UBS AG London Branch
Symbol: FIEE
Exchange: NASDAQ
Sector: N/A
Category: N/A
Inception date: N/A
Latest date: 03/09/2026
Current price: $4.08
Expense ratio: N/A
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
42.16%
Ann. 228.29% (Sharpe / Sortino numerator)
Volatility
45.92%
Sharpe ratio
4.893
VaR 95%
-2.80%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-21.39%
Ann. 1757.25% (Sharpe / Sortino numerator)
Volatility
135.27%
Sharpe ratio
12.964
VaR 95%
-10.95%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-34.09%
Ann. 534.23% (Sharpe / Sortino numerator)
Volatility
125.44%
Sharpe ratio
4.230
VaR 95%
-10.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
42.16%
Ann. 969.71% (Sharpe / Sortino numerator)
Volatility
153.79%
Sharpe ratio
6.282
VaR 95%
-11.99%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
31.61%
Ann. 13.16% (Sharpe / Sortino numerator)
Volatility
179.34%
Sharpe ratio
0.053
VaR 95%
-14.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
124.18%
Ann. 37.36% (Sharpe / Sortino numerator)
Volatility
209.90%
Sharpe ratio
0.161
VaR 95%
-16.39%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.
Average daily return
0.392%
Best day
28.059%
Worst day
-31.7%
Days with data
252
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/09/2026 | $4.49 | $4.49 | $3.98 | $4.08 | 27,400 |
| 02/09/2026 | $4.11 | $4.14 | $4.02 | $4.13 | 6,100 |
| 01/09/2026 | $4.21 | $4.21 | $3.96 | $4.10 | 14,700 |
| 31/08/2026 | $4.07 | $4.07 | $3.90 | $3.98 | 16,900 |
| 28/08/2026 | $4.14 | $4.22 | $3.83 | $4.07 | 30,900 |
| 27/08/2026 | $4.22 | $4.24 | $4.03 | $4.14 | 28,000 |
| 26/08/2026 | $4.25 | $4.35 | $4.14 | $4.22 | 16,400 |
| 25/08/2026 | $4.55 | $4.55 | $4.11 | $4.22 | 51,100 |
| 24/08/2026 | $4.50 | $4.71 | $4.24 | $4.58 | 31,700 |
| 21/08/2026 | $4.71 | $4.73 | $4.45 | $4.52 | 40,600 |