UBS
UPVL.L
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

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ETF Profile
Provider
UBS
UBS
Fund Type
ETF
Inception Date
02/01/2016 (10 yrs)
Index Group
MSCI USA
Region
-
Sector
-
Strategy
Value
Distribution Policy
Distributing
Replication
Full replication
Sustainable
Yes

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

7/7 Very High
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.
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