Your selection basket is empty.
Define a selection of ETFs which you would like to compare.
Add an ETF by clicking "Compare" on an ETF profile or by checkmarking an ETF in the ETF search.
Morgan Stanley Scientific Beta US Equity Factors UCITS ETF
ISIN IE00BPYPPK00
|Ticker USEF
TER
0.40% p.a.
Distribution policy
Accumulating
Replication
Synthetic
Fund size
GBP 0 m
Inception Date
11 August 2015
Overview
Advertisement
Get £100 to £3,000 cashback: Open a SIPP account with ii and make smarter decisions for your future now. Learn more Capital at risk. Terms & fees apply.
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.
Documents
Chart
Basics
Data
| Index | Scientific Beta United States Multi Beta Multi-Strategy Equal-Weight |
| Investment focus | Equity, United States, Multi-Factor Strategy |
| Fund size | GBP 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 GBP) | 22.40% |
| 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 |
| Indextype | Total return index |
| Swap counterparty | - |
| Collateral manager | |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the Morgan Stanley Scientific Beta US Equity Factors UCITS ETF.
Similar ETFs via ETF search
Similar ETFs via investment guides
How do you like our ETF profile? Here you'll find our Questionnaire.
Performance
Returns overview
| YTD | -0.57% |
| 1 month | +0.79% |
| 3 months | -2.59% |
| 6 months | +6.37% |
| 1 year | -0.10% |
| 3 years | +29.81% |
| 5 years | +56.34% |
| Since inception (MAX) | - |
| 2025 | +25.45% |
| 2024 | +3.05% |
| 2023 | +23.62% |
| 2022 | -2.04% |
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 | 22.40% |
| Volatility 3 years | 23.72% |
| Volatility 5 years | 20.29% |
| Return per risk 1 year | 0.00 |
| Return per risk 3 years | 0.38 |
| Return per risk 5 years | 0.46 |
| 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.) | 156 | 0.14% p.a. | Accumulating | Full replication |
| First Trust US Large Cap Core AlphaDEX UCITS ETF Acc | 90 | 0.65% p.a. | Accumulating | Full replication |
| iShares STOXX USA Equity Multifactor UCITS ETF USD (Acc) | 68 | 0.20% p.a. | Accumulating | Sampling |
| Franklin U.S. Equity UCITS ETF | 59 | 0.20% p.a. | Accumulating | Full replication |
| Invesco S&P 500 QVM UCITS ETF | 56 | 0.35% p.a. | Distributing | Full replication |
Latest articles
Frequently asked questions
What is the name of USEF?
The name of USEF is Morgan Stanley Scientific Beta US Equity Factors UCITS ETF.
What is the ticker of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF?
The primary ticker of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF is USEF.
What is the ISIN of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF?
The ISIN of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF is IE00BPYPPK00.
What are the costs of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF?
The total expense ratio (TER) of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF amounts to 0.40% 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 US Equity Factors UCITS ETF paying dividends?
Morgan Stanley Scientific Beta US Equity Factors 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 US Equity Factors UCITS ETF?
The fund size of Morgan Stanley Scientific Beta US Equity Factors UCITS ETF is 0m GBP. 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.