DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

Latest NAV
1.6326 EUR
Performance YTD

18.87%

Assets Under Management
61m EUR
TER
0.6%
ISIN
FR0010869495
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Daily ShortDAX x2 UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index SHORTDAX X2 INDEX. The SHORTDAX X2 INDEX is linked to the performance of the DAX Index in an inverse way - a positive development of the SHORTDAX X2 INDEX will result in a negative change with a leveraged ratio of 2 and vice versa. In addition to double inverse DAX performance, the index also contains interest payments resulting from the investment strategy in three times the amount of the overnight rate. Interest accrues in the same amount for the investment volume as well as for the funds received from short-selling. SHORTDAX X2 INDEX is therefore an attractive investment not only in falling but also in sideways markets and periods where market trends are unclear. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of Lyxor Daily ShortDAX x2 UCITS ETF - Acc until 20/04/2018. This fund was absorbed by Lyxor Daily ShortDAX x2 UCITS ETF - Acc on 20/04/2018.

Legend:

The figures relating to [past performances / simulated past performances / past performances and simulated past performances] refer or relate to past periods and are not a reliable indicator of future results. This also applies to historical market data.

Product 1Y 3Y 5Y 10Y
Lyxor Daily ShortDAX x2 UCITS ETF - Acc 2.33% -25.08% -16.98% -25.18%
Benchmark Index 2.5% -24.73% -16.46% -24.62%
Data as of 19/05/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Daily ShortDAX x2 UCITS ETF - Acc 18.87% 2.47% 4.43% 2.33% -57.94% -60.58% -94.5% -96.24%
Benchmark Index 18.94% 2.49% 4.46% 2.5% -57.35% -59.34% -94.08% -95.88%
Data as of 19/05/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Daily ShortDAX x2 UCITS ETF - Acc -31.37% -34.42% -41.56% 36.17% -25.31% -24.74% -30.46% -13.41% -41.04% -46.47%
Benchmark Index -31.19% -33.99% -41.11% 37.29% -24.65% -24.08% -29.89% -12.75% -40.52% -45.91%
Data as of 19/05/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
19/05/2022 1.6326 EUR 59m EUR
18/05/2022 1.604 EUR 58m EUR
12/05/2022 1.6722 EUR 61m EUR
11/05/2022 1.651 EUR 56m EUR
10/05/2022 1.7261 EUR 59m EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS

This ETF uses synthetic replication to track the performance of the index. As such, the holdings of the ETF may vary from that of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight Sector Country
LINDE PLC EUR 10.6% Materials United Kingdom
SAP AG EUR 8.14% Information Technology Germany
Allianz SE EUR 7.2% Financials Germany
SIEMENS AG-REG EUR 7.17% Industrials Germany
BAYER AG-REG EUR 5.23% Health Care Germany
AIRBUS SE EUR 4.97% Industrials France
DEUTSCHE TELEKOM AG-REG EUR 4.93% Communication Services Germany
Mercedes-Benz Group AG EUR 4.37% Consumer Discretionary Germany
BASF SE EUR 3.82% Materials Germany
DEUT POST EUR 3.26% Industrials Germany
Name Listing Currency Quantity Weight Sector Country
PVH Corp USD 61,720 7.85% Consumer Discretionary United States
AMAZON.COM INC USD 1,518 7.4% Consumer Discretionary United States
ALPHABET INC-CL A USD 1,632 6.59% Communication Services United States
AGILENT TECHNOLOGIES INC USD 25,894 5.31% Health Care United States
DuPont de Nemours Inc USD 42,044 4.78% Materials United States
MOSAIC CO/THE USD 40,283 4.54% Materials United States
DANAHER CORP USD 10,062 4.5% Health Care United States
Cigna Holding Co USD 10,285 4.43% Health Care United States
MICROSOFT CORP USD 9,414 4.36% Information Technology United States
SKYWORKS SOLUTIONS INC USD 20,943 4.07% Information Technology United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Morgan Stanley
Date 22/04/2022

1 week moving average of counterparty risk level

Counterparty risk level at daily adjustment time

Swap Price Component

Although past performance is no indicator of future performance, you can get an estimation of the swap price component over the last 12 months by adding the TER to the realized Tracking Difference. the price of being long the index and short the basket of securities held by the ETF (ie. the spread applicable to the index performance provided by the swap counterparty) can be understood as the swap price component. The latter can be positive or negative, depending on the following factors: Read more

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

1Y Tracking Difference -0.17%
Total Expense Ratio +0.6%
Swap price component estimation =0.43%

Index Information

Full Name SHORTDAX X2 INDEX
Index Type Performance
Index Bloomberg Ticker SHRTDAX2
Index Currency EUR
Number of Index Components 40
Further Information www.stoxx.com/indices/

Index Composition Breakdown

Sector Breakdown

Industrials 18.13%
Materials 16.91%
Consumer Discretionary 15.36%
Financials 14.79%
Health Care 11.89%
Information Technology 11.07%
Communication Services 4.93%
Utilities 3.85%
Real Estate 2.2%
Others 0.87%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 83.66%
United Kingdom 10.6%
France 4.97%
United States 0.77%
Data as of 22/04/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010869495
UCITS Yes
Share Class Currency EUR
Assets Under Management 61.2m EUR
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
Original inception date 09/04/2010
EU-SD Status Out of Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Umbrella AUM 24,231.3m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/10/2022
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Morgan Stanley
Full Property of the Assets Yes
UKFRS Yes
Inception Date 19/04/2018
Minimum Investment 1 Share
SFDR Classification 6

DISCLAIMER: This fund includes a risk of capital loss. Investors therefore may not recover all or part of their initial investment. The redemption value of this fund may be less than the amount initially invested. In a worst case scenario, investors could sustain the loss of their entire investment. Be sure to read carefully the Key Investor Information document, and the “risk factors” section of a fund’s performance to better understand the risks involved.

Trading Information

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
SIX Swiss Ex LYDSD SW EUR - 20/04/2018 Capitalisation - FR0010869495 58m EUR
Borsa Italiana DAX2S IM EUR - 20/04/2018 Capitalisation - FR0010869495 58m EUR
Xetra LYQL GY EUR - 20/04/2018 Capitalisation - FR0010869495 58m EUR
Euronext DSD FP EUR - 20/04/2018 Capitalisation - FR0010869495 58m EUR
*Related Shareclasses

Market Makers

Banca Sella Holding S.P.A.
BNP Paribas
Commerzbank
DRW GLOBAL MARKETS LTD
Flow Traders
IMC Trading
Optiver
Société Générale
Susquehanna
Virtu Financial
Data provided by relevant exchanges

Passporting Information

France
Germany
Italy
Switzerland
Finland
Sweden
UK
Austria
Data as of 19/05/2022, Source: Lyxor International Asset Management

DOCUMENTS

NEWS

Notice to Shareholders
18/02/2022

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders
08/12/2021

Notice to Shareholders Prospectus amendment - Lyxor ETF

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
05/03/2021

Notice to Shareholders PROPOSED RESOLUTIONS MULTI UNITS France SICAV

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