UBS
UD02.L
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
UBS
UBS
Fund Type
ETF
Inception Date
08/18/2015 (11 yrs)
Index Group
-
Index
-
Region
Europe
Country
-
Sector
-
Theme
-
Distribution Policy
Distributing
Replication
Full replication
Sustainable
No

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

7/7 Very High
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.
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