UBS (Irl) ETF plc - MSCI USA Select Factor Mix UCITS ETF (USD) A-dis
Ticker
USFM.L
ISIN
IE00BDGV030
Price
GBp 2,817.00
Change Today
-18.00 / -0.635 %
Price 1 year ago
2,563.50 / 9.889 %
Morningstar
4
52 Week Low
2,499.50
52 Week High
2,835.00
200 Day Moving Average 2,635.25
2,635.25
50-day Moving Average
2,650.71
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.15 |
| Sortino Ratio | 0.24 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -13.50 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.16 |
| Volatility | 3.097% |
| Alpha | +3.64 |
| Beta | None |
| R Squared | +96.88 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.67% |
| Average Annual Volatility | 5.99% |
| Sharpe Ratio | 1.61 |
| Sortino Ratio | 1.37 |
| Maximum Drawdown | -4.0% |
| Maximum Drawdown Date | 2024-09-06 |
| Calmar Ratio | -10.91 |
Company information
Summary
The objective of the Fund is to seek to track the alternatively weighted equity market performance of the US market.
Market
GB
Category
--
Expense Ratio
0.30%
Fund family
UBS Fund Management (Luxembourg) S.A.
Morningstar
4
Yield
0.0111
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 19.61% |
| Financial services | 17.30% |
| Technology | 15.27% |
| Consumer defensive | 12.20% |
| Industrials | 11.32% |
| Consumer cyclical | 6.13% |
| Communication services | 4.60% |
| Energy | 4.34% |
| Realestate | 2.98% |
| Basic materials | 2.88% |
| Utilities | 2.53% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 1.83% |
| BRK.B | Berkshire Hathaway Inc Class B | 1.64% |
| INTC | Intel Corp | 1.58% |
| JPM | JPMorgan Chase & Co | 1.53% |
| UNH | UnitedHealth Group Inc | 1.31% |
| CSCO | Cisco Systems Inc | 1.22% |
| PYPL | PayPal Holdings Inc | 1.2% |
| WMT | Walmart Inc | 1.16% |
| MRK | Merck & Co Inc | 1.06% |
| MSFT | Microsoft Corp | 1.01% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
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.