UBS MSCI EMU UCITS EUR A-dis

10-Year Study

UB06.LSE · · GB · ETF

Executive Summary: UBS MSCI EMU UCITS EUR A-dis has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 22.1% and an annualized volatility of 14.4%.

1Y CAGR
+19.3%
3Y CAGR
+16.1%
5Y CAGR
+10.2%
10Y CAGR
+10.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.05.2-9.37.0————————4.2%
20258.11.9-1.61.75.11.21.90.53.63.00.12.030.6%
20240.13.74.3-1.92.6-2.9-0.01.4-0.2-2.2-1.21.24.8%
20238.41.01.01.4-4.33.91.7-3.2-2.0-3.17.14.116.4%
2022-4.2-4.50.1-2.72.3-8.24.7-2.0-4.85.68.8-0.5-6.5%
2021-2.81.44.94.41.90.30.72.8-2.82.1-2.12.814.2%
2020-2.7-5.9-15.04.68.96.1-2.13.2-0.9-6.616.92.05.0%
20192.82.51.84.9-3.06.71.9-2.42.1-1.41.30.719.0%
20181.6-2.6-3.14.9-1.0-0.04.4-2.6-0.5-6.9-1.1-4.5-11.3%
2017-0.32.15.01.25.2-1.82.32.7-0.52.4-1.6-0.417.3%
2016———0.2-0.22.85.82.71.55.4-6.18.021.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 102.4% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110020.173594258371
2016-05-0110001.833934277367
2016-06-0110276.928833992422
2016-07-0110875.84596423912
2016-08-0111165.167137661423
2016-09-0111329.867219224949
2016-10-0111947.336221167874
2016-11-0111220.90205458688
2016-12-0112117.672442875002
2017-01-0112083.696681132486
2017-02-0112335.964705734199
2017-03-0112957.51251835005
2017-04-0113113.52873157886
2017-05-0113799.24441844331
2017-06-0113553.896589326336
2017-07-0113860.45322395432
2017-08-0114229.37980158744
2017-09-0114156.10871089123
2017-10-0114498.040626077216
2017-11-0114264.087202076083
2017-12-0114210.740697870757
2018-01-0114443.475411244257
2018-02-0114066.27352833951
2018-03-0113636.10816910108
2018-04-0114310.421203458664
2018-05-0114168.324683036111
2018-06-0114164.449360876364
2018-07-0114786.522627462715
2018-08-0114400.844647035616
2018-09-0114322.916635276355
2018-10-0113334.947072843908
2018-11-0113188.996958964883
2018-12-0112601.234425079607
2019-01-0112954.185489089796
2019-02-0113275.15539115615
2019-03-0113512.567009655571
2019-04-0114178.380631750788
2019-05-0113752.63127459527
2019-06-0114669.119747391293
2019-07-0114941.445426966007
2019-08-0114586.732276142571
2019-09-0114895.237674107577
2019-10-0114690.02038088926
2019-11-0114883.00615880269
2019-12-0114991.730563064293
2020-01-0114588.091351021301
2020-02-0113730.871009186612
2020-03-0111677.516479635398
2020-04-0112213.025764437192
2020-05-0113298.370369458691
2020-06-0114103.339999868678
2020-07-0113804.54622204305
2020-08-0114250.205732755157
2020-09-0114127.108663595613
2020-10-0113198.348865972632
2020-11-0115431.38359405504
2020-12-0115746.73321634515
2021-01-0115302.754111554403
2021-02-0115514.043070603919
2021-03-0116268.487438953842
2021-04-0116985.417914811493
2021-05-0117311.926891573232
2021-06-0117368.892414401835
2021-07-0117486.991405996505
2021-08-0117982.481494678483
2021-09-0117481.714344569842
2021-10-0117852.70530761801
2021-11-0117481.714344569842
2021-12-0117978.249631460574
2022-01-0117219.340411096284
2022-02-0116450.343204075252
2022-03-0116470.17484881343
2022-04-0116028.212706939334
2022-05-0116392.264917872955
2022-06-0115050.796157134493
2022-07-0115760.485582275798
2022-08-0115450.392878745808
2022-09-0114706.372261029546
2022-10-0115531.6114409204
2022-11-0116896.374481798182
2022-12-0116807.90408385744
2023-01-0118219.077731692134
2023-02-0118398.06641820661
2023-03-0118588.999388773165
2023-04-0118849.8924397467
2023-05-0118048.26554036065
2023-06-0118746.409728292558
2023-07-0119074.348041360412
2023-08-0118464.519929994876
2023-09-0118099.1663759197
2023-10-0117541.4430605992
2023-11-0118794.083613509367
2023-12-0119569.527901256908
2024-01-0119591.896411753663
2024-02-0120319.848256886944
2024-03-0121199.67675936914
2024-04-0120789.68864227357
2024-05-0121325.366522780354
2024-06-0120711.880693495197
2024-07-0120702.902932553377
2024-08-0120997.364768243082
2024-09-0120959.00361492665
2024-10-0120495.600794046124
2024-11-0120257.761580042785
2024-12-0120510.94522365196
2025-01-0122174.28523113361
2025-02-0122603.0106276198
2025-03-0122232.77287341736
2025-04-0122610.723841472325
2025-05-0123753.83269742248
2025-06-0124039.224306228673
2025-07-0124488.7653246438
2025-08-0124613.321864807433
2025-09-0125491.524362428303
2025-10-0126245.1704784892
2025-11-0126267.243827549464
2025-12-0126793.84989513601
2026-01-0127329.916196039347
2026-02-0128761.190163235216
2026-03-0126090.304300497373
2026-04-0127926.93484031354
Annual Return Matrix
YearAnnual Return
20170.17272857183282286
2018-0.11325984387515475
20190.18970333043142196
20200.050361274177444626
20210.14171297528550908
2022-0.06509785833405701
20230.16430506764087083
20240.048106286832529266
20250.3063196065795639
20260.04228899354188065
Total Factor Risk
0.14396375972399847
VTI.US Exposure
0.0602395343682907
VEA.US Exposure
1.0241009706596944
VWO.US Exposure
-0.0702904752196691
QQQ.US Exposure
-0.08906401059878745
VTV.US Exposure
-0.13681529556983008
IJR.US Exposure
0.02829912825737102
QUAL.US Exposure
0.16274484826794278
SHV.US Exposure
0.005295851645665196
TLT.US Exposure
0.03220897807033206
LQD.US Exposure
-0.020068208561929313
HYG.US Exposure
-0.036917300930749325
GLD.US Exposure
-0.020536586690652316
USO.US Exposure
-0.007468500982931189
VNQ.US Exposure
-0.024046173803257787
BTC-USD.CC Exposure
0.0020931210027436862
CPER.US Exposure
0.03000051156900018
VIX.INDX Exposure
-0.02440086294824982
UUP.US Exposure
-0.031991192095427015
TIP.US Exposure
0.013030718475081778
Idiosyncratic Exposure
0.10358494508536152
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UBS MSCI EMU UCITS EUR A-dis a high-risk investment?

UBS MSCI EMU UCITS EUR A-dis (UB06.LSE) has an annualized volatility of 14.4% and experienced a maximum drawdown of 22.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of UB06.LSE?

Over the past 10 years, UB06.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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