LVO

Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - Acc

Latest NAV
3,3951 EUR
Performance YTD

-29,28%

Assets Under Management
177mio EUR
TER
0,6%
ISIN
LU0832435464
Dividend Policy
Capitalisation
Investment Objective

The Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index S&P 500 VIX Futures Roll Enhanced TR. The S&P 500 VIX Futures Roll Enhanced TR dynamically switches between a short-term VIX futures portfolio and a mid-term VIX futures portfolio in order to model a cost efficient exposure to volatility in the broad equity market. The short-term VIX futures portfolio is represented by the S&P 500 VIX Short-Term Futures Index. The mid-term VIX futures portfolio models a daily rolling position in the third, fourth and fifth month VIX futures contracts. The allocation are evaluated daily, though changes in allocation may occur less frequently. The complete construction of the index is available on www.standardandpoors.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LVO

Lyxor S&P 500 VIX Futures Enhanced Roll 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.

Product 1Y 3Y 5Y
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - Acc -31,45% -10,88% -21,59%
Benchmark Index -30,06% -9,42% -20,57%
Data as of 24/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - Acc -29,28% 5,66% -1,86% -31,45% -29,19% -70,36% - -93,9%
Benchmark Index -27,97% 5,84% -1,35% -30,06% -25,67% -68,38% - -93,26%
Data as of 24/11/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - Acc 42,04% -34,7% 26,32% -63,76% -34,47% -12,39% -24,06% -53,17% - -
Benchmark Index 44,36% -33,82% 27,22% -63,44% -33,93% -11,68% -23,42% -52,68% - -
Data as of 24/11/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
24/11/2021 3,3951 EUR 177mio EUR
23/11/2021 3,398 EUR 177mio EUR
22/11/2021 3,442 EUR 178mio EUR
19/11/2021 3,3784 EUR 174mio EUR
18/11/2021 3,3774 EUR 174mio EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS


No Record Found
Name Listing Currency Quantity Weight Sector Country
FACEBOOK INC-CLASS A USD 54 529 9,29% Communication Services United States
Apple Inc USD 113 862 9,21% Information Technology United States
ALPHABET INC-CL A USD 6 086 8,88% Communication Services United States
AMAZON.COM INC USD 4 888 8,74% Consumer Discretionary United States
BERKSHIRE HATHAWAY INC-CL B USD 32 556 4,67% Financials United States
JPMORGAN CHASE & CO USD 55 840 4,66% Financials United States
MICROSOFT CORP USD 27 212 4,59% Information Technology United States
PFIZER INC USD 177 101 4,5% Health Care United States
Tesla Inc USD 8 010 4,46% Consumer Discretionary United States
FUJI HEAVY INDUSTRIES LTD JPY 428 768 4,29% Consumer Discretionary Japan
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 24/11/2021

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 VIX Futures Enhanced Roll UCITS ETF - Acc

1Y Tracking Difference -1,39%
Total Expense Ratio +0,6%
Swap price component estimation =-0,79%

Index Information

Full Name S&P 500 VIX Futures Roll Enhanced TR
Index Type Performance
Index Bloomberg Ticker SPVIXETR
Index Currency USD
Number of Index Components 0
Further Information www.spindices.com

CHARACTERISTICS

Main Fund Characteristics

ISIN LU0832435464
Assets Under Management 176,8mio EUR
UCITS Yes
Total Expense Ratio 0,6%
Tax data (PEA) No
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 51 268mio EUR
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 25/09/2012
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
Euronext LVO NA EUR - 30/11/2012 Capitalisation 338 756EUR LU0832435464 177mio EUR
Euronext LVX BB USD - 06/10/2017 Capitalisation 40 630USD LU0832435464 198mio USD
Borsa Italiana LVO IM EUR - 29/01/2013 Capitalisation 1,63mio EUR LU0832435464 177mio EUR
Xetra VOOL GY EUR - 17/12/2012 Capitalisation 732 992EUR LU0832435464 177mio EUR
*Related Shareclasses

Market Makers

Flow Traders
Optiver
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Finland
Spain
UK
Italy
Austria
Netherlands
Sweden
Germany
Belgium
Data as of 24/11/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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