BTPS

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

Latest NAV
15,0734 EUR
Performance YTD

2,11%

Assets Under Management
187mio EUR
TER
0,4%
ISIN
FR0011023621
Dividend Policy
Capitalisation
Investment Objective

The Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive BTP Daily (-2x) Inverse Index. The Solactive BTP Daily (-2x) Inverse Index aims to reflect an inverse exposure leveraged to a multiple of 2 (positive or negative) to the daily performance of the Italian Long Term Bond Market while avoiding the costs linked to the use of cash instruments. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

BTPS

Lyxor BTP 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 10Y
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc 0,93% -18,1% -13,2% -19,19%
Benchmark Index 1,5% -17,59% -12,68% -18,77%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc 2,11% 0,85% 4,68% 0,93% -45,07% -50,74% -88,15% -84,69%
Benchmark Index 2,62% 0,9% 4,83% 1,5% -44,04% -49,24% -87,51% -83,82%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc -20,05% -25,55% -4,09% -10,93% -4,47% -12,79% -33,01% -18,36% -44,68% -
Benchmark Index -19,56% -25,04% -3,52% -10,44% -3,98% -12,37% -32,69% -18% -44,46% -
Data as of 25/11/2021, Source: Lyxor International Asset Management

At 21/06/2019, the index reference changed from SGI Daily Double Short BTP to Solactive BTP Daily (-2x) Inverse Index.

NAV History

Date NAV Currency Fund AUM
25/11/2021 15,0734 EUR 187mio EUR
24/11/2021 15,1302 EUR 187mio EUR
23/11/2021 15,0452 EUR 191mio EUR
22/11/2021 14,7696 EUR 183mio EUR
19/11/2021 14,5985 EUR 181mio EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
Euro-BTP Future Dec21 EUR 100% Government Italy
Name Listing Currency Quantity Weight Sector Country
FRTR 0.1 03/01/29 EUR 6,52mio 4,17% Government France
BTPS 0.1 05/15/23 EUR 7 064 4,14% Government Italy
FRTR 0.1 03/01/32 EUR 6,08mio 3,85% Government France
SPGBR 0 07/30/40 EUR 76 3,34% Government Spain
BTPSS 0 08/01/31 EUR 469,85mio 2,26% Government Italy
WSTP 0.01 09/22/28 EUR 4 124 2,19% Financials Australia
WSTP 0 3/8 09/22/36 EUR 4 075 2,13% Financials Australia
OSEOFI 0 1/8 02/26/27 EUR 37 2,01% Government France
SPG 1 3/8 11/18/22 EUR 3 489 1,89% Financials United States
C 0 03/21/23 EUR 3 287 1,77% Financials 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 BTP Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0,57%
Total Expense Ratio +0,4%
Swap price component estimation =-0,17%

Index Information

Full Name Solactive BTP Daily (-2x) Inverse Index
Index Type Performance
Index Bloomberg Ticker SODI2BTP
Index Currency EUR
Number of Index Components 1
Further Information www.solactive.com

Index Composition Breakdown

Sector Breakdown

Government 100%

Maturity Breakdown

7-10Y 100%

Ratings Breakdown

BBB 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Italy 100%
Data as of 23/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0011023621
Assets Under Management 186,6mio EUR
UCITS Yes
Total Expense Ratio 0,4%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 26 450,1mio EUR
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 27/04/2011
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 BTPS FP EUR - 02/05/2011 Capitalisation 35 918EUR FR0011023621 187mio EUR
Borsa Italiana BTP2S IM EUR - 16/06/2011 Capitalisation 338 602EUR FR0011023621 187mio EUR
*Related Shareclasses

Market Makers

Flow Traders
Optiver
Société Générale
Susquehanna
Data provided by relevant exchanges

Passporting Information

France
Italy
Austria
Germany
Sweden
UK
Data as of 25/11/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc
Prospectus English 30/04/2021 4342 Ko
Lyxor BTP Daily (-2x) Inverse UCITS ETF - Acc
ESG English 31/12/2018 175 Ko

NEWS

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

Notice to Shareholders
18/02/2021

Notice to Shareholders Modification of the prospectus on sustainability related disclosures

Notice to Shareholders
11/02/2020

Notice to Shareholders The shareholders are hereby informed that they are invited to attend a combined general meeting (ordinary and extraordinary) to be held on Friday 28 February 2020 at 11:00 am

Access markets product range icon

See the range

Access markets

Protect myself product range icon

See the range

Protect myself