UBS
UD03.L
LU1215452928
UBS Factor MSCI EMU Prime Value Screened UCITS ETF EUR dis
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About this ETF

The UBS Factor MSCI EMU Prime Value Screened UCITS ETF EUR dis seeks to track the MSCI EMU Prime Value Advanced Target Select index. The MSCI EMU Prime Value Advanced Target Select index tracks stocks from Eurozone countries which are selected according to the value factor strategy and ESG criteria (environmental, social and corporate governance).

TER
0.25%

Total Expense Ratio per year

Fund Size
€62.36M

Assets under management

Holdings
61

Underlying equities

Dividend Yield
-

Distributing

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
13.63
Weighted Fwd P/E
11.63
💰 Revenue Estimates
Current Year CY
+3.73% ⌀ 13 Analysts Coverage
Next Year NY
+4.14% ⌀ 13 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+13.72% ⌀ 13 Analysts Coverage
Next Year NY
+11.78% ⌀ 13 Analysts Coverage

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ETF Profile
Provider
UBS
 UBS
Fund Type
ETF
Type
Passive
Inception Date
08/18/2015 (11 yrs)
Index Group
MSCI EMU
Index
MSCI EMU Prime Value Advanced Target Select
Region
Europe
Country
-
Sector
-
Strategy
Value
Theme
-
Distribution Policy
Distributing
Replication
Full replication
Sustainable
Yes

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

7/7 Very High
68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
14509.6% p.a.
Max Drawdown (5Y)
-99.1%
Sharpe Ratio (5Y)
0.00
Notes & Warnings
Fund Volume (AUM) Solid fund volume
🟡 Moderate analyst coverage (13 analysts)
⚠️ Sector concentration: 33% in "Financial Services".
⚠️ Elevated Interest Rate Sensitivity: 55% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (18653.6%) is noticeably higher than the 5Y average (14509.6%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (14509.6% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.1% in the extended horizon.
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