DSP5

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

Latest NAV
11.1542 CHF
Performance YTD

-18.58%

Assets Under Management
38m 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 YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF -18.58% 0.49% -13.74% -51.23% - - - -69.21%
S&P 500 2x Inverse Daily Index Benchmark Index -18.52% 0.5% -13.73% -51.1% - - - -69.03%
Data as of 18/06/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc ETF -54.04% - - -
S&P 500 2x Inverse Daily Index Benchmark Index -53.88% - - -
Data as of 18/06/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
18/06/2021 11.1542 CHF 39m CHF
17/06/2021 10.7838 CHF 38m CHF
16/06/2021 10.5741 CHF 37m CHF
15/06/2021 10.4589 CHF 37m CHF
14/06/2021 10.4301 CHF 37m 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 Sector Country
Apple Inc USD 5.82% Information Technology United States
MICROSOFT CORP USD 5.5% Information Technology United States
AMAZON.COM INC USD 4.18% Consumer Discretionary United States
FACEBOOK INC-CLASS A USD 2.26% Communication Services United States
ALPHABET INC-CL A USD 2.05% Communication Services United States
ALPHABET INC-CL C USD 2.04% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1.49% Financials United States
Tesla Inc USD 1.32% Consumer Discretionary United States
JPMORGAN CHASE & CO USD 1.3% Financials United States
NVIDIA CORP USD 1.29% Information Technology United States
Name Listing Currency Quantity Weight Sector Country
Airbus Group NV EUR 27,490 9.05% Industrials France
AMADEUS IT HOLDING SA-A SHS EUR 37,746 6.93% Information Technology Spain
ADYEN EUR 1,009 5.51% Information Technology Netherlands
Proximus EUR 96,610 4.79% Communication Services Belgium
ING GROEP NV-CVA EUR 145,554 4.68% Financials Netherlands
UPM-KYMMENE OYJ EUR 48,912 4.53% Materials Finland
AMAZON.COM INC USD 509 4.27% Consumer Discretionary United States
RANDSTAD HOLDING NV EUR 22,474 4.17% Industrials Netherlands
DAVIDE CAMPARI-MILANO SPA EUR 118,704 3.81% Consumer Staples Italy
DEUT POST EUR 22,652 3.71% Industrials Germany
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 17/06/2021

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 -0.13%
Total Expense Ratio +0.6%
Swap price component estimation =0.47%

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 27.05%
Health Care 13.01%
Financials 12.63%
Consumer Discretionary 12.17%
Communication Services 11.21%
Industrials 8.61%
Consumer Staples 5.94%
Others 3.89%
Energy 2.86%
Materials 2.63%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.2%
United Kingdom 0.6%
Netherlands 0.15%
Japan 0.04%
Data as of 17/06/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1327051279
UCITS Yes
Share Class Currency USD
Assets Under Management 37.9m CHF
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 48,760.5m 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 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 531,585EUR LU1327051279 35m EUR
Borsa Italiana SPX2S IM EUR - 27/01/2016 Capitalisation 333,847EUR LU1327051279 35m EUR
BX Swiss DSP5 BW CHF - 19/07/2019 Capitalisation - LU1327051279 38m CHF
*Related Shareclasses

Market Makers

BNP Paribas
Flow Traders
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 18/06/2021, Source: Lyxor International Asset Management

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