MVAU

Lyxor FTSE USA Minimum Variance UCITS ETF - Acc

Latest NAV
145.7238 EUR
Performance YTD

11.44%

Assets Under Management
5m EUR
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.

PLEASE BE INFORMED THAT THIS ETF WILL BE LIQUIDATED AS OF 05.05.2021. FOR FURTHER DETAILS PLEASE REFER TO THE INVESTOR NOTICE IN THE “DOCUMENTS” SECTIONS.

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 11.44% 1.5% 10.83% 18.5% 17.88% 37.71% 59.56% 61.98%
FTSE USA Minimum Variance Net Index Benchmark Index 11.57% 1.53% 10.93% 18.7% 18.3% 39.23% 61.13% 63.49%
FTSE USA Net Tax TR USD Market Cap Index 13.13% 3.29% 13.43% 23.28% 31.65% 67.48% 110.35% 102.93%
Data as of 29/04/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc ETF -5.65% 28.6% 0.59% 2.1%
FTSE USA Minimum Variance Net Index Benchmark Index -5.32% 29.07% 0.9% 2%
FTSE USA Net Tax TR USD Market Cap Index 10.26% 33.27% -0.29% 6.62%
Data as of 29/04/2021, Source: Lyxor International Asset Management

Minimum Variance Indicators

Relative performance -40.95%
Risk reduction* 11.47%
Drawdown reduction* -8.82%
*All these indicators are calculated since inception.

NAV History

Date NAV Currency Fund AUM
29/04/2021 145.7238 EUR 5m EUR
28/04/2021 145.4774 EUR 5m EUR
27/04/2021 145.9362 EUR 5m EUR
26/04/2021 146.0789 EUR 5m EUR
23/04/2021 146.5674 EUR 5m 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
MODERNA INC USD 0.97%
DOMINO'S PIZZA INC USD 0.81%
KROGER CO USD 0.8%
ZOOM VIDEO COMMUNICATIONS-A USD 0.76%
NEWMONT GOLDCORP CORP USD 0.73%
CLOROX COMPANY USD 0.71%
JM SMUCKER CO/THE USD 0.71%
GENERAL MILLS INC USD 0.66%
KELLOGG CO USD 0.61%
DOLLAR GENERAL CORP USD 0.61%
Name Listing Currency Quantity Weight
Airbus Group NV EUR 5,180 8.91%
ING GROEP NV-CVA EUR 43,217 8.12%
BNP PARIBAS EUR 8,323 7.85%
STMICROELECT EUR 10,231 5.47%
SAP AG EUR 2,700 5.41%
DEUTSCHE TELEKOM AG-REG EUR 16,201 4.63%
COVESTRO AG EUR 4,726 4.62%
KONIN AHOLD EUR 10,937 4.35%
FANUC CORP JPY 1,228 4.18%
SIEMENS HEALTHINEERS AG EUR 4,568 3.93%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 04/05/2021

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 -0.42%
Total Expense Ratio +0.2%
Swap price component estimation =-0.22%

Index Information

Full Name FTSE USA Minimum Variance Net Index
Index Type Performance
Index Bloomberg Ticker WIUSAMVN
Index Currency USD
Number of Index Components 434
Dividend Yield (%) 1.4
Data as of 13/05/2021

ESG data

Temperature Score

BBB

ESG Rating

5

ESG SCORE

199.32

Carbon footprint
(tons CO2e/$M sales)

Index Composition Breakdown

Sector Breakdown

Health Care 19.87%
Consumer Staples 14.4%
Information Technology 12.6%
Industrials 11.68%
Consumer Discretionary 9.86%
Financials 9.74%
Communication Services 8.09%
Utilities 6.89%
Others 3.48%
Materials 3.38%

Currency Breakdown

USD 100%

Countries Breakdown

United States 96.69%
United Kingdom 1.75%
Israel 0.41%
Peru 0.31%
Bermuda 0.3%
Russia 0.19%
Japan 0.14%
Hong Kong 0.12%
Argentina 0.05%
Sweden 0.03%
Data as of 04/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1646362167
UCITS Yes
Share Class Currency USD
Assets Under Management 4.7m EUR
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 42,990.6m EUR
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
BX Swiss MVAU BW CHF - 19/07/2019 Capitalisation - LU1646362167 5m CHF
Borsa Italiana MVAU IM EUR - 10/11/2017 Capitalisation 7,021EUR LU1646362167 5m EUR
Euronext MVAU FP EUR - 10/11/2017 Capitalisation 311,511EUR LU1646362167 5m EUR
*Related Shareclasses

Passporting Information

France
Norway
Italy
UK
Austria
Sweden
Finland
Denmark
Germany
Spain
Netherlands
Luxembourg
Switzerland
Data as of 29/04/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc
Factsheets English 30/04/2021 257 Ko
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc
KIID Danish 19/02/2021 167 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
01/04/2021

Notice to Shareholders Liquidation Lyxor FTSE USA Minimum Variance UCITS ETF

Notice to Shareholders
26/02/2021

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

Blog
30/01/2020

Blog Two defensive strategies for uncertain markets

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