Unfortunately, the short answer is no. It seems logical that assembling a fixture from UL-listed parts would give you a UL listing for the fixture. This is a good starting point, but not the entire story. What Underwriters Laboratories will do is put a complete fixture through a series of tests to confirm that it is safe before letting it be put on the market. If the fixture catches fire, it would be deemed as "not UL-listed" and so any resulting damage would be the responsibility of the homeowner; and your insurance company may not cover the damage. Most electricians would be wary installing fixture without a UL label because they would be held liable as well and it could jeopardize their license.