal: real GDP growth is projected at 0.9 % YoY for 2025, while corporate earnings are expected to rise modestly as export demand rebounds. However, the fund’s performance is sensitive to currency risk (JPY/EUR) and to any regulatory changes affecting ESG disclosure standards in Japan.
For a deeper, data-driven assessment of XZMJ’s risk-adjusted returns and how it fits into a diversified portfolio, you might explore the analytics on ValueRay.
What is the price of XZMJ shares?
Over the past week, the price has changed by +0.68%, over one month by +0.48%, over three months by +2.78% and over the past year by +9.68%.
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 | 27.5 | 9.5% |
XZMJ Fundamental Data Overview February 03, 2026
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)
EV/FCF = unknown (FCF 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 = 6.68% (E(2.01b)/V(2.01b) * Re(6.68%) + (debt-free company))
Discount Rate = 6.68% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)