LU1804202403
LU1804202403
UBS MSCI EMU Select Factor Mix UCITS ETF EUR acc
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About this ETF
The UBS MSCI EMU Select Factor Mix UCITS ETF EUR acc seeks to track the MSCI EMU Select Factor Mix index. The MSCI EMU Select Factor Mix index tracks its constituents based on a weighting according to specific factors such as value, quality, momentum, volatility, size and yield. The index captures large-, mid- and small-cap representation across the 10 developed markets countries in the EMU.
TER
0.34%
Total Expense Ratio per year
Fund Size
€16.29M
Assets under management
Holdings
552
Underlying equities
Dividend Yield
0%
Accumulating
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
0.79
Weighted Fwd P/E
12
💰 Revenue Estimates
Current Year CY
+7.15% ⌀ 14 Analysts Coverage
Next Year NY
+7.01% ⌀ 14 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+26.02% ⌀ 14 Analysts Coverage
Next Year NY
+14.88% ⌀ 14 Analysts Coverage
Related ETFs
ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
06/27/2018 (8 yrs)
Index Group
MSCI EMU Region
Europe Country
-
Sector
-
Strategy
Multi Factor Theme
-
Distribution Policy
Accumulating Replication
Full replication Sustainable
No 🛡️ Risk & Structural Analysis
Multi-Factor Risk Model & Market Data
5/7 Elevated
Diversification Score: 68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
17.2% p.a.
Max Drawdown (5Y)
-23.6%
Sharpe Ratio (5Y)
0.43
Beta Factor
0.88
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
🟡 Moderate analyst coverage (13.7 analysts)
⚠️ Elevated Economic Cyclicality: 51% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 51% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 58% in heavily regulated industries (defense, regulated utilities, healthcare policy).