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Morgan Stanley Scientific Beta US Equity Factors UCITS ETF
ISIN IE00BPYPPK00
|Ticker USEF
TER
0,40% p.a.
Distribution policy
Capitalisation
Replication
Synthétique
Fund size
EUR 0 m
Inception Date
11 août 2015
Overview
Description
The Morgan Stanley Scientific Beta US Equity Factors UCITS ETF seeks to track the Scientific Beta United States Multi Beta Multi-Strategy Equal-Weight index. The Scientific Beta United States Multi Beta Multi-Strategy Equal-Weight index tracks US securities. The title selection is based on four style factors: Size, Value, Momentum, Low Volatility. 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 Multi Beta Multi-Strategy Equal-Weight |
| Investment focus | Equity, United States, Multi-Factor Strategy |
| Fund size | EUR 0 m |
| Total expense ratio | 0.40% p.a. |
| Replication | Synthetic (Unfunded swap) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in EUR) | 22.33% |
| Inception/ Listing Date | 11 August 2015 |
| 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 | NO |
| Swiss paying agent | NO |
| Germany | Unknown |
| Switzerland | No ESTV Reporting |
| Austria | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Italy | - |
| Indextype | Total return index |
| Swap counterparty | - |
| Collateral manager | |
| Securities lending | No |
| Securities lending counterparty |
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Performance
Returns overview
| YTD | -3.79% |
| 1 month | +2.00% |
| 3 months | -5.23% |
| 6 months | +4.03% |
| 1 year | -2.98% |
| 3 years | +28.75% |
| 5 years | +60.17% |
| Since inception (MAX) | - |
| 2025 | +35.06% |
| 2024 | -2.77% |
| 2023 | +30.97% |
| 2022 | -3.72% |
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 | 22.33% |
| Volatility 3 years | 23.96% |
| Volatility 5 years | 20.28% |
| Return per risk 1 year | -0.13 |
| Return per risk 3 years | 0.37 |
| Return per risk 5 years | 0.49 |
| Maximum drawdown 1 year | - |
| Maximum drawdown 3 years | - |
| Maximum drawdown 5 years | - |
| Maximum drawdown since inception | - |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| London Stock Exchange | USD | USEF | USEF LN | IEBPYPPK0.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.) | 113 | 0.14% p.a. | Accumulating | Full replication |
| iShares STOXX USA Equity Multifactor UCITS ETF USD (Dist) | 2 | 0.20% p.a. | Distributing | Sampling |
Latest articles
Questions fréquemment posées
Quel est le nom de USEF ?
Le nom de USEF est Morgan Stanley Scientific Beta US Equity Factors UCITS ETF.
Quel est le sigle de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF ?
Le sigle de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF est USEF.
Quel est l’ISIN de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF ?
L’ISIN de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF est IE00BPYPPK00.
Quels sont les coûts de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF ?
Le ratio des frais totaux (TER) de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF s'élève à 0.40% p.a.. Ces coûts sont prélevés en continu sur les actifs du fonds et sont déjà inclus dans la performance de l'ETF. Vous n'avez pas à les payer séparément. Veuillez consulter notre article pour plus d'informations sur le coût des ETF.
Le Morgan Stanley Scientific Beta US Equity Factors UCITS ETF verse-t-il des dividendes ?
Le Morgan Stanley Scientific Beta US Equity Factors UCITS ETF est un ETF à accumulation. Cela signifie que les dividendes ne sont pas distribués aux investisseurs. Au lieu de cela, les dividendes sont réinvestis dans le fonds à la date ex-date, ce qui entraîne une augmentation du prix de l'action de l’ETF.
Quelle est la taille du fonds de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF ?
La taille du fonds de Morgan Stanley Scientific Beta US Equity Factors UCITS ETF est de 0 millions d'euros.
— 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.