IE00BXDZNK39
IE00BXDZNK39
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
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About this ETF
The UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis seeks to track the MSCI USA Quality ESG Low Carbon Select (GBP Hedged) index. The MSCI USA Quality ESG Low Carbon Select (GBP Hedged) index tracks US stocks which are selected according to the quality factor strategy and ESG criteria (environmental, social and corporate governance). The parent index is the MSCI USA index. Currency hedged to British Pound (GBP).
TER
0.28%
Total Expense Ratio per year
Fund Size
€40.91M
Assets under management
Holdings
100
Underlying equities
Dividend Yield
0.42%
Distributing
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
29.56
Weighted Fwd P/E
20.48
💰 Revenue Estimates
Current Year CY
+23.92% ⌀ 30 Analysts Coverage
Next Year NY
+17.65% ⌀ 30 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+24.51% ⌀ 29 Analysts Coverage
Next Year NY
+84.59% ⌀ 29 Analysts Coverage
Related ETFs
UBS Factor MSCI USA Quality Screened UCITS ETF hCHF acc
31.58 CHF
TER 0.28% 1Y +14.2%
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
Fundamental 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
4379.5% p.a.
Max Drawdown (5Y)
-99.0%
Sharpe Ratio (5Y)
0.00
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Sector concentration: 50% in "Technology".
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.