50.74%
The Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark inde S&P 500 2x Inverse Daily Index. The S&P 500 2x Inverse Daily Index (the "Index") denominated in US dollars (USD) in order to offer an inverse exposure to with daily 2x leverage, to the performance of the United States equity market – while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
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 |
---|---|
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF | 4.93% |
Benchmark Index | 4.99% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF | 50.74% | 31.03% | 28.43% | 4.93% | - | - | - | -66.31% |
Benchmark Index | 50.76% | 31.04% | 28.44% | 4.99% | - | - | - | -66.1% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF | -40.91% | -54.04% | - | - | - | - | - | - | - | - |
Benchmark Index | -40.85% | -53.88% | - | - | - | - | - | - | - | - |
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 |
---|---|---|---|---|
Apple Inc | USD | 6.94% | Information Technology | United States |
MICROSOFT CORP | USD | 5.69% | Information Technology | United States |
AMAZON.COM INC | USD | 3.5% | Consumer Discretionary | United States |
Tesla Inc | USD | 2.33% | Consumer Discretionary | United States |
ALPHABET INC-CL A | USD | 1.99% | Communication Services | United States |
ALPHABET INC-CL C | USD | 1.84% | Communication Services | United States |
BERKSHIRE HATHAWAY INC-CL B | USD | 1.7% | Financials | United States |
UNITEDHEALTH GROUP INC | USD | 1.36% | Health Care | United States |
NVIDIA CORP | USD | 1.35% | Information Technology | United States |
JOHNSON & JOHNSON | USD | 1.32% | Health Care | United States |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
ESSITY AKTIEBOLAG-B | SEK | 144,329 | 9.23% | Consumer Staples | Sweden |
Swedish Orphan Biovitrum AB | SEK | 160,033 | 8.72% | Health Care | Sweden |
EUROFINS SCIENTIFIC | EUR | 35,350 | 7.85% | Health Care | Luxembourg |
LUNDIN PETROLEUM AB | SEK | 61,692 | 6.27% | Energy | Sweden |
UNIVERSAL MUSIC GROUP BV | EUR | 75,058 | 4.42% | Communication Services | Netherlands |
ASR NEDERLAND NV | EUR | 38,652 | 4.35% | Financials | Netherlands |
NOVO NORDISK A/S-B | DKK | 16,942 | 4.35% | Health Care | Denmark |
Apple Inc | USD | 11,544 | 4.32% | Information Technology | United States |
KONINKLIJKE DSM NV | EUR | 10,743 | 4.15% | Materials | Netherlands |
ArcelorMittal | EUR | 51,671 | 3.8% | Materials | Luxembourg |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
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
1Y Tracking Difference | -0.06% |
Total Expense Ratio | +0.6% |
Swap price component estimation | =0.54% |
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
Apple Inc | USD | 6.94% | Information Technology | United States |
MICROSOFT CORP | USD | 5.69% | Information Technology | United States |
AMAZON.COM INC | USD | 3.5% | Consumer Discretionary | United States |
Tesla Inc | USD | 2.33% | Consumer Discretionary | United States |
ALPHABET INC-CL A | USD | 1.99% | Communication Services | United States |
ALPHABET INC-CL C | USD | 1.84% | Communication Services | United States |
BERKSHIRE HATHAWAY INC-CL B | USD | 1.7% | Financials | United States |
UNITEDHEALTH GROUP INC | USD | 1.36% | Health Care | United States |
NVIDIA CORP | USD | 1.35% | Information Technology | United States |
JOHNSON & JOHNSON | USD | 1.32% | Health Care | United States |
Full Name | S&P 500 2x Inverse Daily Index |
Index Type | Performance |
Index Bloomberg Ticker | SPXT2IUT |
Index Currency | USD |
Number of Index Components | 504 |
Further Information | www.spindices.com |
Information Technology | 26.62% |
|
Health Care | 14.09% |
|
Consumer Discretionary | 12.03% |
|
Financials | 11.11% |
|
Communication Services | 8.71% |
|
Industrials | 8.02% |
|
Consumer Staples | 6.74% |
|
Others | 5.59% |
|
Energy | 4.09% |
|
Real Estate | 3% |
|
USD | 100% |
|
United States | 99.21% |
United Kingdom | 0.62% |
Netherlands | 0.13% |
Japan | 0.05% |
ISIN | LU1327051279 |
UCITS | Yes |
Share Class Currency | USD |
Assets Under Management | 43.8m CHF |
Total Expense Ratio | 0.6% |
Dividend Treatment | Capitalisation |
EU-SD Status | Out of Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 53,455.6m CHF |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/12/2022 |
Portfolio Managers | Raphaël Dieterlen, Sebastien Foy |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 14/12/2015 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
BX Swiss | DSP5 BW | CHF | - | 19/07/2019 | Capitalisation | - | LU1327051279 | 51m CHF |
Borsa Italiana | SPX2S IM | EUR | - | 27/01/2016 | Capitalisation | - | LU1327051279 | 49m EUR |
Euronext | DSP5 FP | EUR | - | 19/01/2016 | Capitalisation | - | LU1327051279 | 49m EUR |
BNP Paribas |
Commerzbank |
Flow Traders |
IMC Trading |
Optiver |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 264 Ko |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
Prospectus | English | 01/04/2022 | 4873 Ko |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
KIID | English | 18/02/2022 | 173 Ko |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
Annual Reports | English | 31/12/2020 | 6408 Ko |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc |
UKRFS Reports | English | 03/08/2018 | 265 Ko |
Notice to Shareholders Lyxor International Asset Management Merger - Amundi
Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders
Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg
Notice to Shareholders Annual general meeting Multi Units Luxembourg