IE00BDGV0308
IE00BDGV0308
UBS MSCI USA Select Factor Mix UCITS ETF USD dis
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About this ETF
The UBS MSCI USA Select Factor Mix UCITS ETF USD dis seeks to track the MSCI USA Select Factor Mix index. The MSCI USA Select Factor Mix index tracks large-, mid- and small-cap stocks across the US equity markets. The constituents are weighted according to specific factors such as value, quality, momentum, volatility, size and yield.
TER
0.25%
Total Expense Ratio per year
Fund Size
€28.89M
Assets under management
Holdings
1,983
Underlying equities
Dividend Yield
-
Distributing
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
20.89
Weighted Fwd P/E
16.03
💰 Revenue Estimates
Current Year CY
+17.62% ⌀ 20 Analysts Coverage
Next Year NY
+23.38% ⌀ 20 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+24.79% ⌀ 21 Analysts Coverage
Next Year NY
+31.5% ⌀ 21 Analysts Coverage
Related ETFs
ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
04/27/2017 (9 yrs)
Index Group
MSCI USA Region
-
Country
United States Sector
-
Strategy
Multi Factor Theme
-
Distribution Policy
Distributing Replication
Optimized sampling Sustainable
No 🛡️ 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
4427.6% p.a.
Max Drawdown (5Y)
-99.1%
Sharpe Ratio (5Y)
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Elevated Regulatory & Policy Risk: 49% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (5706.9%) is noticeably higher than the 5Y average (4427.6%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (4427.6% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.1% in the extended horizon.