DSP5

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

Latest NAV
11.9969 EUR
Performance YTD

53.5%

Assets Under Management
80m EUR
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 1Y 3Y 5Y
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc 29.13% -28.45% -24.09%
Benchmark Index 29.22% -28.3% -23.76%
Data as of 20/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc 53.5% 13.63% -1.85% 29.13% -63.4% -74.82% - -88.51%
Benchmark Index 53.6% 13.65% -1.82% 29.22% -63.17% -74.26% - -88.02%
Data as of 20/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF - Acc -38.32% -53.81% -40.32% 10.46% -40.5% - - - - -
Benchmark Index -38.26% -53.64% -40.05% 11.46% -39.79% - - - - -
Data as of 20/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
20/09/2022 11.9969 EUR 80m EUR
19/09/2022 11.7094 EUR 80m EUR
16/09/2022 11.8444 EUR 81m EUR
15/09/2022 11.7156 EUR 80m EUR
14/09/2022 11.4541 EUR 79m 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 Sector Country
Apple Inc USD 7.32% Information Technology United States
MICROSOFT CORP USD 5.58% Information Technology United States
AMAZON.COM INC USD 3.34% Consumer Discretionary United States
Tesla Inc USD 2.54% Consumer Discretionary United States
ALPHABET INC-CL A USD 1.87% Communication Services United States
ALPHABET INC-CL C USD 1.69% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1.54% Financials United States
UNITEDHEALTH GROUP INC USD 1.51% Health Care United States
JOHNSON & JOHNSON USD 1.34% Health Care United States
EXXON MOBIL CORP USD 1.19% Energy United States
Name Listing Currency Quantity Weight Sector Country
ASM INTERNATIONAL NV EUR 20,620 7.83% Information Technology Netherlands
SVENSKA CELLULOSA AB-B SHS SEK 286,757 5.55% Materials Sweden
TELE2 AB-B SHS SEK 369,118 5% Communication Services Sweden
Proximus EUR 299,255 4.91% Communication Services Belgium
Apple Inc USD 21,566 4.63% Information Technology United States
BAWAG GROUP AG EUR 68,041 4.34% Financials Austria
ArcelorMittal EUR 134,223 4.23% Materials Luxembourg
NN GROUP NV EUR 64,939 3.62% Financials Netherlands
NOKIA OYJ EUR 502,025 3.41% Information Technology Finland
Telia Co AB SEK 752,451 3.38% Communication Services Sweden
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/09/2022

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 Daily (-2x) Inverse UCITS ETF - Acc

1Y Tracking Difference -0.09%
Total Expense Ratio +0.6%
Swap price component estimation =0.51%

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 503
Further Information www.spindices.com

Index Composition Breakdown

Sector Breakdown

Information Technology 26.48%
Health Care 14.49%
Consumer Discretionary 11.96%
Financials 11.07%
Communication Services 8.06%
Industrials 8.04%
Consumer Staples 6.82%
Others 5.31%
Energy 4.54%
Utilities 3.23%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.13%
United Kingdom 0.63%
Netherlands 0.13%
Hong Kong 0.06%
Japan 0.05%
Data as of 20/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1327051279
UCITS Yes
Share Class Currency USD
Assets Under Management 80.5m EUR
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 47,063.8m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2022
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
BX Swiss DSP5 BW CHF - 19/07/2019 Capitalisation - LU1327051279 76m CHF
Borsa Italiana SPX2S IM EUR - 27/01/2016 Capitalisation - LU1327051279 80m EUR
Euronext DSP5 FP EUR - 19/01/2016 Capitalisation - LU1327051279 80m EUR
*Related Shareclasses

Market Makers

BNP Paribas
Commerzbank
Flow Traders
IMC Trading
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 20/09/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Multi Units Luxembourg

Notice to Shareholders
29/04/2022

Notice to Shareholders Lyxor International Asset Management Merger - Amundi

Notice to Shareholders
08/04/2022

Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders

Notice to Shareholders
08/04/2022

Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg

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