BTPS

Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc

Latest NAV
15.2169 EUR
Performance YTD

3.08%

Assets Under Management
112m EUR
TER
0.4%
ISIN
FR0011023621
Dividend Policy
Capitalisation
Investment Objective

The Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive BTP Daily (-2x) Inverse Index. The Solactive BTP Daily (-2x) Inverse Index aims to reflect an inverse exposure leveraged to a multiple of 2 (positive or negative) to the daily performance of the Italian 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.

BTPS

Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc ETF 3.08% 2.1% 3.85% 0.76% -21.43% -36.26% -48.29% -84.55%
Solactive BTP Daily (-2x) Inverse Index Benchmark Index 3.28% 2.15% 3.99% 1.04% -20.96% -35.06% -46.72% -83.72%
Data as of 05/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc ETF -20.05% -25.55% -4.09% -10.93%
Solactive BTP Daily (-2x) Inverse Index Benchmark Index -19.56% -25.04% -3.52% -10.44%
Data as of 05/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
05/05/2021 15.2169 EUR 117m EUR
04/05/2021 15.146 EUR 112m EUR
03/05/2021 15.1876 EUR 116m EUR
30/04/2021 15.2694 EUR 121m EUR
29/04/2021 15.2907 EUR 122m EUR

Dividend History

This fund does not distribute any dividend.

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
Euro-BTP Future Jun21 EUR 100%
Name Listing Currency Quantity Weight
BNG 0 1/8 04/19/33 EUR 12,361 10.95%
Q 0 10/15/29 EUR 6,032 5.34%
ONTTFT 0.05 11/25/30 EUR 5,844 5.11%
CAF 0 1/4 02/04/26 EUR 4,165 3.72%
CADES 1 1/2 07/25/24 EUR 2,307 2.45%
MS 0 05/21/21 EUR 2,448 2.19%
DB 1 5/8 01/20/27 EUR 23 2.17%
CAFFIL 1 04/25/28 EUR 22 2.12%
SANTAN 1 1/8 11/27/24 EUR 22 2.08%
CAJARC 0 7/8 10/01/21 EUR 23 2.08%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 04/05/2021

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 BTP Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0.47%
Total Expense Ratio +0.4%
Swap price component estimation =-0.07%

Index Information

Full Name Solactive BTP Daily (-2x) Inverse Index
Index Type Performance
Index Bloomberg Ticker SODI2BTP
Index Currency EUR
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

Government 100%

Maturity Breakdown

7-10Y 100%

Ratings Breakdown

BBB 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 100%
Data as of 03/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011023621
UCITS Yes
Share Class Currency EUR
Assets Under Management 111.8m EUR
Total Expense Ratio 0.4%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Swap Based)
Umbrella AUM 22,669.3m EUR
ISA Yes
SIPP Yes
German Tax Transparency Yes
Financial Year End 31/10/2021
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS Yes
Inception Date 27/04/2011
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

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
Borsa Italiana BTP2S IM EUR - 16/06/2011 Capitalisation 215,606EUR FR0011023621 112m EUR
Euronext BTPS FP EUR - 02/05/2011 Capitalisation 14,411EUR FR0011023621 112m EUR
*Related Shareclasses

Market Makers

Flow Traders
Optiver
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Italy
Austria
Germany
Sweden
UK
Data as of 05/05/2021, Source: Lyxor International Asset Management

DOCUMENTS

NEWS

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
05/03/2021

Notice to Shareholders PROPOSED RESOLUTIONS MULTI UNITS France SICAV

Notice to Shareholders
05/03/2021

Notice to Shareholders SICAV Multi Units France Notice of meeting

Notice to Shareholders
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France

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