DSP5

Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc

Latest NAV
9.9562 EUR
Performance YTD

-21.4%

Assets Under Management
33m EUR
TER
0.6%
ISIN
LU1327051279
Dividend Policy
Capitalisation
Investment Objective

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.

DSP5

Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc

PERFORMANCE

Performance history

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF -21.4% -8.03% -14.91% -34.1% -63.79% -75.43% -87.64% -90.46%
S&P 500 2x Inverse Daily Index Benchmark Index -21.35% -8.03% -14.88% -34.02% -63.68% -75.08% -87.17% -90.06%
Data as of 06/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF -53.81% -40.32% 10.46% -40.5%
S&P 500 2x Inverse Daily Index Benchmark Index -53.64% -40.05% 11.46% -39.79%
Data as of 06/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/05/2021 9.9562 EUR 33m EUR
05/05/2021 10.1697 EUR 34m EUR
04/05/2021 10.1637 EUR 34m EUR
03/05/2021 9.9938 EUR 33m EUR
30/04/2021 10.0746 EUR 33m 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
Apple Inc USD 5.73%
MICROSOFT CORP USD 5.27%
AMAZON.COM INC USD 3.97%
FACEBOOK INC-CLASS A USD 2.15%
ALPHABET INC-CL A USD 1.97%
ALPHABET INC-CL C USD 1.93%
BERKSHIRE HATHAWAY INC-CL B USD 1.53%
Tesla Inc USD 1.46%
JPMORGAN CHASE & CO USD 1.36%
JOHNSON & JOHNSON USD 1.25%
Name Listing Currency Quantity Weight
Airbus Group NV EUR 30,665 8.8%
DEUTSCHE TELEKOM AG-REG EUR 168,764 8.23%
AMADEUS IT HOLDING SA-A SHS EUR 37,746 6.44%
KBC GROEP NV EUR 30,292 5.99%
BAYER AG-REG EUR 31,304 4.98%
SIEMENS HEALTHINEERS AG EUR 32,653 4.76%
ING GROEP NV-CVA EUR 145,554 4.7%
DEUTSCHE BANK AG-REGISTERED EUR 136,883 4.6%
STMICROELECT EUR 46,845 4.28%
COVESTRO AG EUR 24,562 4.23%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 05/05/2021

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 S&P 500 Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0.11%
Total Expense Ratio +0.6%
Swap price component estimation =0.49%

Index Information

Full Name S&P 500 2x Inverse Daily Index
Index Type Performance
Index Bloomberg Ticker SPXT2IUT
Index Currency USD
Number of Index Components 505
Further Information www.spindices.com

Index Composition Breakdown

Sector Breakdown

Information Technology 26.16%
Health Care 13.01%
Financials 12.99%
Consumer Discretionary 12.42%
Communication Services 11.03%
Industrials 8.9%
Consumer Staples 6%
Others 3.82%
Energy 2.86%
Materials 2.81%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.18%
United Kingdom 0.63%
Netherlands 0.15%
Japan 0.04%
Data as of 05/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1327051279
UCITS Yes
Share Class Currency USD
Assets Under Management 33.2m EUR
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 41,097.3m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/12/2021
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

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
BX Swiss DSP5 BW CHF - 19/07/2019 Capitalisation - LU1327051279 37m CHF
Borsa Italiana SPX2S IM EUR - 27/01/2016 Capitalisation 387,993EUR LU1327051279 34m EUR
Euronext DSP5 FP EUR - 19/01/2016 Capitalisation 591,059EUR LU1327051279 34m EUR
*Related Shareclasses

Market Makers

BNP Paribas
Flow Traders
Optiver
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Finland
France
Spain
Denmark
Norway
UK
Sweden
Italy
Netherlands
Austria
Germany
Switzerland
Data as of 06/05/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
26/02/2021

Notice to Shareholders Eligibility of the ETF for French PEA equity savings plans

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