DSP5

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

Latest NAV
11,3222 EUR
Performance YTD

54,48%

Assets Under Management
53mio EUR
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 3Y 5Y
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc 23,67% -28,52% -25,99%
Benchmark Index 23,73% -28,37% -25,63%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc 54,48% 8,77% 35,57% 23,67% -63,48% -77,82% - -88,44%
Benchmark Index 54,51% 8,78% 35,58% 23,73% -63,24% -77,27% - -87,95%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc -38,32% -53,81% -40,32% 10,46% -40,5% - - - - -
Benchmark Index -38,26% -53,64% -40,05% 11,46% -39,79% - - - - -
Data as of 23/06/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
23/06/2022 12,0698 EUR 57mio EUR
22/06/2022 12,2215 EUR 58mio EUR
21/06/2022 12,2202 EUR 57mio EUR
17/06/2022 12,9839 EUR 58mio EUR
16/06/2022 12,9941 EUR 58mio 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 Sector Country
Apple Inc USD 6,65% Information Technology United States
MICROSOFT CORP USD 6,05% Information Technology United States
AMAZON.COM INC USD 3,08% Consumer Discretionary United States
ALPHABET INC-CL A USD 2,11% Communication Services United States
ALPHABET INC-CL C USD 1,94% Communication Services United States
Tesla Inc USD 1,85% Consumer Discretionary United States
BERKSHIRE HATHAWAY INC-CL B USD 1,51% Financials United States
JOHNSON & JOHNSON USD 1,48% Health Care United States
UNITEDHEALTH GROUP INC USD 1,47% Health Care United States
NVIDIA CORP USD 1,27% Information Technology United States
Name Listing Currency Quantity Weight Sector Country
SAMPO OYJ-A EUR 100 397 6,87% Financials Finland
NOKIA OYJ EUR 889 232 6,66% Information Technology Finland
WOLTERS KLUWER EUR 46 515 6,63% Industrials Netherlands
KYOCERA CORP JPY 70 302 5,86% Information Technology Japan
UPM-KYMMENE OYJ EUR 112 081 5,75% Materials Finland
NOVO NORDISK A/S-B DKK 27 677 4,68% Health Care Denmark
UMICORE EUR 62 290 3,9% Materials Belgium
NESTE OIL OYJ EUR 50 288 3,75% Energy Finland
SSAB AB SEK 462 310 3,32% Materials Sweden
Swedish Orphan Biovitrum AB SEK 93 470 3,12% Health Care Sweden
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/06/2022

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

1Y Tracking Difference -0,06%
Total Expense Ratio +0,6%
Swap price component estimation =0,54%

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 503
Further Information www.spindices.com

Index Composition Breakdown

Sector Breakdown

Information Technology 26,93%
Health Care 14,98%
Consumer Discretionary 10,84%
Financials 10,72%
Communication Services 8,98%
Industrials 7,84%
Consumer Staples 6,92%
Others 5,51%
Energy 4,28%
Utilities 2,99%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99,17%
United Kingdom 0,66%
Netherlands 0,13%
Japan 0,04%
Data as of 23/06/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1327051279
Assets Under Management 53,5mio EUR
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 48 484,3mio EUR
Financial Year End 31/12/2022
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 - LU1327051279 57mio EUR
Borsa Italiana SPX2S IM EUR - 27/01/2016 Capitalisation - LU1327051279 57mio EUR
BX Swiss DSP5 BW CHF - 19/07/2019 Capitalisation - LU1327051279 57mio 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 23/06/2022, 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 01/06/2022 4149 Ko

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Multi Units Luxembourg

Notice to Shareholders
29/04/2022

Notice to Shareholders Lyxor International Asset Management Merger - Amundi

Notice to Shareholders
08/04/2022

Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders

Notice to Shareholders
08/04/2022

Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg

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