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Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF
ISIN IE00BDBRDW33
|Ticker USHF
TER
0.30% p.a.
Distribution policy
Accumulating
Replication
Synthetic
Fund size
EUR 3 m
Inception Date
6 December 2017
Overview
Description
The Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF seeks to track the Scientific Beta United States HFI Multi Beta Multi Six Factor EW Market Beta Adjusted index. The Scientific Beta United States HFI Multi Beta Multi Strategy Six Factor EW Market Beta Adjusted index tracks US securities. The title selection is based on six style factors: Size, Value, Momentum, Low Volatility, High Profitability, Low Investment. The securities are weighted using various strategies: Efficient Maximum Sharpe Ratio, Efficient Minimum Volatility, Maximum Deconcentration, Maximum Decorrelation and Diversified Risk Parity.
Chart
Basics
Data
| Index | Scientific Beta United States HFI Multi Beta Multi Six Factor EW Market Beta Adjusted |
| Investment focus | Equity, United States, Multi-Factor Strategy |
| Fund size | EUR 3 m |
| Total expense ratio | 0.30% p.a. |
| Replication | Synthetic (Unfunded swap) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | EUR |
| Currency risk | Currency unhedged |
| Volatility 1 year (in EUR) | 13.93% |
| Inception/ Listing Date | 6 December 2017 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Ireland |
| Fund Provider | Morgan Stanley |
| Fund Structure | Open-ended Investment Company (OEIC) |
| UCITS compliance | Yes |
| Administrator | Northern Trust International Fund Administration Services (Ireland) Limited |
| Investment Advisor | |
| Custodian Bank | Northern Trust Fiduciary Services (Ireland) Limited |
| Revision Company | Ernst & Young |
| Fiscal Year End | 31 July |
| Swiss representative | BNP Paribas, Paris, Zurich Branch. |
| Swiss paying agent | BNP PARIBAS, Paris, Zurich Branch |
| Germany | Unknown |
| Switzerland | ESTV Reporting |
| Austria | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | - |
| Collateral manager | |
| Securities lending | No |
| Securities lending counterparty |
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Performance
Returns overview
| YTD | +13.90% |
| 1 month | +2.02% |
| 3 months | +1.13% |
| 6 months | +2.91% |
| 1 year | +18.85% |
| 3 years | +28.70% |
| 5 years | +56.71% |
| Since inception (MAX) | +98.36% |
| 2025 | +9.45% |
| 2024 | -8.35% |
| 2023 | +38.00% |
| 2022 | -3.81% |
Monthly returns in a heat map
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 13.93% |
| Volatility 3 years | 18.72% |
| Volatility 5 years | 23.11% |
| Return per risk 1 year | 1.35 |
| Return per risk 3 years | 0.47 |
| Return per risk 5 years | 0.41 |
| Maximum drawdown 1 year | -7.49% |
| Maximum drawdown 3 years | -17.01% |
| Maximum drawdown 5 years | -41.03% |
| Maximum drawdown since inception | -41.03% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| London Stock Exchange | EUR | USHF | USHF LN Equity | IEBDBRDW3.I | Morgan Stanley |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| Goldman Sachs ActiveBeta® Paris-Aligned Sustainable US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 132 | 0.14% p.a. | Accumulating | Full replication |
| iShares STOXX USA Equity Multifactor UCITS ETF USD (Dist) | 7 | 0.20% p.a. | Distributing | Sampling |
Latest articles
Frequently asked questions
What is the name of USHF?
The name of USHF is Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF.
What is the ticker of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF?
The primary ticker of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF is USHF.
What is the ISIN of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF?
The ISIN of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF is IE00BDBRDW33.
What are the costs of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF?
The total expense ratio (TER) of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF amounts to 0.30% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.
Is Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF paying dividends?
Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.
What's the fund size of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF?
The fund size of Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF is 3m Euro. See the following article for more information about the size of ETFs.
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.