UBS
UQLT.L
IE00BXDZNK39
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
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Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score
7/7 Very High
7 / 7 SRI PRIIPs Risk Class

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors.

Volatility (5Y)
4379.5% p.a.
5-Year Horizon
Max Drawdown (5Y)
-99.0%
Deepest Drawdown
Sharpe Ratio
0.00
Moderate (0.0 - 0.5)
Rec. Holding Period
10+ Years
Investment Horizon
Speculative / High Risk: Score Basis:
Diversification Score
Focused (35% – 50%)
68 / 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
44.8%
Focused
Effective Holdings
~43
of 100 holdings
Top Sector
49.8%
Technology
Top Region / Country
96.2%
United States
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) High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +19.1%
3 Years 5643.5% -99.0% 0 +21.7%
5 Years 4379.5% -99.0% 0 +11.6%
10 Years 3095.6% -99.0% 0 +13.9%

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 29.6
🟢 Deep market liquidity & capital coverage (Tier 1)
⚠️ Fund closure risk (< 50M € AUM)
🟢 High institutional analyst coverage (28.9 analysts)
⚠️ Sector concentration: 50% in "Technology".
🔴 Growth estimates are hyper-concentrated: Top 3 growth drivers account for 82% of total forward growth.
ℹ️ Tech-Capex Exposure: 33% in semiconductors & hardware – dependent on hyperscaler capex cycles.
⚠️ Elevated Short-Term Volatility: 3Y volatility (5643.5%) is noticeably higher than the 5Y average (4379.5%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4379.5% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.0% in the extended horizon.
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