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Lyxor ETFs - Full ETF range | Lyxor UK

SP5 Lyxor S&P 500 UCITS ETF - Dist (EUR)

Distribution

Country

Currency Hedged

Style, Small/Mid Caps

Leveraged, Short and Double Short

North America

Developed Market

Equity

SP5 Lyxor S&P 500 UCITS ETF - Dist (EUR)

Equity

Developed Market

North America

Leveraged, Short and Double Short

Style, Small/Mid Caps

Currency Hedged

Country

Distribution

Distribution

Smart Beta

Country

Currency Hedged

Style, Small/Mid Caps

Leveraged, Short and Double Short

North America

Developed Market

Equity

Latest NAV :
109.8454 PLN
Data as of 21/03/2019, Source: Lyxor International Asset Management
YTD Performance:
14.63%
Total return as of 21/03/2019
Asset Under Management
36,703.0 M PLN
ISIN
LU0496786574
TER :
0.15%
Dividend Treatment
Distribution
Nav History
Prospectus
KIID
Factsheets

Investment Objective

Main Fund Characteristics

ISIN LU0496786574
UCITS Yes
Base currency EUR
Assets Under Management 36,703.0 M PLN
Total Expense Ratio 0.15 %
Dividend Treatment Distribution
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 134,758.3 M PLN
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 26/03/2010
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.

The month of detachment of dividends is purely indicative and is subject to change without notice. With regard to dividend distribution or capitalization, the Lyxor ETF Prospectuses provide for the management company the right to distribute dividends and / or capitalize them on a yearly basis, in whole or in part. In this regard, the management company communicates any dividend distribution resolutions to the market in good time. Given this, it is reported, purely by way of indication, the distribution policy which, at present, would be more probable (but not certain): it should be noted that the dividend distribution right remains with the management company until the end of the exercise.

Trading Information

ExchangeTicker BloombergListing CurrencyCurrency HedgedListing DateDividend PolicyADV 3MISINFund AUM in CCY
XetraLYPS GYEUR-17/05/2010Distribution0.7 M EURLU04967865748,579.3 M EUR
Borsa ItalianaSPX IMEUR-31/05/2010Distribution1.3 M EURLU04967865748,579.3 M EUR
EuronextSP5 FPEUR-11/06/2010Distribution1.1 M EURLU04967865748,579.3 M EUR
WSELYPS PWPLN-31/05/2011Distribution123,618 PLNLU049678657436,703.0 M PLN
LSE *LSPU LNUSD-18/05/2010Distribution1.5 M USDLU04967866579,746.5 M USD
LSE *LSPX LNGBP-18/05/2010Distribution233,054 GBPLU04967866577,455.8 M GBP
SIX Swiss Ex *LYSP5 SWUSD-21/09/2010Distribution170,323 USDLU04967866579,746.5 M USD
Euronext *SP5C FPEUR-19/05/2016Capitalisation166,838 EURLU11358650848,579.3 M EUR
SIX Swiss Ex *LYSPH SWCHFCHF15/06/2016Distribution31,792 CHFLU13027038789,672.7 M CHF
LSE *SP5C LNUSD-07/07/2017Capitalisation209,945 USDLU11358650849,746.5 M USD
LSE *SP5L LNGBP-07/07/2017Capitalisation2,619 GBPLU11358650847,455.8 M GBP
LSE *SP5G LNGBPGBP22/02/2019Capitalisation8,076 GBPLU19503411797,455.8 M GBP
* Related Shareclasses

Market Makers

Data provided by relevant exchanges

Passporting Information

Data as of21/03/2019, 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 - Dist (EUR) ETF 14.63%1.60%18.94%1.28%17.00%46.59%107.31%234.25%
S&P 500 Net Total Return Index Benchmark
S&P 500 Net Total Return Index Benchmark
Data as of21/03/2019, Source: Lyxor International Asset Management
Product 2A 3A 4A 5A
Lyxor S&P 500 UCITS ETF - Dist (EUR) ETF
S&P 500 Net Total Return Index Benchmark
Data as of21/03/2019, 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 - Dist (EUR)
1Y Tracking Difference 0.46%
Total Expense Ratio + 0.15%
Swap price component estimation = 0.61%

NAVs History

Dividend History

DateAmountCurrency
No records found.
DateAmountCurrency
12/12/20180.20EUR
11/07/20180.23EUR
13/12/20170.17EUR
12/07/20170.23EUR
14/12/20160.19EUR
06/07/20160.22EUR
09/12/20150.17EUR
08/07/20150.22EUR
10/12/20140.09EUR
11/12/20130.08EUR
10/07/20130.10EUR
12/12/20120.07EUR
11/07/20120.10EUR
07/12/20110.12EUR

Top Ten Index Constituents

NameTicker BloombergCurrencyWeight %
MICROSOFT CORPMSFT UWUSD3.88%
Apple IncAAPL UWUSD3.67%
AMAZON.COM INCAMZN UWUSD3.15%
BERKSHIRE HATHAWAY INC-CL BBRK/B UNUSD1.67%
FACEBOOK INC-AFB UWUSD1.66%
ALPHABET INC-CL CGOOG UWUSD1.59%
ALPHABET INC-CL AGOOGL UWUSD1.56%
JOHNSON & JOHNSONJNJ UNUSD1.55%
EXXON MOBIL CORPXOM UNUSD1.46%
JPMORGAN CHASE & COJPM UNUSD1.42%

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 of20/03/2019
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
97.79%
Ireland
1.03%
United Kingdom
0.66%
Switzerland
0.42%
Japan
0.06%
Bermuda
0.04%
Data as of21/03/2019, Source: Lyxor International Asset Management
Top 10 Fund Holdings
NameCurrencyQuantityWeight %
JPMORGAN CHASE & COUSD6,979,2507.32%
MICROSOFT CORPUSD4,243,9405.20%
APPLE INCUSD2,423,3034.82%
ALPHABET INC-CL AUSD329,7074.15%
NVIDIA CORPUSD1,557,0352.92%
KERINGEUR500,0002.89%
DEUTSCHE TELEKOM AG-REGEUR14,300,0002.62%
WELLS FARGO & COUSD5,126,7612.61%
AXA SAEUR9,064,4012.37%
CHEVRON CORPUSD1,529,8981.96%
Swap Information
Basket value in % of AUM 100.67%
Counterparty risk Level -0.67%
Swap CounterpartySociété Générale
Date2019-03-21
1 week moving average of counterparty risk level
Holding Composition Breakdown
Sector Breakdown
Currency Breakdown
Country Breakdown
countryweight
United States
82.25%
France
8.52%
Germany
2.68%
Japan
2.52%
United Kingdom
1.32%
Spain
0.55%
Switzerland
0.34%
Norway
0.24%
Russia
0.24%
Australia
0.24%
Sweden
0.21%
Netherlands
0.17%
Belgium
0.14%
Finland
0.12%
Austria
0.11%
Portugal
0.08%
Luxembourg
0.07%
Canada
0.07%
Czech Republic
0.06%
Italy
0.04%
Ireland
0.02%
Data as of21/03/2019, Source: Lyxor International Asset Management
Fund related documents

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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.