DSP5

Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc

Latest NAV
9,8214 CHF
Performance YTD

-28,31%

Assets Under Management
55mio CHF
TER
0,6%
ISIN
LU1327051279
Dividend Policy
Capitalisation
Investment Objective

The Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark inde S&P 500 2x Inverse Daily Index. The S&P 500 2x Inverse Daily Index (the "Index") denominated in US dollars (USD) in order to offer an inverse exposure to with daily 2x leverage, to the performance of the United States equity market – while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

DSP5

Lyxor S&P 500 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.

Product 1Y
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc -46,26%
Benchmark Index -46,16%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc -28,31% 2,02% -8,92% -46,26% - - - -72,89%
Benchmark Index -28,25% 2,02% -8,91% -46,16% - - - -72,73%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc -54,04% - - - - - - - - -
Benchmark Index -53,88% - - - - - - - - -
Data as of 17/09/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
17/09/2021 9,8214 CHF 55mio CHF
16/09/2021 9,572 CHF 53mio CHF
15/09/2021 9,4893 CHF 53mio CHF
14/09/2021 9,6596 CHF 54mio CHF
13/09/2021 9,5638 CHF 53mio CHF

Dividend History

This fund does not distribute any dividend.

ESG

ESG data

Temperature Score

BB

ESG Rating

3,3

ESG SCORE

0

Carbon footprint
(tons CO2e/$M sales)

HOLDINGS


Name Currency Weight Sector Country
Apple Inc USD 6,37% Information Technology United States
MICROSOFT CORP USD 6,36% Information Technology United States
AMAZON.COM INC USD 3,91% Consumer Discretionary United States
Tesla Inc USD 2,27% Consumer Discretionary United States
ALPHABET INC-CL A USD 2,21% Communication Services United States
ALPHABET INC-CL C USD 2,07% Communication Services United States
NVIDIA CORP USD 2,04% Information Technology United States
FACEBOOK INC-CLASS A USD 2,04% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1,33% Financials United States
JPMORGAN CHASE & CO USD 1,25% Financials United States
Name Listing Currency Quantity Weight Sector Country
ANHEUSER-BUSCH INBEV NV EUR 84 887 8,77% Consumer Staples Belgium
INDUTRADE AB SEK 155 883 7,51% Industrials Sweden
BAYER AG-REG EUR 68 725 6,43% Health Care Germany
NORDEA BANK EUR 230 809 4,92% Financials Sweden
Tesla Inc USD 2 424 4,76% Consumer Discretionary United States
AMADEUS IT HOLDING SA-A SHS EUR 37 746 4,47% Information Technology Spain
LIFCO AB-B SHS SEK 88 602 4,38% Health Care Sweden
FACEBOOK INC-CLASS A USD 7 272 4,37% Communication Services United States
EUROFINS SCIENTIFIC EUR 21 144 4,32% Health Care Luxembourg
AMAZON.COM INC USD 669 4,22% Consumer Discretionary 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 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 Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0,1%
Total Expense Ratio +0,6%
Swap price component estimation =0,5%

Index Information

Full Name S&P 500 2x Inverse Daily Index
Index Type Performance
Index Bloomberg Ticker SPXT2IUT
Index Currency USD
Number of Index Components 505
Further Information www.spindices.com

Index Composition Breakdown

Sector Breakdown

Information Technology 28,74%
Consumer Discretionary 13,12%
Health Care 12,6%
Financials 11,12%
Communication Services 10,45%
Industrials 8,02%
Consumer Staples 5,62%
Others 4,9%
Energy 2,8%
Real Estate 2,64%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99,23%
United Kingdom 0,59%
Netherlands 0,15%
Japan 0,04%
Data as of 25/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1327051279
Assets Under Management 54,7mio CHF
UCITS Yes
Total Expense Ratio 0,6%
Tax data (PEA) Yes
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency USD
Dividend Treatment Capitalisation
Umbrella AUM 51 871mio CHF
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 14/12/2015
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 DSP5 FP EUR - 19/01/2016 Capitalisation 397 441EUR LU1327051279 50mio EUR
Borsa Italiana SPX2S IM EUR - 27/01/2016 Capitalisation 251 465EUR LU1327051279 50mio EUR
BX Swiss DSP5 BW CHF - 19/07/2019 Capitalisation - LU1327051279 55mio CHF
*Related Shareclasses

Market Makers

BNP Paribas
Commerzbank
Flow Traders
IMC Trading
Optiver
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
Finland
France
Spain
Denmark
Norway
UK
Sweden
Italy
Netherlands
Austria
Germany
Switzerland
Data as of 17/09/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc
Prospectus English 07/05/2021 3213 Ko
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc
ESG English 31/10/2021 450 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
26/02/2021

Notice to Shareholders Eligibility of the ETF for French PEA equity savings plans

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