PortfolioMetrics

UIMM vs. UKGBPB - ETF Comparison

UIMM - UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis

The UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis is an equity fund that tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped index, focusing on companies with high Environmental, Social and Governance (ESG) ratings from developed markets worldwide. The fund adopts a long-only strategy and distributes dividends semi-annually.

UKGBPB - UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc

The UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc is an exchange-traded fund that tracks the MSCI UK index, providing investors with exposure to large and mid-cap equity market performance of the United Kingdom. With a low expense ratio of 0.2%, this fund offers a cost-effective way to invest in the UK market.

UIMMUKGBPB
Fund NameUBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-disUBS ETF (LU) MSCI UK UCITS ETF (GBP) A-acc
Fund ProviderUBSUBS
IndexMSCI World SRI Low Carbon Select 5% Issuer CappedMSCI UK
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.22%0.2%
Inception Date2011-08-192013-08-30
Number Of Holdings40584
CurrencyUSDGBP
Distribution PolicyDistributingAccumulating
RegionGlobalUnited Kingdom
Market CapBlendBlend
LeveragedNon-leveragedNon-leveraged
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Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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