-7.46%
The Lyxor Euro Overnight Return UCITS ETF - Acc is a UCITS compliant ETF that aims to track the benchmark index Solactive Euro Overnight Return Index. The Solactive Euro Overnight Return Index is calculated from the Euro Short Term Rate (ESTER) plus 0.085%. ESTER uses transaction data from the daily money exchange reports from the 52 largest banks in the Eurozone. It is calculated and published by the European Central Bank (ECB). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. For more information about this index, please visit: www.solactive.com.
The fund’s performance track record is that of Lyxor Euro Overnight Return UCITS ETF - Acc until 06/09/2018. This fund was absorbed by Lyxor Euro Overnight Return 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 |
---|---|---|---|
Lyxor Euro Overnight Return UCITS ETF - Acc ETF | -11% | -1.97% | -0.77% |
Benchmark Index | -10.81% | -1.76% | -0.59% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor Euro Overnight Return UCITS ETF - Acc ETF | -5.27% | -2.3% | -4.88% | -11% | -5.78% | -3.8% | - | -7.46% |
Benchmark Index | -5.21% | -2.28% | -4.84% | -10.81% | -5.19% | -2.89% | - | -6.46% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor Euro Overnight Return UCITS ETF - Acc ETF | -7.88% | 8.26% | -2.4% | -5.33% | 13.33% | -3.31% | - | - | - | - |
Benchmark Index | -7.68% | 8.49% | -2.2% | -5.15% | 13.44% | -3.22% | - | - | - | - |
At 21/08/2019, the index reference changed from FTSE MTS Eonia Investable Index to Solactive Euro Overnight Return 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 |
---|---|---|---|---|---|
BTPS 0.1 05/15/23 | EUR | 71,697 | 14.54% | Government | Italy |
DBR 0 1/2 08/15/27 | EUR | 6.46bn | 11.23% | Government | Germany |
FRTR 0 03/25/24 | EUR | 45.29m | 7.86% | Government | France |
FRTR 0.7 07/25/30 | EUR | 22.3m | 5.34% | Government | France |
DEXGRP 0.01 01/22/27 | EUR | 313 | 5.15% | Financials | France |
BUONI POLIENNALI DEL TES 3.1 15/09/2026 | EUR | 9,786 | 2.48% | Government | Italy |
BNG 0 3/4 01/11/28 | EUR | 14,557 | 2.48% | Government Development Banks | Netherlands |
RY Float 01/31/24 | EUR | 14,006 | 2.47% | Financials | Canada |
DEXGRP 1 1/4 11/26/24 | EUR | 139 | 2.46% | Financials | France |
BMO 1 04/05/26 | EUR | 13,745 | 2.38% | 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 | 21/04/2022 |
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 | -0.19% |
Total Expense Ratio | +0.1% |
Swap price component estimation | =-0.09% |
Full Name | Solactive Euro Overnight Return Index |
Index Type | Performance |
Index Bloomberg Ticker | SOEUONRT |
Index Currency | EUR |
Number of Index Components | 1 |
Further Information | www.solactive.com |
100% |
|
EUR | 100% |
|
ISIN | FR0010510800 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 617.4m USD |
Total Expense Ratio | 0.1% |
Dividend Treatment | Capitalisation |
Original inception date | 13/09/2007 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | France |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 26,408.6m USD |
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 |
---|---|---|---|---|---|---|---|---|
LSE | CSHD LN | USD | - | 06/09/2018 | Capitalisation | - | FR0010510800 | 826m USD |
BX Swiss | LYCSH BW | EUR | - | 17/12/2019 | Capitalisation | - | FR0010510800 | 780m EUR |
Xetra | LYXCSH GY | EUR | - | 06/09/2018 | Capitalisation | - | FR0010510800 | 780m EUR |
Borsa Italiana | LEONIA IM | EUR | - | 06/09/2018 | Capitalisation | - | FR0010510800 | 780m EUR |
Euronext | CSH FP | EUR | - | 06/09/2018 | Capitalisation | - | FR0010510800 | 780m EUR |
Commerzbank |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor Euro Overnight Return UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 211 Ko |
Lyxor Euro Overnight Return UCITS ETF - Acc |
Prospectus | English | 16/08/2021 | 4441 Ko |
Lyxor Euro Overnight Return UCITS ETF - Acc |
KIID | Danish | 18/02/2022 | 168 Ko |
Lyxor Euro Overnight Return UCITS ETF - Acc |
Annual Reports | English | 29/10/2021 | 12835 Ko |
Lyxor Euro Overnight Return UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2020 | 148 Ko |
Notice to Shareholders Multi Units France - Notice of meeting
Notice to Shareholders Modification of the Benchmark Index - Lyxor Euro Overnight Return
Notice to Shareholders Prospectus amendment - Lyxor ETF
Notice to Shareholders Notice of meeting SICAV Multi Units France