UBS AG London Branch
Symbol: FIEE
Exchange: NASDAQ
Sector: N/A
Category: N/A
Inception date: N/A
Latest date: 16/07/2026
Current price: $3.60
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
-16.86%
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
-53.25%
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
-1.37%
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
17.65%
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
4.35%
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
-5.01%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.29%
Best day
28.059%
Worst day
-31.7%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $3.39 | $3.80 | $3.39 | $3.60 | 2,100 |
| 15/07/2026 | $3.52 | $3.52 | $3.52 | $3.52 | 4,100 |
| 14/07/2026 | $3.25 | $3.25 | $3.25 | $3.25 | 200 |
| 13/07/2026 | $3.85 | $4.20 | $3.85 | $4.15 | 1,900 |
| 10/07/2026 | $4.07 | $4.30 | $3.30 | $4.00 | 6,100 |
| 09/07/2026 | $3.95 | $4.12 | $3.95 | $4.01 | 5,500 |
| 08/07/2026 | $3.83 | $3.83 | $3.66 | $3.66 | 1,700 |
| 07/07/2026 | $3.85 | $3.85 | $3.45 | $3.45 | 4,200 |
| 06/07/2026 | $3.95 | $3.95 | $3.95 | $3.95 | 1,000 |
| 02/07/2026 | $4.10 | $4.25 | $4.00 | $4.00 | 5,800 |