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UBS AG FI Enhanced Europe 50 ETN (FIEE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS90274D2348
CUSIP90274D234
IssuerUBS
Inception DateFeb 12, 2016
RegionDeveloped Europe (Broad)
CategoryLeveraged Equities, Leveraged
Leveraged2x
Index TrackedSTOXX Europe 50 Index (+200%)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FIEE has a high expense ratio of 1.95%, indicating higher-than-average management fees.


Expense ratio chart for FIEE: current value at 1.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.95%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UBS AG FI Enhanced Europe 50 ETN

Popular comparisons: FIEE vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in UBS AG FI Enhanced Europe 50 ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


90.00%100.00%110.00%120.00%130.00%140.00%150.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
88.07%
147.06%
FIEE (UBS AG FI Enhanced Europe 50 ETN)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.57%
1 monthN/A-4.16%
6 monthsN/A20.07%
1 yearN/A20.82%
5 years (annualized)N/A11.56%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for UBS AG FI Enhanced Europe 50 ETN (FIEE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FIEE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0020.0040.0060.006.92

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for UBS AG FI Enhanced Europe 50 ETN. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.80Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
1.03
1.81
FIEE (UBS AG FI Enhanced Europe 50 ETN)
Benchmark (^GSPC)

Dividends

Dividend History


UBS AG FI Enhanced Europe 50 ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
-8.60%
-1.04%
FIEE (UBS AG FI Enhanced Europe 50 ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the UBS AG FI Enhanced Europe 50 ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the UBS AG FI Enhanced Europe 50 ETN was 66.78%, occurring on Mar 18, 2020. Recovery took 307 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.78%Jan 29, 2018532Mar 18, 2020307Jun 7, 2021839
-48.24%Jan 13, 2022177Sep 27, 2022142Apr 21, 2023319
-21.53%Apr 21, 201647Jun 27, 2016162Feb 17, 2017209
-12.89%Aug 16, 202133Sep 30, 202124Nov 3, 202157
-12.53%Nov 10, 202115Dec 1, 202123Jan 4, 202238

Volatility

Volatility Chart

The current UBS AG FI Enhanced Europe 50 ETN volatility is 0.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 170
2.72%
FIEE (UBS AG FI Enhanced Europe 50 ETN)
Benchmark (^GSPC)