UBS (Irl) ETF plc - Factor MSCI USA Quality UCITS ETF (USD) A-dis

10-Year Study

UC99.LSE · · GB · ETF

Executive Summary: UBS (Irl) ETF plc - Factor MSCI USA Quality UCITS ETF (USD) A-dis has compounded at 16.3% annually over the last 10 years, with a maximum drawdown of 15.9% and an annualized volatility of 14.0%.

1Y CAGR
+20.4%
3Y CAGR
+15.8%
5Y CAGR
+12.9%
10Y CAGR
+16.3%

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 →
15.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.4%
% 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.
2026-1.30.9-6.16.9————————-0.0%
20253.0-5.1-9.0-2.66.31.87.5-1.84.26.7-1.00.29.2%
20242.96.02.2-3.12.27.4-2.5-0.5-0.22.96.0-1.423.5%
20232.90.73.20.65.33.42.41.6-2.3-2.45.64.928.8%
2022-8.7-3.47.3-3.9-3.4-3.87.20.1-3.81.7-0.3-3.1-14.4%
2021-1.70.15.34.2-1.57.32.64.5-3.63.94.01.929.8%
20201.3-6.4-3.08.56.41.3-1.57.00.9-4.56.61.117.7%
20194.93.65.24.1-2.85.28.5-3.00.9-2.34.71.133.7%
20180.21.3-5.12.06.61.43.45.20.3-5.00.2-7.71.7%
2017-1.66.5-0.1-1.82.2-1.60.23.1-1.95.51.22.114.0%
2016———-3.52.18.25.51.11.34.60.53.325.0%

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 14.0%. The dominant macroeconomic risk driver is QUAL.US, accounting for 65.7% of variance. Idiosyncratic stock-specific factors contribute 6.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019651.871331625878
2016-05-019852.044744376231
2016-06-0110659.2685228423
2016-07-0111242.454154313724
2016-08-0111365.131005502453
2016-09-0111514.096025548182
2016-10-0112039.853687040473
2016-11-0112099.002066968718
2016-12-0112495.510835058029
2017-01-0112298.006629770254
2017-02-0113094.486895829845
2017-03-0113081.248503214767
2017-04-0112842.966962222808
2017-05-0113123.168968453243
2017-06-0112917.981980087065
2017-07-0112938.985080063841
2017-08-0113335.234738792044
2017-09-0113076.233974990992
2017-10-0113791.253877828793
2017-11-0113950.639476187564
2017-12-0114247.27301686554
2018-01-0114272.363757535366
2018-02-0114452.322829687608
2018-03-0113710.266960755791
2018-04-0113979.095780727941
2018-05-0114901.111674419943
2018-06-0115107.732337743717
2018-07-0115627.69337988919
2018-08-0116434.284626679615
2018-09-0116485.816906085623
2018-10-0115656.820320423018
2018-11-0115692.668862618502
2018-12-0114489.505023006433
2019-01-0115195.918113058939
2019-02-0115746.738889590644
2019-03-0116558.35704850813
2019-04-0117235.080206731163
2019-05-0116758.451394799027
2019-06-0117628.523482452674
2019-07-0119123.634984260058
2019-08-0118556.38934153643
2019-09-0118714.586085179533
2019-10-0118287.45668729825
2019-11-0119153.014365899377
2019-12-0119369.968920213178
2020-01-0119625.342152958732
2020-02-0118373.38097135146
2020-03-0117821.29322625258
2020-04-0119329.878414837516
2020-05-0120570.37114939198
2020-06-0120843.00659071333
2020-07-0120522.659780454353
2020-08-0121954.980129550866
2020-09-0122153.780834252124
2020-10-0121155.204792608674
2020-11-0122558.239115644505
2020-12-0122800.456832666223
2021-01-0122407.42413096911
2021-02-0122431.082149289286
2021-03-0123625.446749311122
2021-04-0124617.687948118684
2021-05-0124254.784330513805
2021-06-0126018.768472258816
2021-07-0126703.231570036973
2021-08-0127900.797885362776
2021-09-0126885.887475282205
2021-10-0127923.863381541007
2021-11-0129054.104130336582
2021-12-0129603.0787526704
2022-01-0127015.058254833675
2022-02-0126087.344813021162
2022-03-0127998.657394361966
2022-04-0126897.222557222685
2022-05-0125980.903259043247
2022-06-0125004.42105347388
2022-07-0126795.409725250724
2022-08-0126811.331614447554
2022-09-0125784.23830135524
2022-10-0126230.396995550753
2022-11-0126160.684193509725
2022-12-0125338.079607159725
2023-01-0126078.310279268448
2023-02-0126272.15932787032
2023-03-0127103.526954708635
2023-04-0127271.668925300102
2023-05-0128705.54488317121
2023-06-0129667.689386556678
2023-07-0130386.962683870006
2023-08-0130875.00469159413
2023-09-0130166.25961729166
2023-10-0129448.127544296745
2023-11-0131109.68823237689
2023-12-0132644.520627677186
2024-01-0133592.643694716586
2024-02-0135598.959866436744
2024-03-0136390.88571391012
2024-04-0135278.41872415694
2024-05-0136060.91661079621
2024-06-0138719.52535737563
2024-07-0137767.32893876236
2024-08-0137571.90999226672
2024-09-0137496.22719623285
2024-10-0138588.90089809972
2024-11-0140887.77440110015
2024-12-0140329.61187513443
2025-01-0141535.810723660055
2025-02-0139396.74577694608
2025-03-0135846.25117337483
2025-04-0134912.40960465055
2025-05-0137126.136151681094
2025-06-0137808.74071135807
2025-07-0140626.485473014625
2025-08-0139899.145491620955
2025-09-0141582.01125639652
2025-10-0144367.773158899385
2025-11-0143944.67996088211
2025-12-0144049.264881974734
2026-01-0143478.80132961206
2026-02-0143872.358918287006
2026-03-0141190.76755242059
2026-04-0144034.30226897876
Annual Return Matrix
YearAnnual Return
20170.140191321901997
20180.017001990897075103
20190.336827509943062
20200.1771034288482114
20210.29835463253780325
2022-0.14407282367973107
20230.2883581208124746
20240.23541749425909964
20250.09223131178045585
2026-0.00033967906243304036
Total Factor Risk
0.1398690964138282
VTI.US Exposure
0.31656903999499586
VEA.US Exposure
0.001332093018912986
VWO.US Exposure
-0.00684890055434026
QQQ.US Exposure
-0.10028223063283466
VTV.US Exposure
-0.08967557308625015
IJR.US Exposure
0.002616162974130173
QUAL.US Exposure
0.6570602440293806
SHV.US Exposure
0.0013948979200741338
TLT.US Exposure
0.04053700804431159
LQD.US Exposure
-0.014655588703949856
HYG.US Exposure
-0.028342830707647922
GLD.US Exposure
-0.0027685210582125207
USO.US Exposure
-0.002653958712702565
VNQ.US Exposure
-0.012890574897000299
BTC-USD.CC Exposure
-0.013247571541786176
CPER.US Exposure
-0.003943704831574293
VIX.INDX Exposure
0.016953475724169942
UUP.US Exposure
0.17767008422047517
TIP.US Exposure
-0.003455428223177073
Idiosyncratic Exposure
0.06463187702302538
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
14.0%

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 →
+2.5%
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 →
+4.1%
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 →
2.2% 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 (Irl) ETF plc - Factor MSCI USA Quality UCITS ETF (USD) A-dis a high-risk investment?

UBS (Irl) ETF plc - Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.LSE) has an annualized volatility of 14.0% and experienced a maximum drawdown of 15.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of UC99.LSE?

Over the past 10 years, UC99.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.3%. 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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