UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF
Ticker
UIM2.AS
ISIN
LU1215451524
Price
EUR 26.62
Change Today
-
Price 1 year ago
22.92 / 16.143 %
Morningstar
5
52 Week Low
21.56
52 Week High
27.69
200 Day Moving Average 26.19
26.19
50-day Moving Average
25.65
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 0.80 |
Sortino Ratio | 0.42 |
Maximum Drawdown | -6.43% |
Maximum Drawdown Date | 2023-10-30 |
Calmar Ratio | -3.27 |
1 year
Parameter | Value |
---|---|
Return | 1.86 |
Volatility | 7.257% |
Alpha | -1.47 |
Beta | None |
R Squared | +90.00 |
History
Parameter | Value |
---|---|
Average Annual Return | 8.333% |
Average Annual Volatility | 17.679% |
Sharpe Ratio | 0.47 |
Sortino Ratio | 0.42 |
Maximum Drawdown | -34.0% |
Maximum Drawdown Date | 2020-03-18 |
Calmar Ratio | -0.24 |
Company information
Summary
The sub-fund aims to track, before expenses, the price and income performance of the MSCI EMU Quality Index (Net Return) (this sub-fund's "Index"). Additionally currency hedged share classes aim to reduce the impact of currency fluctuations between their reference currency and the index currency by selling currency forwards at the one-month forward rate in accordance with the hedging methodology of the Index's currency-hedged index variant as referred to in relation to each hedged share class below.
Market
NL
Category
--
Expense Ratio
0.25%
Fund family
UBS Fund Management (Luxembourg) S.A.
Morningstar
5
Yield
0.0086
Exchange
AMS
Sector | Weight |
---|---|
Industrials | 18.44% |
Financial services | 18.22% |
Consumer cyclical | 14.90% |
Basic materials | 12.59% |
Communication services | 10.92% |
Healthcare | 9.46% |
Realestate | 5.28% |
Utilities | 0.96% |
Consumer defensive | 0.00% |
Technology | 0.00% |
Energy | 0.00% |
Country | Ratio |
---|---|
France | 34.83 |
Netherlands | 22.39 |
Germany | 19.32 |
Finland | 7.07 |
Italy | 5.45 |
Spain | 3.60 |
Singapore | 2.58 |
Ireland | 2.46 |
Belgium | 1.25 |
Austria | 0.53 |
Holdings
Symbol | Name | Allocation |
---|---|---|
ASML | ASML Holding NV | 5.3% |
AI.PA | Air Liquide SA | 5.02% |
OR.PA | L'Oreal SA | 5.02% |
SAP.DE | SAP SE | 4.99% |
SU.PA | Schneider Electric SE | 4.83% |
SAN.PA | Sanofi SA | 4.79% |
ALV.DE | Allianz SE | 4.58% |
DPW.DE | Deutsche Post AG | 4.49% |
KER.PA | Kering SA | 4.32% |
ADYEN | Adyen NV | 3.66% |
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
EMIG.L | UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc | LU197469579 | LSE | 0.50% | 4 | -3.84 | -- |
HKDE.AS | UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | LU1169827224 | AMS | 0.45% | 5 | +1.30 | |
MDBU.L | UBS(Lux)Fund Solutions – Sustainable Development Bank Bonds UCITS ETF(USD)A-dis | LU185221296 | LSE | 0.18% | 4 | -1.02 | -- |
SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 | |
U127.L | Lyxor MSCI Emerging Markets (LUX) UCITS ETF | LU063517801 | LSE | 0.25% | 4 | +1.42 | |
UB06.L | UBS(Lux)Fund Solutions – MSCI EMU UCITS ETF(EUR)A-dis | LU014730842 | LSE | 0.25% | 4 | +0.40 | |
UB32.L | UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | LU112603697 | LSE | 0.23% | 4 | +0.18 | |
UB39.L | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU062946067 | LSE | 0.25% | 4 | ||
UB74.L | UBS(Lux)Fund Solutions – Bloomberg Barclays US 1-3 Year Treasury Bond UCITS ETF(USD)A-dis | LU132451052 | LSE | 0.25% | 4 | -1.83 | |
UBIF.L | UBS (Lux) Fund Solutions – Bloomberg Euro Inflation Linked 1-10 UCITS ETF | LU164538036 | LSE | 0.20% | 4 | ||
UBTS.L | UBS (Lux) Fund Solutions – Bloomberg TIPS 1-10 UCITS ETF | LU145980143 | LSE | 0.15% | 4 | +0.89 | |
UC44.L | UBS (Lux) Fund Solutions – MSCI World Socially Responsible UCITS ETF | LU062945974 | LSE | 0.25% | 4 | -1.39 | |
UC64.L | UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | LU095067085 | LSE | 0.25% | 4 | +4.09 | |
UIM1.AS | UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | LU0136234068 | AMS | 0.25% | 4 | +3.46 | |
UIM2.AS | UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | LU1215451524 | AMS | 0.25% | 5 | -1.47 | |
UIMM.AS | UBS (Lux) Fund Solutions – MSCI World Socially Responsible UCITS ETF | LU0629459743 | AMS | 0.25% | 4 | -1.39 | |
UIMR.AS | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU0629460675 | AMS | 0.25% | 4 | -2.47 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.