By continuing to browse the site, you are agree on the use of cookies to track the number of visits.To know more about cookies policy:click here

Lyxor ETFs - Full ETF range | Lyxor UK

SP5 Lyxor S&P 500 UCITS ETF - Acc

Capitalisation

Country

Currency Hedged

Style, Small/Mid Caps

Leveraged, Short and Double Short

North America

Developed Market

Equity

SP5 Lyxor S&P 500 UCITS ETF - Acc

Equity

Developed Market

North America

Leveraged, Short and Double Short

Style, Small/Mid Caps

Currency Hedged

Country

Capitalisation

Capitalisation

Smart Beta

Country

Currency Hedged

Style, Small/Mid Caps

Leveraged, Short and Double Short

North America

Developed Market

Equity

Latest NAV :
183.0249 USD
Data as of 22/03/2019, Source: Lyxor International Asset Management
YTD Performance:
12.20%
Total return as of 22/03/2019
Asset Under Management
9,616.9 M USD
ISIN
LU1135865084
TER :
0.15%
Dividend Treatment
Capitalisation
Nav History
Prospectus
KIID
Factsheets

Investment Objective

Main Fund Characteristics

ISIN LU1135865084
UCITS Yes
Base currency EUR
Assets Under Management 9,616.9 M USD
Total Expense Ratio 0.15 %
Dividend Treatment Capitalisation
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 35,444.7 M USD
ISA Yes
SIPP Yes
German tax transparency Yes
Financial Year End 31/12
Portfolio Managers Raphaël Dieterlen, Sébastien Foy
Swap Counterparty Société Générale
Full property of the assets Yes
UKFRS Yes
Inception Date 09/12/2014
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

ExchangeTicker BloombergListing CurrencyCurrency HedgedListing DateDividend PolicyADV 3MISINFund AUM in CCY
EuronextSP5C FPEUR-19/05/2016Capitalisation171,417 EURLU11358650848,523.4 M EUR
LSESP5C LNUSD-07/07/2017Capitalisation209,024 USDLU11358650849,616.9 M USD
LSESP5L LNGBP-07/07/2017Capitalisation358 GBPLU11358650847,274.7 M GBP
Xetra *LYPS GYEUR-17/05/2010Distribution0.7 M EURLU04967865748,523.4 M EUR
LSE *LSPU LNUSD-18/05/2010Distribution1.5 M USDLU04967866579,616.9 M USD
LSE *LSPX LNGBP-18/05/2010Distribution233,515 GBPLU04967866577,274.7 M GBP
Borsa Italiana *SPX IMEUR-31/05/2010Distribution1.3 M EURLU04967865748,523.4 M EUR
Euronext *SP5 FPEUR-11/06/2010Distribution1 M EURLU04967865748,523.4 M EUR
SIX Swiss Ex *LYSP5 SWUSD-21/09/2010Distribution154,944 USDLU04967866579,616.9 M USD
WSE *LYPS PWPLN-31/05/2011Distribution133,450 PLNLU049678657436,647.6 M PLN
SIX Swiss Ex *LYSPH SWCHFCHF15/06/2016Distribution31,762 CHFLU13027038789,558.6 M CHF
LSE *SP5G LNGBPGBP22/02/2019Capitalisation9,238 GBPLU19503411797,274.7 M GBP
* Related Shareclasses

Market Makers

Data provided by relevant exchanges

Passporting Information

Data as of22/03/2019, Source: Lyxor International Asset Management
Performance : 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."
Performance Chart
AUM Evolution

Performance Chart

Performance

Product YTD1M3M6M1Y3Y5YALL
Lyxor S&P 500 UCITS ETF - Acc ETF 12.20%0.44%19.67%-3.17%7.86%--19.12%
S&P 500 Net Total Return Index Benchmark
S&P 500 Net Total Return Index Benchmark
Data as of22/03/2019, Source: Lyxor International Asset Management
Product 2A 3A 4A 5A
Lyxor S&P 500 UCITS ETF - Acc ETF
S&P 500 Net Total Return Index Benchmark
Data as of22/03/2019, Source: Lyxor International Asset Management

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 UCITS ETF - Acc
1Y Tracking Difference 0.43%
Total Expense Ratio + 0.15%
Swap price component estimation = 0.58%

NAVs History

Dividend History

DateAmountCurrency
No records found.
DateAmountCurrency
This fund does not distribute any dividend.

Top Ten Index Constituents

NameTicker BloombergCurrencyWeight %
MICROSOFT CORPMSFT UWUSD3.85%
Apple IncAAPL UWUSD3.67%
AMAZON.COM INCAMZN UWUSD3.12%
FACEBOOK INC-AFB UWUSD1.68%
BERKSHIRE HATHAWAY INC-CL BBRK/B UNUSD1.67%
ALPHABET INC-CL CGOOG UWUSD1.59%
JOHNSON & JOHNSONJNJ UNUSD1.56%
ALPHABET INC-CL AGOOGL UWUSD1.55%
EXXON MOBIL CORPXOM UNUSD1.46%
JPMORGAN CHASE & COJPM UNUSD1.40%

Index Information

Full NameS&P 500 Net Total Return Index
Index TypePerformance
Index Bloomberg TickerSPTR500N
Index CurrencyUSD
Number of Index Components505
Further Informations www.spindices.com
Dividend Yield1.97
Data as of21/03/2019
Carbon Footprint
Carbon efficiency (t CO2/$m)80.85
Data as of28/02/2019

Index Composition Breakdown

Sector Breakdown
Currency Breakdown
Country Breakdown
countryweight
United States
97.77%
Ireland
1.03%
United Kingdom
0.66%
Switzerland
0.43%
Japan
0.06%
Bermuda
0.04%
Data as of22/03/2019, Source: Lyxor International Asset Management
Top 10 Fund Holdings
NameCurrencyQuantityWeight %
JPMORGAN CHASE & COUSD6,776,8406.90%
MICROSOFT CORPUSD4,314,7805.16%
ALPHABET INC-CL AUSD343,8404.24%
KERINGEUR500,0002.84%
NVIDIA CORPUSD1,554,7042.82%
WELLS FARGO & COUSD5,330,1552.63%
DEUTSCHE TELEKOM AG-REGEUR14,300,0002.58%
AXA SAEUR9,064,4012.33%
BANK OF AMERICA CORPUSD7,704,8282.13%
FACEBOOK INC-AUSD1,218,1312.04%
Swap Information
Basket value in % of AUM 101.83%
Counterparty risk Level -1.83%
Swap CounterpartySociété Générale
Date2019-03-22
1 week moving average of counterparty risk level
Holding Composition Breakdown
Sector Breakdown
Currency Breakdown
Country Breakdown
countryweight
United States
82.53%
France
8.34%
Germany
2.64%
Japan
2.52%
United Kingdom
1.32%
Spain
0.54%
Switzerland
0.33%
Australia
0.24%
Norway
0.24%
Russia
0.23%
Sweden
0.21%
Netherlands
0.17%
Belgium
0.14%
Finland
0.11%
Austria
0.11%
Portugal
0.08%
Luxembourg
0.07%
Canada
0.07%
Czech Republic
0.06%
Italy
0.04%
Ireland
0.02%
Data as of22/03/2019, Source: Lyxor International Asset Management
Fund related documents
ETF NameTypeLanguagePublication DateSizeDownload
Lyxor S&P 500 UCITS ETF - AccFactsheetsEnglish28/02/2019267 Ko
Lyxor S&P 500 UCITS ETF - AccProspectusEnglish28/12/20186200 Ko
Lyxor S&P 500 UCITS ETF - AccKIIDEnglish10/12/2018194 Ko
Lyxor S&P 500 UCITS ETF - AccAnnual ReportsEnglish31/12/20174167 Ko
Lyxor S&P 500 UCITS ETF - AccSemi-Annual ReportsEnglish30/06/20182303 Ko
Lyxor S&P 500 UCITS ETF - AccUKRFS ReportsEnglish15/03/2019262 Ko

|
Notice to Investors in Asia-Pacific Region

This document is prepared for and intended to be distributed in Asia-Pacific Region solely to sophisticated and professional clients. You should thereforebe appropriately qualified as a professional, accredited, wholesale, expert or institutional investor (however defined in your local jurisdiction). It is distributed by licensed affiliates of Societe Generale (“SG”) which is a French credit institution (bank) authorised by the Autorité de Contrôle Prudentiel (the French Prudential Control Authority) in accordance with applicable regulations and SG’s internal policy. You should be aware that local regulations may not allow this document to be distributed from your local SG licensed affiliate, but may allow it to be distributed from an offshore branch or affiliate under certain circumstances. If in any doubt, you should always determine which licensed affiliate is responsible for distributing this document to you by contacting SG. You should also be aware that financial products or services referred to may not be sold, bought or subscribed to if you do not qualify in your local jurisdiction. Always ensure that you contact and deal through appropriately licensed entities if you wish to purchase any such products or services.

For Investors Receiving This Document From SG Securities (HK) Limited: This document is distributed to you by SG Securities (HK) Limited (CE: AAD941) ("SG") as an activity that is wholly incidental to its carrying out of a regulated activity for which it is already licenced. Details of SG's licence can be provided upon request.

SG Securities (HK) Limited (“SGSHK”) has been appointed by Lyxor Asset Management and Lyxor International Asset Management (“Lyxor”) to promote the funds launched by Lyxor. Investors [and prospective investors] should note that a service fee may be paid by Lyxor to SGSHK for its services.

For Recipients Where This Document is Distributed by Societe Generale, Hong Kong Branch: This document is issued solely to “professional investors” within the meaning of the Securities and Futures Ordinance (Cap. 571) of Hong Kong and any rules made under that Ordinance. If this document is distributed to you by SG Securities (HK) Limited (CE: AAD941) (“SGHK”), the details of SGHK’s licence can be provided upon request.

For Recipients in Singapore: This document is distributed by MAS licensed representatives of Société Générale, Singapore Branch and may only be provided to institutional investors, as defined in Section 4A of the Securities and Futures Act. If you wish to discuss this document or effect transactions in any security discussed herein, you should do so with or through MAS licensed representatives of Société Générale, Singapore Branch. If you are an accredited investor or expert investor, please be informed that in our dealings with you, we are relying on certain exemptions to the Financial Advisers Act (“FAA”) - (1) the exemption in Regulation 33 of the Financial Advisers Regulations (“FAR”), which exempts us from complying with Section 25 of the FAA on disclosure of product information to clients; (2) the exemption set out in Regulation 34 of the FAR, which exempts us from complying with Section 27 of the FAA on recommendations; and (3) the exemption set out in Regulation 35 of the FAR, which exempts us from complying with Section 36 of the FAA on disclosure of certain interests in securities.

For Documents Distributed in China from Offshore (as a Result of a Reverse Enquiry): This document has been prepared and distributed by Societe Generale as a result of a reverse enquiry by you. Societe Generale (China) Limited has not been involved with the preparation or distribution of this document. Any products or services that may be mentioned in this document are subject to laws and regulations and regulator’s requirements in China and may not be able to be provided in China.

Notice for Documents Distributed in Taiwan: This document is to present to you as a result of reverse enquiry and may only be distributed to “professional institutional investors” within the meaning provided in the applicable regulations in Taiwan. The product(s) or service(s), if any, mentioned in this document, have not been registered with or approved by Taiwan competent authorities and are not regulated by Taiwan laws and regulations.

For Recipients to Korean Investors: This document is distributed by SG Securities (HK) Limited outside Korea and intended only for Korean financial institutions holding the dealing or brokerage business license under the Financial Investment and Capital Market Act of Korea and the Enforcement Decree thereof. SG Securities (HK) Limited is regulated by the Securities & Futures Commission under Hong Kong laws. The product mentioned in this document may not be eligible or suitable for all types of investors. This document is not intended for private customers.

Notice to Australian Investors: This document is distributed in Australia by SG Securities (HK) Limited (SGHK). Under ASIC Class Order [CO 03/1103], SGHK is exempt from the requirement to hold an Australian financial services licence for the provision of its financial services to you. SGHK is authorised and regulated by the Securities and Futures Commission of Hong Kong under the laws of Hong Kong which differ from Australian laws. This document is provided to you on the basis that you are a 'wholesale client' within the meaning of section 761G of the Corporations Act 2001 (Cth).

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:
  • The difference of repo rate between the basket of securities held by the ETF and the index components.
  • Pricing parameters linked to the index replication.
In order to challenge the spread given by the counterparty, Lyxor uses its own valuation tools to get market prices and/or carry out its RFP process. The Performance Swap is also controlled on a daily basis by the Fund Manager.