LYSPH

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

Latest NAV
170,1911 CHF
Performance YTD

2,54%

Assets Under Management
8 367mio CHF
TER
0,09%
ISIN
LU1302703878
Dividend Policy
Distribution
Investment Objective

The Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - 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 CHF. The CHF-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.

LYSPH

Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 2,54% 4,18% 11,84% 18,44% 16,78% 32,33% - 79,14%
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 2,54% 4,18% 11,79% 18,33% 16,51% 31,45% - 77,02%
Data as of 20/01/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist ETF 16,97% 26,8% -7,91% 18,65%
S&P 500 CHF Daily Hdg (Net TR) Benchmark Index 16,68% 26,52% -8,1% 18,28%
Data as of 20/01/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
20/01/2021 170,1911 CHF 8 375mio CHF
19/01/2021 167,8403 CHF 8 367mio CHF
15/01/2021 166,4961 CHF 8 313mio CHF
14/01/2021 167,7146 CHF 8 382mio CHF
13/01/2021 168,3398 CHF 8 402mio CHF

Dividend History

Date Amount Currency
09/12/2020 0,98 CHF
08/07/2020 1,4 CHF
11/12/2019 1,04 CHF
10/07/2019 1,37 CHF
12/12/2018 1,05 CHF

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
Apple Inc USD 6,38%
MICROSOFT CORP USD 5,11%
AMAZON.COM INC USD 4,15%
Tesla Inc USD 2%
FACEBOOK INC-CLASS A USD 1,96%
ALPHABET INC-CL A USD 1,67%
ALPHABET INC-CL C USD 1,62%
BERKSHIRE HATHAWAY INC-CL B USD 1,42%
JOHNSON & JOHNSON USD 1,34%
JPMORGAN CHASE & CO USD 1,31%
Name Listing Currency Quantity Weight
AMAZON.COM INC USD 210 615 7,17%
MICROSOFT CORP USD 2,94mio 6,85%
FACEBOOK INC-CLASS A USD 2,38mio 6,55%
BNP PARIBAS EUR 8,13mio 4,79%
KERING EUR 500 000 3,72%
ALPHABET INC-CL A USD 186 053 3,52%
Apple Inc USD 2,47mio 3,44%
BOEING CO/THE USD 1,53mio 3,42%
T-Mobile US Inc USD 2,37mio 3,3%
NETFLIX INC USD 566 492 3,09%
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 19/01/2021

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 CHF - Dist

1Y Tracking Difference -1,34%
Total Expense Ratio +0,09%
Swap price component estimation =-1,25%

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 CHF Daily Hdg (Net TR)
Index Type Performance
Index Bloomberg Ticker SPXDHCN
Index Currency CHF
Number of Index Components 505
Further Information www.spindices.com
Dividend Yield (%) 1,66
Data as of 20/01/2021

Carbon Footprint

Carbon Efficiency (t CO2/$m) 129,64
Data as of 31/12/2020

Index Composition Breakdown

Sector Breakdown

Information Technology 27,03%
Health Care 13,8%
Consumer Discretionary 12,84%
Financials 12,07%
Communication Services 10,43%
Industrials 8,42%
Consumer Staples 6,22%
Others 3,75%
Utilities 2,73%
Materials 2,71%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99,33%
United Kingdom 0,63%
Japan 0,04%
Data as of 19/01/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1302703878
Assets Under Management 8 367,3mio CHF
UCITS Yes
Total Expense Ratio 0,09%
Tax data (PEA) No
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 CHF
Dividend Treatment Distribution
Umbrella AUM 40 614,1mio CHF
Financial Year End 31/12/2021
Swap Counterparty Société Générale, Morgan Stanley
Full Property of the Assets Yes
Inception Date 28/04/2016
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
SIX Swiss Ex LYSPH SW CHF CHF 15/06/2016 Distribution 16 268CHF LU1302703878 8 367mio CHF
Euronext* SP5C FP EUR - 19/05/2016 Capitalisation 449 136EUR LU1135865084 7 766mio EUR
Euronext* SP5H FP EUR EUR 17/09/2013 Distribution 854 498EUR LU0959211243 7 766mio EUR
Euronext* SP5 FP EUR - 11/06/2010 Distribution 1,63mio EUR LU0496786574 7 766mio EUR
Borsa Italiana* SPHC IM EUR EUR 10/11/2020 Capitalisation 15 640EUR LU0959211326 7 766mio EUR
Xetra* 6TVM GY EUR - 04/09/2020 Distribution 152 856EUR LU0496786657 7 766mio EUR
Xetra* LYP2 GY EUR EUR 04/09/2020 Distribution 29 791EUR LU0959211243 7 766mio EUR
Borsa Italiana* SPXH IM EUR EUR 30/10/2013 Distribution 618 989EUR LU0959211243 7 766mio EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution 778 338EUR LU0496786574 7 766mio EUR
Xetra* LYPS GY EUR - 17/05/2010 Distribution 1,39mio EUR LU0496786574 7 766mio EUR
BMV* SP5CN MM MXN - 26/03/2020 Capitalisation - LU1135865084 185 205mio MXN
LSE* SP5G LN GBP GBP 22/02/2019 Distribution 298 998GBP LU1950341179 6 917mio GBP
LSE* SP5L LN GBP - 07/07/2017 Capitalisation 91 073GBP LU1135865084 6 917mio GBP
LSE* SP5C LN USD - 07/07/2017 Capitalisation 197 136USD LU1135865084 9 418mio USD
WSE* LYPS PW PLN - 31/05/2011 Distribution 393 420PLN LU0496786574 35 172mio PLN
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution 3,62mio USD LU0496786657 9 418mio USD
LSE* LSPX LN GBP - 18/05/2010 Distribution 275 686GBP LU0496786657 6 917mio GBP
LSE* LSPU LN USD - 18/05/2010 Distribution 1,24mio USD LU0496786657 9 418mio USD
*Related Shareclasses

Market Makers

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

Passporting Information

Luxembourg
Singapore
Switzerland
UK
Germany
Austria
Chile
Data as of 20/01/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
23/04/2019

Notice to Shareholders NOTICE OF ANNUAL GENERAL MEETING

Notice to Shareholders
29/10/2018

Notice to Shareholders Notice- Ending of PEA eligibility - Lyxor S&P 500 UCITS ETF

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