DLB

Lyxor Bund Daily (2x) Leveraged UCITS ETF - Acc

Latest NAV
291.4185 EUR
Performance YTD

0.18%

Assets Under Management
9m EUR
TER
0.2%
ISIN
FR0011023654
Dividend Policy
Capitalisation
Investment Objective

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

DLB

Lyxor Bund Daily (2x) Leveraged 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 Bund Daily (2x) Leveraged UCITS ETF - Acc ETF 0.18% -0.74% -0.08% 1.94% 7.07% 27.79% 41.91% 187.07%
Solactive Bund Daily (2x) Leveraged Index Benchmark Index 0.2% -0.7% 0.02% 2.15% 7.51% 29.39% 44.66% 196.03%
Data as of 14/01/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Bund Daily (2x) Leveraged UCITS ETF - Acc ETF 7.49% 8.88% 7.17% 1.48%
Solactive Bund Daily (2x) Leveraged Index Benchmark Index 7.93% 9.36% 7.59% 1.83%
Data as of 14/01/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
14/01/2021 291.4185 EUR 9m EUR
13/01/2021 289.8568 EUR 9m EUR
12/01/2021 286.8798 EUR 9m EUR
11/01/2021 288.4847 EUR 9m EUR
08/01/2021 289.7075 EUR 9m 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-BUND FUTURE Mar21 EUR 100%
Name Listing Currency Quantity Weight
DBRR 0 07/04/42 EUR 151.6m 17.79%
SPGBR 0 10/31/24 EUR 11 12.41%
DBRR 0 01/04/30 EUR 65.63m 7.7%
BTPS 0.45 06/01/21 EUR 411 4.57%
BTPSH 0 08/01/21 EUR 30.3m 3.37%
FRTRD 0 10/25/38 EUR 28.86m 3.16%
SANTAN 0 03/28/23 EUR 2 2.24%
BBVASM 0 03/09/23 EUR 2 2.23%
GS 3 3/8 03/27/25 EUR 169 2.18%
TLSAU 1 3/8 03/26/29 EUR 167 2.06%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 13/01/2021

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 Bund Daily (2x) Leveraged UCITS ETF - Acc

1Y Tracking Difference -0.44%
Total Expense Ratio +0.2%
Swap price component estimation =-0.24%

Index Information

Full Name Solactive Bund Daily (2x) Leveraged Index
Index Type Performance
Index Bloomberg Ticker SODL2BUN
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

AAA 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 100%
Data as of 13/01/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011023654
UCITS Yes
Share Class Currency EUR
Assets Under Management 9m EUR
Total Expense Ratio 0.2%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Swap Based)
Umbrella AUM 23,066.5m 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 BUND2L IM EUR - 16/06/2011 Capitalisation 20,399EUR FR0011023654 9m EUR
Xetra LYMI GY EUR - 06/06/2011 Capitalisation 46,735EUR FR0011023654 9m EUR
Euronext DLB FP EUR - 29/04/2011 Capitalisation 25,671EUR FR0011023654 9m EUR
*Related Shareclasses

Market Makers

Flow Traders
Optiver
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Germany
Italy
UK
Data as of 14/01/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
11/02/2020

Notice to Shareholders The shareholders are hereby informed that they are invited to attend a combined general meeting (ordinary and extraordinary) to be held on Friday 28 February 2020 at 11:00 am

Notice to Shareholders
28/06/2019

Notice to Shareholders NOTICE TO SHAREHOLDERS OF THE FOLLOWING FUND

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