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Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF ISIN IE00BKKLKJ11, Ticker USUF

 
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Strategy of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

Investment strategy

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.

 

Scientific Beta United States HFI Multi Beta Multi Six Factor EW Market Beta Adjusted (2)

Equity (871) United States (185) Multi-Factor Strategy (12)
Quote
GBP 75.44
Last quote
24/02/2021
50.59 52 weeks low/high 77.85
52 weeks low/high
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Investing can be rewarding but it is not without risk. You can lose (a part of) your deposit.
 
 

Risk and fees of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

Risk
GBP 40 m
Fund size
Fund size category

Replication

Synthetic (Unfunded swap)
Legal structure ETF
Strategy risk Long-only
Fund currency USD

Currency risk

Currency unhedged
Volatility 1 year (in GBP) 38.16% Risk category
Inception/ Listing Date 11 February 2020
Fees
0.30% p.a.
Total expense ratio
0.04% Compare 0.99%
Compare ( Equity )
Dividend/ Taxes
Distribution policy Accumulating
Distribution frequency -
Fund domicile Ireland
Legal structure
Fund Structure Limited Company
UCITS compliance Yes
Fund Provider Morgan Stanley
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 -
Swiss paying agent -
Tax Status
Switzerland No ESTV Reporting
Austria Non-Tax Reporting Fund
UK No UK Reporting
Replication, swap, securities lending
Indextype Total return index
Swap counterparty -
Collateral manager
Securities lending No
Securities lending counterparty
 
 
 

Performance of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

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Description of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

The Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF invests in stocks with focus Multi-Factor Strategy, United States. The dividends in the fund are reinvested (accumulating).

The total expense ratio amounts to 0.30% p.a.. The fund replicates the performance of the underlying index synthetically with a swap. The Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF is a small ETF with 40m GBP assets under management. The ETF is older than 1 year and is domiciled in Ireland.
 

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Morgan Stanley Scientific Beta HFE US Equity 6F EW UCITS ETF
 
— All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Quotes and reference data provided by Xignite, Inc., etfinfo and justETF GmbH. Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.
Source:ETFinfo
 

Performance chart of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

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Chart comparison of all ETFs on this index (2)

Chart comparison of all ETFs on this category (12)

 
— All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Quotes and reference data provided by Xignite, Inc., etfinfo and justETF GmbH. Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.
Source:ETFinfo
 
 

Returns of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

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Monthly returns in a heat map
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— All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Quotes and reference data provided by Xignite, Inc., etfinfo and justETF GmbH. Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.
Source:ETFinfo
 
 

Listings of Morgan Stanley Scientific Beta HFI US Equity 6F EW (USD) UCITS ETF

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