PortfolioMetrics

USMUFE vs. PHEF - ETF Comparison

USMUFE - UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to EUR) A-acc

The UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to EUR) A-acc is an equity fund that tracks the MSCI USA Select Factor Mix (EUR Hedged) index, investing in large-, mid- and small-cap US-American companies. The fund uses a multi-factor strategy, considering value, quality, momentum, volatility, size, and yield. It is currency hedged to Euro (EUR) and has a total expense ratio of 0.28% p.a.

PHEF - Morgan Stanley Scientific Beta HFE Pacific ex-Jap Equity 6F EW UCITS ETF

The Morgan Stanley Scientific Beta HFE Pacific ex-Jap Equity 6F EW UCITS ETF is an equity fund that tracks the Scientific Beta Developed Asia-Pacific ex-Japan HFI Multi-Beta Multi-Strategy Six-Factor Equal Weight Market Beta Adjusted index. The fund focuses on equities from the Pacific region (excluding Japan) and uses a multi-factor strategy to select securities based on six style factors: Size, Value, Momentum, Low Volatility, High Profitability, and Low Investment. The fund has an expense ratio of 0.3% and is domiciled in Ireland.

USMUFEPHEF
Fund NameUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to EUR) A-accMorgan Stanley Scientific Beta HFE Pacific ex-Jap Equity 6F EW UCITS ETF
Fund ProviderUBSMorgan Stanley
IndexMSCI USA Select Factor Mix (EUR Hedged)Scientific Beta Developed Asia-Pacific ex-Japan HFI Multi-Beta Multi-Strategy Six-Factor Equal Weight Market Beta Adjusted
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.28%0.3%
Inception Date2017-09-062017-12-08
CurrencyEUREUR
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesAsia-Pacific
Investment StyleMulti-FactorMulti-Factor
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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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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