UBS
USFM.L
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

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ETF Profile
Provider
UBS
UBS
Fund Type
ETF
Inception Date
04/27/2017 (9 yrs)
Index Group
MSCI USA
Region
-
Sector
-
Theme
-
Distribution Policy
Distributing
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
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.
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