ESUS

ETRACS 2x Leveraged MSCI USA ESG Focus TR ETN
*Unless otherwise stated, data provided by FactSet.

ESUS Fund Description

ESUS provides 2x leveraged exposure to the compounded quarterly performance of an index containing large- and mid-cap US companies that are selected and weighted based on various ESG factors.

ESUS Factset Analytics Insight

ESUS makes a leveraged bullish bet on the MSCI USA ESG Focus Index—an index that holds large- and mid-cap companies exhibiting positive ESG characteristics, while maintaining a market-like risk and return profile. Eligible securities are initially screened to exclude firms involved in tobacco, controversial weapons, fossil fuel extraction, and thermal coal power. The portfolio is then optimized to maximize its exposure to ESG factors while staying true to a market-like exposure (subject to constraints). The underlying index rebalances quarterly. As a levered product with 2x factor that resets quarterly, the fund is not a buy-and-hold investment and should not be expected to provide index leverage return on a day-to-day basis. In addition, investors should note that ESUS is an ETN, and therefore carries the credit risk of the issuer, UBS.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ESUS 24.07% 16.12% -26.01% -- -- -- --
ESUS (NAV) 24.21% 15.86% -25.99% -- -- -- --
MSCI USA ESG Focus Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ESUS Summary Data

UBS
ETRACS
09/14/21
Exchange-Traded Note
0.95%
--
0.63%

ESUS Portfolio Data

--
N/A

ESUS Index Data

MSCI USA ESG Focus Index
Principles-based
Principles-based
N/A

ESUS Fund Structure

No
--
-- / --
UBS AG (London Branch)
Low
High
2
Daily

ESUS Tax Exposures

20.00% / 39.60%
--
No

ESUS Factset Analytics Block Liquidity

As of 08/15/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ESUS. ESUS is rated a N/A out of 5.

ESUS Tradability

17
$216.43
1
0
0.63%
$0.11
0.01%
2.66% / -3.58%
None
100.00%
50,000
0.00
--
--
0
$20.70
N/A

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.