LYSSL

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

Latest NAV
3,1724 CHF
Performance YTD

35,35%

Assets Under Management
35mio CHF
TER
0,6%
ISIN
FR0010869438
Dividend Policy
Capitalisation
Investment Objective

The Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index SMI Daily Short Leverage. The SMI Daily Short Leverage reflects twice the inverse daily performance of the SMI, which comprises the 20 largest and most liquid stocks in the Swiss equity market. A negative daily performance of the SMI will result in a positive performance of the SMI Daily Short Leverage. If the SMI is down two percent, the SMI Daily Short Leverage will gain four percent and vice versa, plus interest earned minus the cost of borrowing. Through short leverage indices investors can benefit from falling stock market prices. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LYSSL

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

PERFORMANCE

Performance history

The fund’s performance track record is that of Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc until 20/04/2018. This fund was absorbed by Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc on 20/04/2018.

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 10Y
Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc 11,77% -19,48% -20,04% -23,69%
Benchmark Index 12,03% -18,99% -19,47% -23,09%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc 35,35% 18,99% 26,74% 11,77% -47,79% -67,33% -93,3% -94,26%
Benchmark Index 35,44% 19% 26,77% 12,03% -46,83% -66,15% -92,76% -93,71%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc -38,53% -25,12% -44,7% 5,59% -32,01% -4,22% -16,34% -25,18% -39,1% -32,71%
Benchmark Index -38,27% -24,45% -44,19% 6,43% -31,4% -3,41% -15,67% -24,59% -38,58% -32,11%
Data as of 23/06/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
23/06/2022 3,1724 CHF 35mio CHF
22/06/2022 3,1279 CHF 35mio CHF
21/06/2022 3,1573 CHF 37mio CHF
20/06/2022 3,1538 CHF 37mio CHF
17/06/2022 3,1749 CHF 37mio CHF

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 Sector Country
NESTLE SA-REG CHF 19,12% Consumer Staples Switzerland
ROCHE HOLD CHF 18,6% Health Care Switzerland
NOVARTIS AG-REG CHF 17,6% Health Care Switzerland
Zurich Insurance Group AG CHF 5,74% Financials Switzerland
UBS GROUP AG-REG CHF 4,77% Financials Switzerland
CIE FINANCIERE RICHEMONT-REG CHF 4,74% Consumer Discretionary Switzerland
ABB LTD-REG CHF 3,84% Industrials Switzerland
LONZA GROUP AG-REG CHF 3,42% Health Care Switzerland
SIKA AG-BR CHF 3,17% Materials Switzerland
ALCON INC CHF 2,99% Health Care Switzerland
Name Listing Currency Quantity Weight Sector Country
UNITEDHEALTH GROUP INC USD 6 214 7,66% Health Care United States
AMAZON.COM INC USD 19 869 5,54% Consumer Discretionary United States
ALPHABET INC-CL C USD 944 5,43% Communication Services United States
MICROSOFT CORP USD 8 002 5,21% Information Technology United States
TYLER TECHNOLOGIES INC USD 6 165 4,93% Information Technology United States
VERISK ANALYTICS INC USD 10 723 4,54% Industrials United States
AUTOMATIC DATA PROCESSING USD 8 510 4,52% Information Technology United States
KONIN AHOLD EUR 53 241 3,62% Consumer Staples Netherlands
TEXAS INSTRUMENTS INC USD 8 776 3,46% Information Technology United States
NVIDIA CORP USD 7 924 3,37% Information Technology United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Barclays Bank Ireland
Date 03/06/2022

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

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

1Y Tracking Difference -0,26%
Total Expense Ratio +0,6%
Swap price component estimation =0,34%

Index Information

Full Name SMI Daily Short Leverage
Index Type Performance
Index Bloomberg Ticker SMISL
Index Currency CHF
Number of Index Components 20
Further Information www.six-swiss-exchange.com

Index Composition Breakdown

Sector Breakdown

Health Care 42,6%
Consumer Staples 19,12%
Financials 17,06%
Materials 7,81%
Industrials 6,59%
Consumer Discretionary 4,74%
Communication Services 1,24%
Information Technology 0,83%

Currency Breakdown

CHF 100%

Countries Breakdown

Switzerland 100%
Data as of 22/06/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010869438
Assets Under Management 35,1mio CHF
UCITS Yes
Total Expense Ratio 0,6%
Original inception date 09/04/2010
Tax data (PEA) No
EU-SD Status Out of Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency CHF
Dividend Treatment Capitalisation
Umbrella AUM 22 271,9mio CHF
Financial Year End 31/10/2022
Swap Counterparty Barclays Bank Ireland
Full Property of the Assets Yes
Inception Date 19/04/2018
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
SIX Swiss Ex LYSSL SW CHF - 20/04/2018 Capitalisation - FR0010869438 35mio CHF
*Related Shareclasses

Market Makers

Flow Traders
Optiver
Société Générale
Virtu Financial
Data provided by relevant exchanges

Passporting Information

France
Switzerland
Germany
Data as of 23/06/2022, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor SMI Daily (-2x) Inverse UCITS ETF - Acc
Prospectus English 01/06/2022 4149 Ko

NEWS

Notice to Shareholders
18/02/2022

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders
08/12/2021

Notice to Shareholders Prospectus amendment - Lyxor ETF

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France

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