LYSPH

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

Latest NAV
199.9735 CHF
Performance YTD

21.28%

Assets Under Management
10,266m 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 1Y 3Y 5Y
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 34.31% 19.45% 15.56%
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 34.11% 19.21% 15.29%
Data as of 27/10/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 21.28% 2.34% 3.35% 34.31% 70.34% 106.15% - 111.87%
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 21.15% 2.34% 3.31% 34.11% 69.32% 103.78% - 109.14%
Data as of 27/10/2021, 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 27/10/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/10/2021 199.9735 CHF 10,146m CHF
26/10/2021 200.9772 CHF 10,266m CHF
25/10/2021 200.6229 CHF 10,240m CHF
22/10/2021 199.7045 CHF 10,155m CHF
21/10/2021 199.9203 CHF 10,197m 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

ESG

ESG data

Temperature Score

BBB

ESG Rating

5.04

ESG SCORE

136.11

Carbon footprint
(tons CO2e/$M sales)

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 6.02% Information Technology United States
MICROSOFT CORP USD 5.98% Information Technology United States
AMAZON.COM INC USD 3.73% Consumer Discretionary United States
Tesla Inc USD 2.15% Consumer Discretionary United States
ALPHABET INC-CL A USD 2.14% Communication Services United States
FACEBOOK INC-CLASS A USD 2.02% Communication Services United States
ALPHABET INC-CL C USD 2.02% Communication Services United States
NVIDIA CORP USD 1.49% Information Technology United States
BERKSHIRE HATHAWAY INC-CL B USD 1.39% Financials United States
JPMORGAN CHASE & CO USD 1.32% Financials United States
Name Listing Currency Quantity Weight Sector Country
BNP PARIBAS EUR 8.13m 6.59% Financials France
Apple Inc USD 2.95m 5.28% Information Technology United States
MICROSOFT CORP USD 1.29m 4.8% Information Technology United States
SALESFORCE.COM INC USD 1.21m 4.28% Information Technology United States
Tesla Inc USD 329,172 4.03% Consumer Discretionary United States
AXA SA EUR 9.06m 3.09% Financials France
ADOBE INC USD 388,566 3% Information Technology United States
FACEBOOK INC-CLASS A USD 789,975 3% Communication Services United States
NVIDIA CORP USD 933,871 2.77% Information Technology United States
KLA Corp USD 653,129 2.68% 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 Société Générale,Morgan Stanley
Date 26/10/2021

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 0.2%
Total Expense Ratio +0.09%
Swap price component estimation =0.29%

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 (%) 1.38
Data as of 26/10/2021

Index Composition Breakdown

Sector Breakdown

Information Technology 27.67%
Health Care 12.93%
Consumer Discretionary 12.7%
Financials 11.59%
Communication Services 10.75%
Industrials 8.19%
Consumer Staples 5.64%
Others 4.96%
Energy 2.95%
Real Estate 2.62%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.23%
United Kingdom 0.59%
Netherlands 0.14%
Japan 0.04%
Data as of 25/10/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1302703878
UCITS Yes
Share Class Currency CHF
Assets Under Management 10,265.6m CHF
Total Expense Ratio 0.09%
Dividend Treatment Distribution
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 52,636.9m 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 22,922CHF LU1302703878 10,266m CHF
LSE* SP5G LN GBP GBP 22/02/2019 Distribution 104,988GBP LU1950341179 8,089m GBP
LSE* SP5L LN GBP - 07/07/2017 Capitalisation 65,701GBP LU1135865084 8,089m GBP
LSE* LSPX LN GBP - 18/05/2010 Distribution 73,466GBP LU0496786657 8,089m GBP
LSE* SP5C LN USD - 07/07/2017 Capitalisation 148,970USD LU1135865084 11,155m USD
LSE* LSPU LN USD - 18/05/2010 Distribution 855,783USD LU0496786657 11,155m USD
TASE* LYFF2 IT ILS - 07/10/2021 Capitalisation 225.26m ILS LU1135865084 35,689m ILS
Xetra* 6TVM GY EUR - 04/09/2020 Distribution 158,498EUR LU0496786657 9,621m EUR
Xetra* LYP2 GY EUR EUR 04/09/2020 Distribution 99,884EUR LU0959211243 9,621m EUR
BMV* SP5CN MM MXN - 26/03/2020 Capitalisation - LU1135865084 225,111m MXN
Euronext* SP5C FP EUR - 19/05/2016 Capitalisation 322,420EUR LU1135865084 9,621m EUR
Borsa Italiana* SPXH IM EUR EUR 30/10/2013 Distribution 288,411EUR LU0959211243 9,621m EUR
Euronext* SP5H FP EUR EUR 17/09/2013 Distribution 1.38m EUR LU0959211243 9,621m EUR
WSE* LYPS PW PLN - 31/05/2011 Distribution 505,350PLN LU0496786574 44,304m PLN
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution 953,534USD LU0496786657 11,155m USD
Euronext* SP5 FP EUR - 11/06/2010 Distribution 918,559EUR LU0496786574 9,621m EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution 433,292EUR LU0496786574 9,621m EUR
Xetra* LYPS GY EUR - 17/05/2010 Distribution 564,004EUR LU0496786574 9,621m 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 27/10/2021, 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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