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IE00BXDZNH00
UBS Factor MSCI USA Prime Value Screened UCITS ETF hGBP dis
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About this ETF
The UBS Factor MSCI USA Prime Value Screened UCITS ETF hGBP dis seeks to track the MSCI USA Prime Value ESG Low Carbon Select (GBP Hedged) index. The MSCI USA Prime Value ESG Low Carbon Select (GBP Hedged) index tracks US stocks which are selected according to the value factor strategy and ESG criteria (environmental, social and corporate governance). Currency hedged to British Pound (GBP).
TER
0.28%
Total Expense Ratio per year
Fund Size
€4.36M
Assets under management
Holdings
116
Underlying equities
Dividend Yield
1.18%
Distributing
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
19.82
Weighted Fwd P/E
15.14
💰 Revenue Estimates
Current Year CY
+11.54% ⌀ 19 Analysts Coverage
Next Year NY
+8.23% ⌀ 19 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+15.97% ⌀ 22 Analysts Coverage
Next Year NY
+18.91% ⌀ 22 Analysts Coverage
Related ETFs
UBS Factor MSCI USA Prime Value Screened UCITS ETF USD dis
3,166.5 GBp
TER 0.25% 1Y +10.4%
ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
02/01/2016 (10 yrs)
Index Group
MSCI USA Region
-
Country
United States Sector
-
Strategy
Value Theme
Climate_Change Distribution Policy
Distributing Replication
Full replication Sustainable
Yes 🛡️ Risk & Structural Analysis
Multi-Factor Risk Model & Market Data
7/7 Very High
Diversification Score: 68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
12467.5% p.a.
Max Drawdown (5Y)
-99.1%
Sharpe Ratio (5Y)
0.00
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Elevated Regulatory & Policy Risk: 45% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (16036.7%) is noticeably higher than the 5Y average (12467.5%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (12467.5% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.1% in the extended horizon.