UBSs plc - MSCI AC Asia Ex Japan SF UCITS USD A-acc

10-Year Study

UC48.LSE · · GB · ETF

Executive Summary: UBSs plc - MSCI AC Asia Ex Japan SF UCITS USD A-acc has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 17.5%.

1Y CAGR
+43.3%
3Y CAGR
+18.3%
5Y CAGR
+6.1%
10Y CAGR
+7.2%

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 →
26.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +23.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.07.7-10.710.7————————12.9%
20253.2-1.6-2.2-3.44.45.55.5-0.37.26.4-2.6-0.023.6%
2024-4.05.52.81.60.55.2-1.1-1.45.5-0.6-0.2-0.113.9%
20235.9-5.71.3-3.5-1.61.64.5-5.61.1-3.93.12.4-1.3%
2022-2.6-2.5-1.8-0.40.3-0.6-1.54.1-8.0-8.914.2-1.1-10.1%
20213.5-0.9-0.80.6-1.43.1-7.62.9-2.1-0.6-0.5-0.0-4.1%
2020-5.90.2-8.46.90.58.81.34.30.91.54.75.420.7%
20194.60.03.41.8-5.36.11.6-4.41.4-0.90.84.413.7%
20181.9-2.9-2.21.91.9-4.21.6-0.8-1.7-8.95.1-2.2-10.6%
2017——————3.43.9-4.06.3-1.02.511.3%

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 17.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 54.1% of variance. Idiosyncratic stock-specific factors contribute 5.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110341.458696072741
2017-08-0110741.43934997098
2017-09-0110314.374153608049
2017-10-0110959.566647320564
2017-11-0110852.195782549816
2017-12-0111127.877732636873
2018-01-0111340.684852002321
2018-02-0111012.768427161927
2018-03-0110770.942155155735
2018-04-0110975.04352872896
2018-05-0111183.014122654284
2018-06-0110716.773070226349
2018-07-0110886.051460630684
2018-08-0110798.02669762043
2018-09-0110618.107951247825
2018-10-019668.214354807506
2018-11-0110165.409170052235
2018-12-019943.896304894564
2019-01-0110398.529696266203
2019-02-0110398.529696266203
2019-03-0110756.432578835364
2019-04-0110954.73012188044
2019-05-0110369.51054362546
2019-06-0110998.258850841556
2019-07-0111172.857419230024
2019-08-0110679.048171793384
2019-09-0110833.816985877345
2019-10-0110737.086477074869
2019-11-0110825.111240085123
2019-12-0111302.959953569356
2020-01-0110641.323273360416
2020-02-0110664.538595473012
2020-03-019765.428516153994
2020-04-0110442.058425227317
2020-05-0110495.26020506868
2020-06-0111419.52021667634
2020-07-0111571.387115496227
2020-08-0112073.41845618108
2020-09-0112183.20758367189
2020-10-0112365.060940220545
2020-11-0112940.60746759528
2020-12-0113637.550783517121
2021-01-0114117.817759721416
2021-02-0113988.68253047011
2021-03-0113881.795318243372
2021-04-0113968.369123621591
2021-05-0113767.16966531244
2021-06-0114196.653124395436
2021-07-0113117.624298703811
2021-08-0113503.579028825692
2021-09-0113223.544205842523
2021-10-0113150.512671696653
2021-11-0113089.572451151093
2021-12-0113083.768620622945
2022-01-0112744.244534726253
2022-02-0112424.550203134067
2022-03-0112195.2988972722
2022-04-0112146.449990326948
2022-05-0112186.593151479976
2022-06-0112116.46353259818
2022-07-0111936.544786225575
2022-08-0112420.197330237956
2022-09-0111429.6769201006
2022-10-0110414.0065776746
2022-11-0111889.146836912363
2022-12-0111763.397175469143
2023-01-0112452.118398142775
2023-02-0111738.730895724511
2023-03-0111896.401625072547
2023-04-0111479.009479589864
2023-05-0111292.803250145096
2023-06-0111469.820081253627
2023-07-0111990.230218610948
2023-08-0111320.3714451538
2023-09-0111441.284581156897
2023-10-0110993.422325401432
2023-11-0111339.233894370283
2023-12-0111609.112013929192
2024-01-0111139.001741149159
2024-02-0111747.920294060748
2024-03-0112071.000193461017
2024-04-0112258.173727993808
2024-05-0112315.244728187272
2024-06-0112959.953569355775
2024-07-0112821.145289224221
2024-08-0112639.291932675565
2024-09-0113340.104468949507
2024-10-0113260.785451731475
2024-11-0113239.988392338944
2024-12-0113227.41342619462
2025-01-0113648.674792029407
2025-02-0113426.194621783712
2025-03-0113136.970400464308
2025-04-0112696.846585413039
2025-05-0113261.7527568195
2025-06-0113985.296962662023
2025-07-0114758.173727993808
2025-08-0114716.579609208744
2025-09-0115779.647900947959
2025-10-0116791.44902302186
2025-11-0116350.357902882568
2025-12-0116346.488682530471
2026-01-0117320.564906171407
2026-02-0118657.380537821628
2026-03-0116667.63397175469
2026-04-0118450.37724898433
Annual Return Matrix
YearAnnual Return
2018-0.10639777468706535
20190.13667315175097272
20200.20654685494223357
2021-0.04060715678972937
2022-0.10091675292030167
2023-0.01311569772222676
20240.13939924176144647
20250.23580386851438817
20260.12870584058228296
Total Factor Risk
0.17481215931226343
VTI.US Exposure
0.020050566259929032
VEA.US Exposure
0.10581566188936978
VWO.US Exposure
0.5410100345420732
QQQ.US Exposure
-0.06143329121789955
VTV.US Exposure
-0.04073860932189162
IJR.US Exposure
-0.0052402926164022085
QUAL.US Exposure
0.08639414879027849
SHV.US Exposure
0.19051726966558002
TLT.US Exposure
0.04184290882050991
LQD.US Exposure
-0.0002739888680033371
HYG.US Exposure
-0.008321368951331292
GLD.US Exposure
0.011741638322770965
USO.US Exposure
-0.002520122886306353
VNQ.US Exposure
0.011603451005278233
BTC-USD.CC Exposure
-0.001400571233376898
CPER.US Exposure
-0.018390553861147997
VIX.INDX Exposure
-0.0016365699357642916
UUP.US Exposure
0.07423931873313
TIP.US Exposure
-0.00024601252978652264
Idiosyncratic Exposure
0.05698638339299026
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
17.5%

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 →
+4.5%
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 →
+13.1%
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 →
1.6% 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 UBSs plc - MSCI AC Asia Ex Japan SF UCITS USD A-acc a high-risk investment?

UBSs plc - MSCI AC Asia Ex Japan SF UCITS USD A-acc (UC48.LSE) has an annualized volatility of 17.5% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of UC48.LSE?

Over the past 10 years, UC48.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.2%. It has had a positive return in 56% 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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