Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist

Latest NAV
164,8637 CHF
Performance YTD


Assets Under Management
7 644mio CHF
Dividend Policy
Investment Objective

The Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index S&P 500 Net Total Return Index, offsetting the impact of daily variations of the index local currency vs. the CHF. The CHF-hedged share class offers the simplicity of a daily currency hedge mechanism that is embedded in the investment product, representing an efficient solution to manage the foreign-exchange risk. The S&P 500 Net Total Return Index is a widely regarded benchmark of US large caps, tracking 500 leading companies and covering approximately 80% of the US free-float market capitalisation. Further index details and methodology may be found at Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.


Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist


Performance history


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 UCITS ETF - Daily Hedged to CHF - Dist -11,12% 8,56% 8,42%
Benchmark Index -11,27% 8,34% 8,19%
Data as of 23/06/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist -20,83% -4,86% -15,53% -11,12% 27,95% 49,86% - 75,58%
Benchmark Index -20,89% -4,87% -15,57% -11,27% 27,15% 48,29% - 73,1%
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 UCITS ETF - Daily Hedged to CHF - Dist 26,94% 16,97% 26,8% -7,91% 18,65% - - - - -
Benchmark Index 26,76% 16,68% 26,52% -8,1% 18,28% - - - - -
Data as of 23/06/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
23/06/2022 164,8637 CHF 7 644mio CHF
22/06/2022 163,307 CHF 7 586mio CHF
21/06/2022 163,5314 CHF 7 625mio CHF
17/06/2022 159,6146 CHF 7 484mio CHF
16/06/2022 159,266 CHF 7 418mio CHF

Dividend History

Date Amount Currency
08/12/2021 1,07 CHF
07/07/2021 1,26 CHF
09/12/2020 0,98 CHF
08/07/2020 1,4 CHF
11/12/2019 1,04 CHF


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 6,57% Information Technology United States
MICROSOFT CORP USD 5,97% Information Technology United States
AMAZON.COM INC USD 3,01% Consumer Discretionary United States
ALPHABET INC-CL A USD 2,12% Communication Services United States
ALPHABET INC-CL C USD 1,95% Communication Services United States
Tesla Inc USD 1,88% Consumer Discretionary United States
BERKSHIRE HATHAWAY INC-CL B USD 1,54% Financials United States
JOHNSON & JOHNSON USD 1,46% Health Care United States
UNITEDHEALTH GROUP INC USD 1,45% Health Care United States
NVIDIA CORP USD 1,29% Information Technology United States
Name Listing Currency Quantity Weight Sector Country
BNP PARIBAS EUR 8,13mio 6,23% Financials France
AMAZON.COM INC USD 3,37mio 5,38% Consumer Discretionary United States
Tesla Inc USD 386 007 4,03% Consumer Discretionary United States
MICROSOFT CORP USD 1,05mio 3,93% Information Technology United States
ALPHABET INC-CL A USD 100 194 3,28% Communication Services United States
AXA SA EUR 9,06mio 3,18% Financials France
Apple Inc USD 1,44mio 2,87% Information Technology United States
BOSTON SCIENTIFIC CORP USD 4,53mio 2,42% Health Care United States
TOTAL SA EUR 3,07mio 2,41% Energy France
ACTIVISION BLIZZARD INC USD 2mio 2,24% Communication Services 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,Morgan Stanley
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 UCITS ETF - Daily Hedged to CHF - Dist

1Y Tracking Difference 0,15%
Total Expense Ratio +0,09%
Swap price component estimation =0,24%

To assist with meeting some of the Fund's costs the Manager has requested a fees contribution of up to 0.06% of the swap notional amount from the swap counterparties active on this fund. Note that this fee contribution is not charged to investors in addition to the management fee and to any swap fee as set out on this fund’s webpage.

Index Information

Full Name S&P 500 CHF Daily Hdg (Net TR)
Index Type Performance
Index Bloomberg Ticker SPXDHCN
Index Currency CHF
Number of Index Components 503
Further Information
Dividend Yield (%) 1,4
Data as of 22/06/2022

Index Composition Breakdown

Sector Breakdown

Information Technology 26,81%
Health Care 14,8%
Financials 10,87%
Consumer Discretionary 10,77%
Communication Services 8,96%
Industrials 7,95%
Consumer Staples 6,85%
Others 5,55%
Energy 4,49%
Utilities 2,95%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99,16%
United Kingdom 0,67%
Netherlands 0,13%
Japan 0,04%
Data as of 22/06/2022, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1302703878
Assets Under Management 7 644,1mio CHF
Total Expense Ratio 0,09%
Tax data (PEA) No
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 CHF
Dividend Treatment Distribution
Umbrella AUM 48 580,4mio CHF
Financial Year End 31/12/2022
Swap Counterparty Société Générale,Morgan Stanley
Full Property of the Assets Yes
Inception Date 28/04/2016
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 LYSPH SW CHF CHF 15/06/2016 Distribution - LU1302703878 7 644mio CHF
Euronext* SP5C FP EUR - 19/05/2016 Capitalisation - LU1135865084 7 579mio EUR
Euronext* SP5H FP EUR EUR 17/09/2013 Distribution - LU0959211243 7 579mio EUR
Euronext* SP5 FP EUR - 11/06/2010 Distribution - LU0496786574 7 579mio EUR
Borsa Italiana* SPHC IM EUR EUR 10/11/2020 Capitalisation - LU0959211326 7 579mio EUR
Xetra* 6TVM GY EUR - 04/09/2020 Distribution - LU0496786657 7 579mio EUR
Xetra* LYP2 GY EUR EUR 04/09/2020 Distribution - LU0959211243 7 579mio EUR
Borsa Italiana* SPXH IM EUR EUR 30/10/2013 Distribution - LU0959211243 7 579mio EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution - LU0496786574 7 579mio EUR
Xetra* LYPS GY EUR - 17/05/2010 Distribution - LU0496786574 7 579mio EUR
TASE* LYFF2 IT ILS - 07/10/2021 Capitalisation - LU1135865084 27 535mio ILS
BMV* SP5CN MM MXN - 26/03/2020 Capitalisation - LU1135865084 159 763mio MXN
LSE* SP5G LN GBP GBP 22/02/2019 Distribution - LU1950341179 6 501mio GBP
LSE* SP5L LN GBP - 07/07/2017 Capitalisation - LU1135865084 6 501mio GBP
LSE* SP5C LN USD - 07/07/2017 Capitalisation - LU1135865084 7 979mio USD
WSE* LYPS PW PLN - 31/05/2011 Distribution - LU0496786574 35 672mio PLN
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution - LU0496786657 7 979mio USD
LSE* LSPX LN GBP - 18/05/2010 Distribution - LU0496786657 6 501mio GBP
LSE* LSPU LN USD - 18/05/2010 Distribution - LU0496786657 7 979mio USD
*Related Shareclasses

Market Makers

BNP Paribas
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

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



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