MVAU

Lyxor FTSE USA Minimum Variance UCITS ETF - Acc

Latest NAV
146.9691 CHF
Performance YTD

3.92%

Assets Under Management
32m CHF
TER
0.2%
ISIN
LU1646362167
Dividend Policy
Capitalisation
Investment Objective

The Lyxor FTSE USA Minimum Variance UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the FTSE USA Minimum Variance Net Index. The FTSE USA Minimum Variance Net Index seeks to provide exposure to US large and mid caps with reduced risk. The strategy aims to achieve this by selecting stocks with low correlation with one another. Stock selection is subject to strict diversification rules to avoid excessive concentration risk. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MVAU

Lyxor FTSE USA Minimum Variance UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0012726560 Lyxor FTSE USA Minimum Variance UCITS ETF until 10/11/2017. This fund was absorbed by LU1646362167 Lyxor FTSE USA Minimum Variance UCITS ETF - Acc on 10/11/2017.

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc ETF 3.92% -0.54% 3.99% 9.55% 1.68% - - 3.16%
FTSE USA Minimum Variance Net Index Benchmark Index 3.98% -0.51% 4.08% 9.74% 2.04% - - 3.77%
FTSE USA Net Tax TR USD Market Cap Index 4.88% -0.67% 5.91% 12.42% 19.73% - - 24.2%
Data as of 04/03/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc ETF -6.12% - - -
FTSE USA Minimum Variance Net Index Benchmark Index -5.8% - - -
FTSE USA Net Tax TR USD Market Cap Index 9.71% - - -
Data as of 04/03/2021, Source: Lyxor International Asset Management

Minimum Variance Indicators

Relative performance -21.04%
Risk reduction* 5.63%
Drawdown reduction* -8.72%
*All these indicators are calculated since inception.

NAV History

Date NAV Currency Fund AUM
04/03/2021 146.9691 CHF 32m CHF
03/03/2021 147.4724 CHF 32m CHF
02/03/2021 149.0989 CHF 32m CHF
01/03/2021 149.6688 CHF 32m CHF
26/02/2021 145.6398 CHF 31m 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
MODERNA INC USD 1.72%
Discovery Inc USD 0.68%
KROGER CO USD 0.65%
NEWMONT GOLDCORP CORP USD 0.62%
JM SMUCKER CO/THE USD 0.6%
Discovery Inc USD 0.55%
CLOROX COMPANY USD 0.55%
TYLER TECHNOLOGIES INC USD 0.55%
YUM CHINA HOLDINGS INC USD 0.54%
HORMEL FOODS CORP USD 0.53%
Name Listing Currency Quantity Weight
BNP PARIBAS EUR 52,274 9.37%
INDITEX EUR 84,189 8.27%
ALPHABET INC-CL C USD 1,301 7.56%
SOLVAY SA EUR 16,131 5.93%
AMAZON.COM INC USD 550 4.74%
ACKERMANS & VAN HAAREN EUR 9,778 4.48%
PROSUS EUR 12,535 4.39%
ADYEN EUR 649 4.31%
TELENET GROUP HOLDING NV EUR 36,669 4.15%
Proximus EUR 73,543 4.14%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 03/03/2021

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 FTSE USA Minimum Variance UCITS ETF - Acc

1Y Tracking Difference -0.36%
Total Expense Ratio +0.2%
Swap price component estimation =-0.16%

Index Information

Full Name FTSE USA Minimum Variance Net Index
Index Type Performance
Index Bloomberg Ticker WIUSAMVN
Index Currency USD
Number of Index Components 435
Dividend Yield (%) 1.53
Data as of 04/03/2021

Carbon Footprint

Carbon Efficiency (t CO2/$m) 203.23
Data as of 31/01/2021

Index Composition Breakdown

Sector Breakdown

Health Care 19.2%
Consumer Staples 14.02%
Information Technology 11.74%
Financials 11.13%
Industrials 10.36%
Communication Services 9.56%
Consumer Discretionary 9.44%
Utilities 6.85%
Others 4.18%
Materials 3.51%

Currency Breakdown

USD 100%

Countries Breakdown

United States 96.56%
United Kingdom 1.49%
Peru 0.57%
Israel 0.35%
Bermuda 0.34%
Russia 0.22%
Japan 0.17%
Hong Kong 0.15%
Argentina 0.09%
Sweden 0.05%
Data as of 02/03/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1646362167
UCITS Yes
Share Class Currency USD
Assets Under Management 31.7m CHF
Total Expense Ratio 0.2%
Dividend Treatment Capitalisation
Original inception date 15/06/2015
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 42,842.1m CHF
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2021
Inception Date 09/11/2017
Minimum Investment 1 Share

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 MVAU FP EUR - 10/11/2017 Capitalisation 332,195EUR LU1646362167 28m EUR
Borsa Italiana MVAU IM EUR - 10/11/2017 Capitalisation 5,731EUR LU1646362167 28m EUR
BX Swiss MVAU BW CHF - 19/07/2019 Capitalisation - LU1646362167 32m CHF
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Norway
Italy
UK
Austria
Sweden
Finland
Denmark
Germany
Spain
Netherlands
Luxembourg
Switzerland
Data as of 04/03/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
26/02/2021

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

Blog
01/03/2019

Blog Playing the Powell Put

Blog
17/11/2017

Blog 1 down, 3 to go: Trump's first 365 days