22.71%
The Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index. The Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index aims to reflect a leveraged exposure with a multiple of 2 (positive or negative) to the daily performance of the United states Long Term Bond Market while avoiding the costs linked to the use of cash instruments. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. Further index details and methodology may be found at www.solactive.com
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 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF | 23.01% | 3.21% | 1.47% |
Benchmark Index | 23.43% | 3.6% | 1.86% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF | 22.71% | 5.6% | 7.4% | 22.94% | 9.94% | 7.58% | - | -9.96% |
Benchmark Index | 22.92% | 5.63% | 7.49% | 23.36% | 11.2% | 9.66% | - | -7.29% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc ETF | 5.54% | -15.42% | -7.21% | 2.65% | -1.8% | -1.17% | -3.49% | - | - | - |
Benchmark Index | 5.91% | -15.07% | -6.83% | 3.06% | -1.45% | -0.86% | -3.21% | - | - | - |
At 21/08/2019, the index reference changed from SGI Double Short 10y US Treasury Index (TR) to Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index.
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 | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
TII 0 1/8 07/15/30 | USD | 86,068 | 15.11% | Government | United States |
TII 3 7/8 04/15/29 | USD | 40,143 | 13.96% | Government | United States |
TII 1 3/4 01/15/28 | USD | 32,242 | 7.73% | Government | United States |
TII 0 5/8 01/15/24 | USD | 36,726 | 7.6% | Government | United States |
TII 0 1/8 01/15/30 | USD | 37,184 | 6.51% | Government | United States |
T 2 3/8 11/15/49 | USD | 48,103 | 6.41% | Government | United States |
TII 0 1/2 01/15/28 | USD | 26,857 | 5.09% | Government | United States |
T 1 1/4 08/15/31 | USD | 24,044 | 3.31% | Government | United States |
T 0 5/8 05/15/30 | USD | 20,410 | 2.71% | Government | United States |
WFC 0 10/31/23 | USD | 1,482 | 2.43% | Financials | 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 |
Date | 06/06/2022 |
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
1Y Tracking Difference | -0.42% |
Total Expense Ratio | +0.2% |
Swap price component estimation | =-0.22% |
Full Name | Solactive 10Y US Treasury Futures Daily (-2x) Inverse Index |
Index Type | Performance |
Index Bloomberg Ticker | SODI2TYF |
Index Currency | USD |
Number of Index Components | 1 |
Further Information | www.solactive.com |
100% |
|
5-7Y | 100% |
|
USD | 100% |
|
United States | 100% |
ISIN | FR0011607084 |
UCITS | Yes |
Share Class Currency | USD |
Assets Under Management | 60.6m USD |
Total Expense Ratio | 0.2% |
Dividend Treatment | Capitalisation |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | France |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 23,845.5m USD |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/10/2022 |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 08/01/2014 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
LSE | DSUS LN | USD | - | 14/02/2014 | Capitalisation | - | FR0011607084 | 61m USD |
Borsa Italiana | DSUS IM | EUR | - | 16/10/2014 | Capitalisation | - | FR0011607084 | 57m EUR |
Euronext | DSUS FP | EUR | - | 24/01/2014 | Capitalisation | - | FR0011607084 | 57m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
Factsheets | English | 31/05/2022 | 212 Ko |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
Prospectus | English | 18/03/2022 | 4040 Ko |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
KIID | English | 18/02/2022 | 173 Ko |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
Annual Reports | English | 29/10/2021 | 12835 Ko |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2021 | 67 Ko |
Lyxor 10Y US Treasury Daily (-2x) Inverse UCITS ETF - Acc |
UKRFS Reports | English | 31/07/2018 | 213 Ko |
Notice to Shareholders Multi Units France - Notice of meeting
Notice to Shareholders Prospectus amendment - Lyxor ETF
Notice to Shareholders Notice of meeting SICAV Multi Units France
Notice to Shareholders PROPOSED RESOLUTIONS MULTI UNITS France SICAV