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The Lyxor ETFs on this website are undertakings for collective investment in transferable securities (UCITS) (i) domiciled in France and approved by the Autorité des Marchés Financiers (AMF) or, (ii) domiciled in Luxembourg, approved by the Commission de Surveillance du Secteur Financier (CSSF) and authorised to market their units or shares in the French Republic in accordance with the notification procedure under Article 93 of Directive 2009/65/EC. Investors should note that the prospectuses of certain Lyxor ETFs under Luxembourg law that have been notified in accordance with this procedure are only available on the website in English. A French translation of these prospectuses can be obtained upon request by sending a letter to Lyxor International Asset Management (“Lyxor”) – 17 Cours Valmy, 92987 Paris La Défense, France.

 

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Lyxor ETFs - Full ETF range | Lyxor Luxembourg

SP5H Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist

Distribution

Smart Beta

Country

Currency Hedged

Style, Small/Mid Caps

Leveraged, Short and Double Short

North America

Developed Market

Equity

Latest NAV :
165,687 EUR
Data as of 18/09/2019, Source: Lyxor International Asset Management
Performance YTD:
18,68%
Total return as of 17/09/2019
Asset Under Management
8 430,1mio EUR
ISIN
LU0959211243
TER :
0,15%
Dividend Treatment
Distribution
Nav History
Prospectus
KIID
Factsheets
ESG

Investment Objective

Main Fund Characteristics

ISIN LU0959211243
Assets Under Management 8 430,1mio EUR
UCITS Yes
Total Expense Ratio 0,15%
PEA No
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Base currency EUR
Dividend Treatment Distribution
Umbrella AUM 31 557,7mio EUR
Financial Year End 31/12/2018
Swap Counterparty Société Générale
Full property of the assets Yes
Inception Date 18/08/2013
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

ExchangeTicker BloombergListing CurrencyCurrency HedgedListing DateDividend PolicyADV 3MISINFund AUM in CCY
EuronextSP5H FPEUREUR17/09/2013Distribution698 414EURLU09592112438 430,1mio EUR
Borsa ItalianaSPXH IMEUREUR30/10/2013Distribution1,29mio EURLU09592112438 430,1mio EUR
Xetra *LYPS GYEUR-17/05/2010Distribution1,11mio EURLU04967865748 430,1mio EUR
LSE *LSPU LNUSD-18/05/2010Distribution776 068USDLU04967866579 314,8mio USD
LSE *LSPX LNGBP-18/05/2010Distribution453 742GBPLU04967866577 461,5mio GBP
Borsa Italiana *SPX IMEUR-31/05/2010Distribution1,23mio EURLU04967865748 430,1mio EUR
Euronext *SP5 FPEUR-11/06/2010Distribution996 683EURLU04967865748 430,1mio EUR
SIX Swiss Ex *LYSP5 SWUSD-21/09/2010Distribution187 770USDLU04967866579 314,8mio USD
WSE *LYPS PWPLN-31/05/2011Distribution144 369PLNLU049678657436 572,3mio PLN
Euronext *SP5C FPEUR-19/05/2016Capitalisation297 539EURLU11358650848 430,1mio EUR
SIX Swiss Ex *LYSPH SWCHFCHF15/06/2016Distribution44 511CHFLU13027038789 262,2mio CHF
LSE *SP5C LNUSD-07/07/2017Capitalisation51 917USDLU11358650849 314,8mio USD
LSE *SP5L LNGBP-07/07/2017Capitalisation32 784GBPLU11358650847 461,5mio GBP
LSE *SP5G LNGBPGBP22/02/2019Distribution85 076GBPLU19503411797 461,5mio GBP
* Related Shareclasses

Market Makers

Data provided by relevant exchanges

Passporting Information

Data as of17/09/2019, Source: Lyxor International Asset Management
Performance : 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."
Performance Chart
AUM Evolution

Performance Chart

Performance

Product YTD1M3M6M1Y3Y5YALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist ETF
18,68%
2,72%
3,69%
5,27%
2,48%
36,96%
49,23%
77,57%
S&P 500 Daily Hedged Euro Index Net TR Benchmark
S&P 500 Daily Hedged Euro Index Net TR Benchmark
Data as of17/09/2019, Source: Lyxor International Asset Management
Product 2A 3A 4A 5A
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist ETF
S&P 500 Daily Hedged Euro Index Net TR Benchmark
Data as of17/09/2019, Source: Lyxor International Asset Management

NAVs History

Dividend History

DateAmountCurrency
No records found.
DateAmountCurrency
10/07/20191,67EUR
12/12/20181,28EUR
11/07/20181,51EUR
13/12/20171,15EUR
12/07/20171,49EUR
14/12/20161,17EUR
06/07/20161,47EUR
09/12/20151,07EUR
08/07/20151,45EUR
10/12/20140,66EUR
09/07/20140,89EUR
11/12/20130,66EUR

Top Ten Index Constituents

Index Information

Full NameS&P 500 Daily Hedged Euro Index Net TR
Index TypePerformance
Index Bloomberg TickerSPXDHEN
Index CurrencyEUR
Number of Index Components505
Further Informations www.spindices.com

Index Composition Breakdown

Country Breakdown
Data as of17/09/2019, Source: Lyxor International Asset Management
Top 10 Fund Holdings
NameCurrencyQuantityWeight %
JPMORGAN CHASE & COUSD5 380 0126,85%
BNP PARIBASEUR8 130 9044,23%
ALPHABET INC-CL CUSD292 5483,86%
ALPHABET INC-CL AUSD237 6393,14%
FACEBOOK INC-AUSD1 442 9032,92%
KERINGEUR500 0002,74%
AXA SAEUR9 064 4012,43%
PFIZER INCUSD5 831 3752,29%
AMAZON.COM INCUSD111 9802,19%
JOHNSON & JOHNSONUSD1 384 5171,93%
Swap Information
Basket adjustment The basket is daily adjusted to the fund outstanding level
Counterparty risk Level N/A From 1st March 2017, the European Market Infrastructure Regulation («EMIR») requires certain EU counterparties, including undertakings for collective investment in transferable securities («UCITS»), to put in place risk mitigation procedures prior to entering into OTC derivatives trades. This regulation obliges both parties to a swap transaction to exchange collateral in order to reduce any counterparty exposure to zero allowing for a minimum transfer amount of €500,000. From 1st March 2017, the European Market Infrastructure Regulation («EMIR») requires certain EU counterparties, including undertakings for collective investment in transferable securities («UCITS»), to put in place risk mitigation procedures prior to entering into OTC derivatives trades. This regulation obliges both parties to a swap transaction to exchange collateral in order to reduce any counterparty exposure to zero allowing for a minimum transfer amount of €500,000.
Swap CounterpartySociété Générale
Date17/09/2019
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 0,2%
Total Expense Ratio + 0,15%
Swap price component estimation = 0,35%
Holding Composition Breakdown
Country Breakdown
Data as of17/09/2019, Source: Lyxor International Asset Management
Fund related documents

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Notice to Investors in Asia-Pacific Region

This document is prepared for and intended to be distributed in Asia-Pacific Region solely to sophisticated and professional clients. You should thereforebe appropriately qualified as a professional, accredited, wholesale, expert or institutional investor (however defined in your local jurisdiction). It is distributed by licensed affiliates of Societe Generale (“SG”) which is a French credit institution (bank) authorised by the Autorité de Contrôle Prudentiel (the French Prudential Control Authority) in accordance with applicable regulations and SG’s internal policy. You should be aware that local regulations may not allow this document to be distributed from your local SG licensed affiliate, but may allow it to be distributed from an offshore branch or affiliate under certain circumstances. If in any doubt, you should always determine which licensed affiliate is responsible for distributing this document to you by contacting SG. You should also be aware that financial products or services referred to may not be sold, bought or subscribed to if you do not qualify in your local jurisdiction. Always ensure that you contact and deal through appropriately licensed entities if you wish to purchase any such products or services.

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Notice to Australian Investors: This document is distributed in Australia by SG Securities (HK) Limited (SGHK). Under ASIC Class Order [CO 03/1103], SGHK is exempt from the requirement to hold an Australian financial services licence for the provision of its financial services to you. SGHK is authorised and regulated by the Securities and Futures Commission of Hong Kong under the laws of Hong Kong which differ from Australian laws. This document is provided to you on the basis that you are a 'wholesale client' within the meaning of section 761G of the Corporations Act 2001 (Cth).

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:
  • The difference of repo rate between the basket of securities held by the ETF and the index components.
  • Pricing parameters linked to the index replication.
In order to challenge the spread given by the counterparty, Lyxor uses its own valuation tools to get market prices and/or carry out its RFP process. The Performance Swap is also controlled on a daily basis by the Fund Manager.