SP5H

Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist

Latest NAV
246.8149 EUR
Performance YTD

22.68%

Assets Under Management
9,790m EUR
TER
0.09%
ISIN
LU0959211243
Dividend Policy
Distribution
Investment Objective

The Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index S&P 500 Net Total Return Index, offsetting the impact of daily variations of the index local currency vs. the EUR. The EUR-hedged share class offers the simplicity of a daily currency hedge mechanism that is embedded in the investment product, representing an efficient solution to manage the foreign-exchange risk. The S&P 500 Net Total Return Index is a widely regarded benchmark of US large caps, tracking 500 leading companies and covering approximately 80% of the US free-float market capitalisation. Further index details and methodology may be found at www.spindices.com Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

SP5H

Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist

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 UCITS ETF - Daily Hedged to EUR - Dist 24.8% 19.13% 15.22%
Benchmark Index 24.63% 18.89% 14.96%
Data as of 06/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist 22.68% -2.35% 1.53% 24.72% 69.15% 103.15% - 172.55%
Benchmark Index 22.51% -2.38% 1.5% 24.55% 68.13% 100.84% - 168.25%
Data as of 06/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist 16.84% 27.09% -7.48% 19.16% 10.07% 0.41% 12.74% - - -
Benchmark Index 16.56% 26.81% -7.68% 18.8% 9.69% 0.24% 12.8% - - -
Data as of 06/12/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/12/2021 246.8149 EUR 9,790m EUR
03/12/2021 243.9549 EUR 9,666m EUR
02/12/2021 246.0537 EUR 9,895m EUR
01/12/2021 242.637 EUR 9,739m EUR
30/11/2021 245.5269 EUR 9,904m EUR

Dividend History

Date Amount Currency
07/07/2021 1.54 EUR
09/12/2020 1.19 EUR
08/07/2020 1.7 EUR
11/12/2019 1.26 EUR
10/07/2019 1.67 EUR

ESG

ESG data

Temperature Score

BBB

ESG Rating

5.04

ESG SCORE

136.11

Carbon footprint
(tons CO2e/$M sales)

HOLDINGS


Name Currency Weight Sector Country
Apple Inc USD 6.66% Information Technology United States
MICROSOFT CORP USD 6.29% Information Technology United States
AMAZON.COM INC USD 3.83% Consumer Discretionary United States
ALPHABET INC-CL A USD 2.21% Communication Services United States
Tesla Inc USD 2.1% Consumer Discretionary United States
ALPHABET INC-CL C USD 2.08% Communication Services United States
FACEBOOK INC-CLASS A USD 1.94% Communication Services United States
NVIDIA CORP USD 1.92% Information Technology United States
BERKSHIRE HATHAWAY INC-CL B USD 1.34% Financials United States
JPMORGAN CHASE & CO USD 1.23% Financials United States
Name Listing Currency Quantity Weight Sector Country
BNP PARIBAS EUR 8.13m 6.4% Financials France
AMAZON.COM INC USD 143,954 6.01% Consumer Discretionary United States
Tesla Inc USD 473,411 5.82% Consumer Discretionary United States
UNITEDHEALTH GROUP INC USD 569,211 3.19% Health Care United States
AXA SA EUR 9.06m 3.17% Financials France
FACEBOOK INC-CLASS A USD 798,032 3.09% Communication Services United States
MICROSOFT CORP USD 758,525 3.01% Information Technology United States
Apple Inc USD 1.48m 2.99% Information Technology United States
ALPHABET INC-CL A USD 84,752 2.96% Communication Services United States
SALESFORCE.COM INC USD 927,106 2.92% Information Technology 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,Morgan Stanley
Date 06/12/2021

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 UCITS ETF - Daily Hedged to EUR - Dist

1Y Tracking Difference 0.17%
Total Expense Ratio +0.09%
Swap price component estimation =0.26%

To assist with meeting some of the Fund's costs the Manager has requested a fees contribution of up to 0.06% of the swap notional amount from the swap counterparties active on this fund. Note that this fee contribution is not charged to investors in addition to the management fee and to any swap fee as set out on this fund’s webpage.

Index Information

Full Name S&P 500 Daily Hedged Euro Index Net TR
Index Type Performance
Index Bloomberg Ticker SPXDHEN
Index Currency EUR
Number of Index Components 505
Further Information www.spindices.com
Dividend Yield (%) 1.32
Data as of 06/12/2021

Index Composition Breakdown

Sector Breakdown

Information Technology 28.83%
Consumer Discretionary 12.91%
Health Care 12.77%
Financials 10.94%
Communication Services 10.36%
Industrials 8.04%
Consumer Staples 5.73%
Others 4.99%
Energy 2.77%
Real Estate 2.66%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.21%
United Kingdom 0.6%
Netherlands 0.15%
Japan 0.04%
Data as of 06/12/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU0959211243
UCITS Yes
Share Class Currency EUR
Assets Under Management 9,790.1m EUR
Total Expense Ratio 0.09%
Dividend Treatment Distribution
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 50,525.7m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale,Morgan Stanley
Full Property of the Assets Yes
Financial Year End 31/12/2021
Inception Date 19/08/2013
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
Xetra LYP2 GY EUR EUR 04/09/2020 Distribution 150,081EUR LU0959211243 9,666m EUR
Borsa Italiana SPXH IM EUR EUR 30/10/2013 Distribution 327,279EUR LU0959211243 9,666m EUR
Euronext SP5H FP EUR EUR 17/09/2013 Distribution 1.47m EUR LU0959211243 9,666m EUR
LSE* LSPX LN GBP - 18/05/2010 Distribution 139,062GBP LU0496786657 8,247m GBP
LSE* LSPU LN USD - 18/05/2010 Distribution 862,717USD LU0496786657 10,903m USD
Xetra* 6TVM GY EUR - 04/09/2020 Distribution 205,419EUR LU0496786657 9,666m EUR
WSE* LYPS PW PLN - 31/05/2011 Distribution 739,340PLN LU0496786574 44,410m PLN
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution 392,973USD LU0496786657 10,903m USD
Euronext* SP5 FP EUR - 11/06/2010 Distribution 1.26m EUR LU0496786574 9,666m EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution 699,956EUR LU0496786574 9,666m EUR
Xetra* LYPS GY EUR - 17/05/2010 Distribution 588,494EUR LU0496786574 9,666m EUR
*Related Shareclasses

Market Makers

BNP Paribas
Flow Traders
IMC Trading
Optiver
Société Générale
Susquehanna
Data provided by relevant exchanges

Passporting Information

Luxembourg
Italy
France
Germany
Sweden
Netherlands
Finland
Norway
Spain
Austria
Denmark
Switzerland
Singapore
Belgium
Chile
UK
Data as of 06/12/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders
28/07/2020

Notice to Shareholders Notice to shareholders - “Lyxor S&P 500 UCITS ETF - Daily Hedged"

Notice to Shareholders
23/04/2019

Notice to Shareholders NOTICE OF ANNUAL GENERAL MEETING

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