so the risks are very limited if the dac is not too exotic?
Too many undefined things...
The risk is usually low, though as Amir's post shows there are times... But modern equipment can be just as bad, for example when a poor layout places a cap near a heat source like a regulator or output transistor so it dies much sooner than expected. Capacitor lifetime reduces exponentially with heat. For that matter heat is the enemy of longevity in most circuits (and many other things).
I do not know how you define "exotic". Years ago electrolytics were sometimes used as coupling capacitors in the signal path but that is rarely true today IME. Film caps are cheap enough it is not a big deal. Some do use ceramic chip caps, however, and those exhibit greater distortion due to their piezoelectric properties -- their value changes with applied voltage, not a great thing to happen in the signal path when the voltage changes all the time.
The very cheapest and most expensive DACs both use electrolytic capacitors in the power supplies. You'd like to think the more expensive devices use better caps but Amir's teardowns show that is not always true, and also that some inexpensive DACs use good components. Without reading a good review and teardown report, or looking inside yourself and looking up the caps, you have no way of knowing.
Anytime you buy something vintage (old) you are taking a risk on how well the components have held up as well as how well the previous owner(s) treated it. A power amp kept in the cool indoors and free of dust will likely be better than the same amp used outside or running hot and filled with dust. Again, assuming the seller blows out the dust and wipes it off, you have no good way of knowing.
I have gone through a lot of old gear through the years, mostly with good results, and a few failures. Same can be said of brand new gear though there is a warranty for the latter, at least for a while. My luck is such that things I get have a built-in clock that ensure failure just out of warranty.
As to the performance, Amir's flagship notwithstanding, IME most older DACs will not measure as well as newer DAC, but sonically I'd guess you'd be hard-pressed to tell the difference. Again, don't let my ears of clay stop you from listening, because at the end of the day it is the listening test that convinces the vast majority of us, not the specs. Myself included, though I probably pay more attention to specs than most audiophiles. The problem being there are rarely enough useful specs and measurements in an audio product datasheet to say much. I used to help out on sales but is usually ended badly -- explaining how lower output impedance, greater stability, lower IMD, beefier power supplies, and all that jazz didn't matter to the guy who's only benchmark was the "other" one put out 10 W more power...