LU1215454460
LU1215454460
UBS Factor MSCI EMU Low Volatility UCITS ETF EUR dis
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About this ETF
The UBS Factor MSCI EMU Low Volatility UCITS ETF EUR dis seeks to track the MSCI EMU Select Dynamic 50% Risk Weighted index. The MSCI EMU Select Dynamic 50% Risk Weighted index tracks large and mid cap stocks from countries in the European Economic and Monetary Union with the lowest risk. Securities with lower risk are given higher index weights. The aggregated risk weight of selected securities is 50% of the MSCI EMU.
TER
0.25%
Total Expense Ratio per year
Fund Size
€8.96M
Assets under management
Holdings
67
Underlying equities
Dividend Yield
-
Distributing
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
14.27
Weighted Fwd P/E
13.49
💰 Revenue Estimates
Current Year CY
+4.7% ⌀ 13 Analysts Coverage
Next Year NY
+3.71% ⌀ 13 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+9.82% ⌀ 13 Analysts Coverage
Next Year NY
+6.22% ⌀ 13 Analysts Coverage
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ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
08/18/2015 (11 yrs)
Index Group
-
Index
-
Region
Europe Country
-
Sector
-
Strategy
Minimum Variance Strategy Theme
-
Distribution Policy
Distributing Replication
Full replication 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
14638.4% 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)
🟡 Moderate analyst coverage (12.7 analysts)
⚠️ Elevated Interest Rate Sensitivity: 59% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (18819.1%) is noticeably higher than the 5Y average (14638.4%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (14638.4% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.1% in the extended horizon.