Lyxor FTSE USA Minimum Variance UCITS ETF - Acc
11,71%
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.
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.
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 | 11,71% | 3,8% | 9,05% | 15,73% | 24,44% | 39,56% | 56,79% | 62,37% |
| FTSE USA Minimum Variance Net Index Benchmark Index | 11,83% | 3,83% | 9,14% | 15,93% | 24,87% | 41,11% | 58,32% | 63,87% |
| FTSE USA Net Tax TR USD Market Cap Index | 11,96% | 4,13% | 8,74% | 18,75% | 36,65% | 66,25% | 101,82% | 100,83% |
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% |
Minimum Variance Indicators
| Relative performance | -38,46% |
| Risk reduction* | 11,47% |
| Drawdown reduction* | -8,82% |
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 | 0,94% |
| KROGER CO | USD | 0,85% |
| ZOOM VIDEO COMMUNICATIONS-A | USD | 0,8% |
| NEWMONT GOLDCORP CORP | USD | 0,76% |
| CLOROX COMPANY | USD | 0,76% |
| DOMINO'S PIZZA INC | USD | 0,74% |
| JM SMUCKER CO/THE | USD | 0,71% |
| GENERAL MILLS INC | USD | 0,66% |
| KELLOGG CO | USD | 0,63% |
| CONAGRA FOODS INC | USD | 0,61% |
| Name | Listing Currency | Quantity | Weight |
|---|---|---|---|
| Airbus Group NV | EUR | 4 460 | 8,76% |
| ADIDAS AG | EUR | 1 565 | 8,54% |
| BNP PARIBAS | EUR | 8 323 | 8,43% |
| ASML HOLDING NV | EUR | 560 | 6% |
| FANUC CORP | JPY | 1 228 | 4,9% |
| SIEMENS HEALTHINEERS AG | EUR | 4 568 | 4,46% |
| ING GROEP NV-CVA | EUR | 21 439 | 4,38% |
| RANDSTAD HOLDING NV | EUR | 3 518 | 4,36% |
| SAP AG | EUR | 1 856 | 4,35% |
| Allianz SE | EUR | 993 | 4,32% |
| Swap Information | |
|---|---|
| Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
| Counterparty Risk Level | N/A |
| Swap Counterparty | Société Générale |
| Date | 21/04/2021 |
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 | -0,43% |
| Total Expense Ratio | +0,2% |
| Swap price component estimation | =-0,23% |
| Name | Currency | Weight |
|---|---|---|
| MODERNA INC | USD | 0,94% |
| KROGER CO | USD | 0,85% |
| ZOOM VIDEO COMMUNICATIONS-A | USD | 0,8% |
| NEWMONT GOLDCORP CORP | USD | 0,76% |
| CLOROX COMPANY | USD | 0,76% |
| DOMINO'S PIZZA INC | USD | 0,74% |
| JM SMUCKER CO/THE | USD | 0,71% |
| GENERAL MILLS INC | USD | 0,66% |
| KELLOGG CO | USD | 0,63% |
| CONAGRA FOODS INC | USD | 0,61% |
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 (%) | 1,45 |
ESG data
Index Composition Breakdown
Sector Breakdown
| Health Care | 20,16% |
|
| Consumer Staples | 14,55% |
|
| Information Technology | 12,99% |
|
| Industrials | 11,28% |
|
| Consumer Discretionary | 9,7% |
|
| Financials | 9,52% |
|
| Communication Services | 8,13% |
|
| Utilities | 6,93% |
|
| Others | 3,42% |
|
| Materials | 3,32% |
|
Currency Breakdown
| USD | 100% |
|
Countries Breakdown
| United States | 96,73% |
| United Kingdom | 1,7% |
| Israel | 0,41% |
| Peru | 0,33% |
| Bermuda | 0,31% |
| Russia | 0,18% |
| Japan | 0,14% |
| Hong Kong | 0,12% |
| Argentina | 0,06% |
| Sweden | 0,03% |
CHARACTERISTICS
Main Fund Characteristics
| ISIN | LU1646362167 |
| Assets Under Management | 4,7mio EUR |
| UCITS | Yes |
| Total Expense Ratio | 0,2% |
| Original inception date | 15/06/2015 |
| Tax data (PEA) | Yes |
| EU-SD Status | Out of Scope |
| Fund Type | SICAV |
| Domicile | Luxembourg |
| Replication Method | Indirect (Swap Based) |
| Portfolio Managers | Raphaël Dieterlen, Sebastien Foy |
| Share Class Currency | USD |
| Dividend Treatment | Capitalisation |
| Umbrella AUM | 42 649,8mio EUR |
| Financial Year End | 31/12/2021 |
| Swap Counterparty | Société Générale |
| Full Property of the Assets | Yes |
| 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 |
|---|---|---|---|---|---|---|---|---|
| Euronext | MVAU FP | EUR | - | 10/11/2017 | Capitalisation | 371 835EUR | LU1646362167 | 5mio EUR |
| Borsa Italiana | MVAU IM | EUR | - | 10/11/2017 | Capitalisation | 6 777EUR | LU1646362167 | 5mio EUR |
| BX Swiss | MVAU BW | CHF | - | 19/07/2019 | Capitalisation | - | LU1646362167 | 5mio CHF |
Market Makers
| Flow Traders |
| Société Générale |
Passporting Information
DOCUMENTS
| ETF Name | Type | Language | Publication Date | Size |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
Factsheets | English | 31/03/2021 | 254 Ko |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
Prospectus | English | 01/04/2021 | 3851 Ko |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
KIID | English | 19/02/2021 | 168 Ko |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
Semi-Annual Reports | German | 31/12/2020 | 2447 Ko |
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc |
ESG | English | 31/03/2021 | 478 Ko |
NEWS
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