LYSPH

Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist

Latest NAV
194.2669 CHF
Performance YTD

17.82%

Assets Under Management
10,094m CHF
TER
0.09%
ISIN
LU1302703878
Dividend Policy
Distribution
Investment Objective

The Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index S&P 500 Net Total Return Index, offsetting the impact of daily variations of the index local currency vs. the CHF. The CHF-hedged share class offers the simplicity of a daily currency hedge mechanism that is embedded in the investment product, representing an efficient solution to manage the foreign-exchange risk. The S&P 500 Net Total Return Index is a widely regarded benchmark of US large caps, tracking 500 leading companies and covering approximately 80% of the US free-float market capitalisation. Further index details and methodology may be found at www.spindices.com Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LYSPH

Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist

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.

Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 17.32% 2.56% 5.26% 36.89% 54.39% 95.84% - 104.96%
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 17.24% 2.55% 5.23% 36.68% 53.42% 93.48% - 102.4%
Data as of 28/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 16.97% 26.8% -7.91% 18.65% - - - - - -
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 16.68% 26.52% -8.1% 18.28% - - - - - -
Data as of 28/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
29/07/2021 194.2669 CHF 10,094m CHF
28/07/2021 193.4518 CHF 10,096m CHF
27/07/2021 193.4927 CHF 10,050m CHF
26/07/2021 194.4066 CHF 10,094m CHF
23/07/2021 193.9641 CHF 10,114m CHF

Dividend History

Date Amount Currency
07/07/2021 1.26 CHF
09/12/2020 0.98 CHF
08/07/2020 1.4 CHF
11/12/2019 1.04 CHF
10/07/2019 1.37 CHF

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
Apple Inc USD 6.18% Information Technology United States
MICROSOFT CORP USD 5.79% Information Technology United States
AMAZON.COM INC USD 4.17% Consumer Discretionary United States
FACEBOOK INC-CLASS A USD 2.36% Communication Services United States
ALPHABET INC-CL A USD 2.13% Communication Services United States
ALPHABET INC-CL C USD 2.09% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1.43% Financials United States
Tesla Inc USD 1.33% Consumer Discretionary United States
NVIDIA CORP USD 1.28% Information Technology United States
JPMORGAN CHASE & CO USD 1.23% Financials United States
Name Listing Currency Quantity Weight Sector Country
AMAZON.COM INC USD 137,731 6.07% Consumer Discretionary United States
Apple Inc USD 3.39m 6.06% Information Technology United States
BNP PARIBAS EUR 8.13m 5.99% Financials France
INTRAWEST RESORTS HOLDINGS I USD 1.58m 5.06% Information Technology United States
ALPHABET INC-CL A USD 149,292 4.79% Communication Services United States
BOEING CO/THE USD 1.17m 3.16% Industrials United States
MICROSOFT CORP USD 889,232 3.1% Information Technology United States
FACEBOOK INC-CLASS A USD 681,924 3.05% Communication Services United States
TARGET CORP USD 942,360 2.96% Consumer Discretionary United States
AXA SA EUR 9.06m 2.84% Financials France
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale,Morgan Stanley
Date 28/07/2021

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 UCITS ETF - Daily Hedged to CHF - Dist

1Y Tracking Difference 0.21%
Total Expense Ratio +0.09%
Swap price component estimation =0.3%

To assist with meeting some of the Fund's costs the Manager has requested a fees contribution of up to 0.06% of the swap notional amount from the swap counterparties active on this fund. Note that this fee contribution is not charged to investors in addition to the management fee and to any swap fee as set out on this fund’s webpage.

Index Information

Full Name S&P 500 CHF Daily Hdg (Net TR)
Index Type Performance
Index Bloomberg Ticker SPXDHCN
Index Currency CHF
Number of Index Components 505
Further Information www.spindices.com
Dividend Yield (%) 1.35
Data as of 28/07/2021

ESG data

Temperature Score

BBB

ESG Rating

5.03

ESG SCORE

143.01

Carbon footprint
(tons CO2e/$M sales)

Index Composition Breakdown

Sector Breakdown

Information Technology 27.67%
Health Care 13.27%
Consumer Discretionary 12.3%
Communication Services 11.3%
Financials 10.92%
Industrials 8.45%
Consumer Staples 5.86%
Others 5.06%
Real Estate 2.64%
Energy 2.54%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.22%
United Kingdom 0.6%
Netherlands 0.14%
Japan 0.04%
Data as of 27/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1302703878
UCITS Yes
Share Class Currency CHF
Assets Under Management 10,093.6m CHF
Total Expense Ratio 0.09%
Dividend Treatment Distribution
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 50,442.7m CHF
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/12/2021
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale,Morgan Stanley
Full Property of the Assets Yes
UKFRS Yes
Inception Date 28/04/2016
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 LYSPH SW CHF CHF 15/06/2016 Distribution 31,248CHF LU1302703878 10,016m CHF
LSE* SP5G LN GBP GBP 22/02/2019 Distribution 160,097GBP LU1950341179 7,928m GBP
LSE* SP5L LN GBP - 07/07/2017 Capitalisation 65,128GBP LU1135865084 7,928m GBP
LSE* LSPX LN GBP - 18/05/2010 Distribution 123,618GBP LU0496786657 7,928m GBP
LSE* SP5C LN USD - 07/07/2017 Capitalisation 140,927USD LU1135865084 10,907m USD
LSE* LSPU LN USD - 18/05/2010 Distribution 1.87m USD LU0496786657 10,907m USD
Xetra* 6TVM GY EUR - 04/09/2020 Distribution 173,964EUR LU0496786657 9,249m EUR
Xetra* LYP2 GY EUR EUR 04/09/2020 Distribution 156,475EUR LU0959211243 9,249m EUR
BMV* SP5CN MM MXN - 26/03/2020 Capitalisation - LU1135865084 219,960m MXN
Euronext* SP5C FP EUR - 19/05/2016 Capitalisation 576,787EUR LU1135865084 9,249m EUR
Borsa Italiana* SPXH IM EUR EUR 30/10/2013 Distribution 201,345EUR LU0959211243 9,249m EUR
Euronext* SP5H FP EUR EUR 17/09/2013 Distribution 997,686EUR LU0959211243 9,249m EUR
WSE* LYPS PW PLN - 31/05/2011 Distribution 516,444PLN LU0496786574 42,182m PLN
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution 302,377USD LU0496786657 10,907m USD
Euronext* SP5 FP EUR - 11/06/2010 Distribution 1.63m EUR LU0496786574 9,249m EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution 455,283EUR LU0496786574 9,249m EUR
Xetra* LYPS GY EUR - 17/05/2010 Distribution 1.34m EUR LU0496786574 9,249m EUR
*Related Shareclasses

Market Makers

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

Passporting Information

Luxembourg
Singapore
Switzerland
UK
Germany
Austria
Chile
Data as of 28/07/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
23/04/2019

Notice to Shareholders NOTICE OF ANNUAL GENERAL MEETING

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