18.27%
The Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Solactive Bund Daily (-2x) Inverse Index. The main objective of the strategy implemented by the Solactive Bund Daily (-2x) Inverse Index is to provide the same financial outcome than a daily short strategy with a leverage of 2, based on a portfolio of 10-Year German Government bonds while avoiding the costs linked to the use of cash instruments, namely the borrowing cost and twice the daily bid-ask spreads. The Index combines a long position in a daily overnight investment at EONIA rate along with a double short position in Bund Futures, the notionals of both investments being rebalanced on a daily basis. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
The fund’s performance track record is that of Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc until 06/09/2018. This fund was absorbed by Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc on 06/09/2018.
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 | 10Y |
---|---|---|---|---|
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc ETF | 14.44% | 2.09% | -2.6% | -6.48% |
Benchmark Index | 14.9% | 2.49% | -2.22% | -6.16% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc ETF | 18.27% | -0.57% | 11.6% | 14.44% | 6.39% | -12.37% | -48.8% | -67.02% |
Benchmark Index | 18.46% | -0.53% | 11.7% | 14.9% | 7.66% | -10.64% | -47.07% | -65.77% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc ETF | 3% | -9.76% | -10.29% | -8.67% | -3.55% | -14.27% | -5.45% | -25.52% | 2.51% | -13.38% |
Benchmark Index | 3.42% | -9.39% | -9.96% | -8.31% | -3.21% | -13.99% | -5.18% | -25.31% | 2.76% | -13.2% |
At 21/06/2019, the index reference changed from SGI Daily Double Short Bund Index to Solactive Bund Daily (-2x) Inverse Index.
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 | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
DBR 0 1/2 08/15/27 | EUR | 5.09bn | 16.9% | Government | Germany |
BTPS 0.4 05/15/30 | EUR | 24,105 | 9.21% | Government | Italy |
FRANCE (GOVT OF) 0.25 25/07/2024 | EUR | 21.12m | 8.82% | Government | France |
FRTR 0.7 07/25/30 | EUR | 17.81m | 8.15% | Government | France |
RAGB 0 10/20/40 | EUR | 25,044 | 6.29% | Government | Austria |
FRTR 0.1 07/25/31 | EUR | 13.37m | 5.54% | Government | France |
ESMTB 0 05/19/22 | EUR | 722.73m | 2.43% | Government | Supranationals |
BNG 0 3/4 01/24/29 | EUR | 7,073 | 2.28% | Government Development Banks | Netherlands |
SFILFR 0.05 06/04/29 | EUR | 74 | 2.26% | Government Development Banks | France |
BMO 0.05 06/08/29 | EUR | 7,471 | 2.24% | Financials | Canada |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 22/04/2022 |
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
1Y Tracking Difference | -0.46% |
Total Expense Ratio | +0.2% |
Swap price component estimation | =-0.26% |
Full Name | Solactive Bund Daily (-2x) Inverse Index |
Index Type | Performance |
Index Bloomberg Ticker | SODI2BUN |
Index Currency | EUR |
Number of Index Components | 1 |
Further Information | www.solactive.com |
100% |
|
7-10Y | 100% |
|
EUR | 100% |
|
Germany | 100% |
ISIN | FR0010869578 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 294.3m EUR |
Total Expense Ratio | 0.2% |
Dividend Treatment | Capitalisation |
Original inception date | 09/04/2010 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | France |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 24,231.3m EUR |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
Financial Year End | 31/10/2022 |
Inception Date | 05/09/2018 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
Borsa Italiana | BUND2S IM | EUR | - | 06/09/2018 | Capitalisation | - | FR0010869578 | 295m EUR |
Xetra | LYQK GY | EUR | - | 06/09/2018 | Capitalisation | - | FR0010869578 | 295m EUR |
Euronext | DSB FP | EUR | - | 06/09/2018 | Capitalisation | - | FR0010869578 | 295m EUR |
Flow Traders |
IMC Trading |
Optiver |
Société Générale |
Susquehanna |
XTX Markets |
ETF Name | Type | Language | Publication Date | Size |
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 213 Ko |
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc |
Prospectus | English | 16/08/2021 | 4441 Ko |
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc |
KIID | Danish | 18/02/2022 | 172 Ko |
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc |
Annual Reports | English | 29/10/2021 | 12835 Ko |
Lyxor Bund Daily (-2x) Inverse UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2020 | 69 Ko |
Notice to Shareholders Multi Units France - Notice of meeting
Notice to Shareholders Prospectus amendment - Lyxor ETF
Notice to Shareholders Notice of meeting SICAV Multi Units France
Notice to Shareholders Notice of meeting Multi Units France