- Issuer
- UBS
- Inception Date
- Apr 25, 2023
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
UQLT.L Performance Chart
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) is up 10.5% since the beginning of the year. UQLT.L is currently trading at £39 per share. Investors who bought £1,000 worth of UQLT.L shares 5 years ago would now be looking at an investment worth £1,706.
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Returns By Period
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) has returned 10.52% so far this year and 24.09% over the past 12 months. Looking at the last ten years, UQLT.L has achieved an annualized return of 14.45%, outperforming the S&P 500 Index benchmark, which averaged 13.06% per year.
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis
- 1D
- -0.05%
- 1M
- 0.74%
- 6M
- 10.07%
- YTD
- 10.52%
- 1Y
- 24.09%
- 3Y*
- 18.97%
- 5Y*
- 11.28%
- 10Y*
- 14.45%
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
UQLT.L Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2016, UQLT.L's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +12.0%, while the worst month was Feb 2020 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, UQLT.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 13, 2020 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.67% | -1.29% | -8.05% | 12.01% | 6.45% | 1.49% | -0.04% | 10.52% | |||||
| 2025 | 2.47% | -4.01% | -6.42% | 0.45% | 7.28% | 3.60% | 3.78% | 0.28% | 3.68% | 4.40% | -0.22% | 1.85% | 17.64% |
| 2024 | 2.52% | 5.36% | 2.36% | -4.17% | 3.87% | 6.58% | -0.90% | 1.75% | 1.65% | -1.23% | 4.62% | -2.94% | 20.58% |
| 2023 | 4.84% | -0.84% | 4.47% | 2.67% | 3.44% | 5.80% | 4.15% | -0.29% | -5.99% | -2.99% | 9.69% | 5.51% | 33.76% |
| 2022 | -9.27% | -3.46% | 5.24% | -8.77% | -1.33% | -9.17% | 7.37% | -4.68% | -8.38% | 4.57% | 3.36% | -2.19% | -25.29% |
| 2021 | -1.29% | 1.58% | 4.19% | 4.44% | 1.09% | 4.60% | 3.35% | 3.33% | -5.54% | 5.14% | 0.64% | 3.67% | 27.69% |
Benchmark Metrics
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis has an annualized alpha of 10.84%, beta of 0.36, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since February 01, 2016.
- This ETF captured 103.16% of S&P 500 Index gains but only 95.89% of its losses - a favorable profile for investors.
- Beta of 0.36 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.84%
- Beta
- 0.36
- R²
- 0.14
- Upside Capture
- 103.16%
- Downside Capture
- 95.89%
Expense Ratio
UQLT.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
UQLT.L ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis (UQLT.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UQLT.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.50 | -0.33 |
| Martin ratioReturn relative to average drawdown | 9.08 | 9.11 | -0.03 |
Dividends
Dividend History
UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis provided a 0.22% dividend yield over the last twelve months, with an annual payout of £0.08 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £0.08 | £0.19 | £0.09 | £0.20 | £0.15 | £0.18 | £0.17 | £0.16 | £0.16 | £0.14 | £0.07 |
Dividend yield | 0.22% | 0.54% | 0.30% | 0.78% | 0.81% | 0.70% | 0.86% | 0.93% | 1.24% | 1.04% | 0.65% |
Monthly Dividends
The table displays the monthly dividend distributions for UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | |||||
| 2025 | £0.00 | £0.11 | £0.00 | £0.00 | £0.00 | £0.00 | £0.08 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.19 |
| 2024 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.09 | £0.00 | £0.00 | £0.00 | £0.00 | £0.09 |
| 2023 | £0.00 | £0.09 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.11 | £0.00 | £0.00 | £0.00 | £0.00 | £0.20 |
| 2022 | £0.00 | £0.06 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.09 | £0.00 | £0.00 | £0.00 | £0.00 | £0.15 |
| 2021 | £0.00 | £0.09 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.09 | £0.00 | £0.00 | £0.00 | £0.00 | £0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis. 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 Factor MSCI USA Quality Screened UCITS ETF hGBP dis was 33.41%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current UBS Factor MSCI USA Quality Screened UCITS ETF hGBP dis drawdown is 0.42%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.41%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 | COVID crash2020 |
-31.53%Oct 2022 | 9mo 15d | 1y 3mo | 2y 19dDec 2021 - Jan 2024 | Bear market2022 |
-21.34%Apr 2025 | 3mo 29d | 2mo 27d | 6mo 26dDec 2024 - Jul 2025 | 2025 selloff2025 |
-19.06%Dec 2018 | 2mo 21d | 3mo 10d | 6mo 1dOct 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-11.63%Mar 2026 | 2mo 1d | 1mo 2d | 3mo 3dJan 2026 - May 2026 | — |
Drawdown Indicators
| UQLT.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.41% | -37.07% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.03% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -22.15% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.53% | -22.15% | -9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -26.01% | -7.40% |
Current DrawdownCurrent decline from peak | -0.42% | -1.42% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -5.29% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.20% | +0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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