Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist
10,49%
The Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - 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 EUR. The EUR-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.
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist
PERFORMANCE
Performance history
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 EUR - Dist ETF | 10,49% | 4,35% | 8,93% | 18,1% | 50,73% | 53,33% | 95,11% | 145,47% |
| S&P 500 Daily Hedged Euro Index Net TR Benchmark Index | 10,45% | 4,34% | 8,89% | 18,01% | 50,42% | 52,31% | 92,62% | 141,83% |
Calendar Performance
| Product | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|
| Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist ETF | 16,84% | 27,09% | -7,48% | 19,16% |
| S&P 500 Daily Hedged Euro Index Net TR Benchmark Index | 16,56% | 26,81% | -7,68% | 18,8% |
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 | 5,97% |
| MICROSOFT CORP | USD | 5,52% |
| AMAZON.COM INC | USD | 4,09% |
| FACEBOOK INC-CLASS A | USD | 2,09% |
| ALPHABET INC-CL A | USD | 1,93% |
| ALPHABET INC-CL C | USD | 1,86% |
| Tesla Inc | USD | 1,61% |
| BERKSHIRE HATHAWAY INC-CL B | USD | 1,46% |
| JPMORGAN CHASE & CO | USD | 1,32% |
| JOHNSON & JOHNSON | USD | 1,2% |
| Name | Listing Currency | Quantity | Weight |
|---|---|---|---|
| BNP PARIBAS | EUR | 8,13mio | 7,15% |
| KERING | EUR | 500 000 | 5,35% |
| Apple Inc | USD | 2,27mio | 4,24% |
| ALPHABET INC-CL A | USD | 121 835 | 3,86% |
| AXA SA | EUR | 9,06mio | 3,62% |
| VISA INC-CLASS A SHARES | USD | 1,12mio | 3,51% |
| ADOBE INC | USD | 438 054 | 3,16% |
| MICROSOFT CORP | USD | 868 367 | 3,14% |
| GILEAD SCIENCES INC | USD | 3,38mio | 3,12% |
| AMAZON.COM INC | USD | 65 524 | 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 | 14/04/2021 |
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 S&P 500 UCITS ETF - Daily Hedged to EUR - Dist
| 1Y Tracking Difference | 0,31% |
| Total Expense Ratio | +0,09% |
| Swap price component estimation | =0,4% |
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.
| Name | Currency | Weight |
|---|---|---|
| Apple Inc | USD | 5,97% |
| MICROSOFT CORP | USD | 5,52% |
| AMAZON.COM INC | USD | 4,09% |
| FACEBOOK INC-CLASS A | USD | 2,09% |
| ALPHABET INC-CL A | USD | 1,93% |
| ALPHABET INC-CL C | USD | 1,86% |
| Tesla Inc | USD | 1,61% |
| BERKSHIRE HATHAWAY INC-CL B | USD | 1,46% |
| JPMORGAN CHASE & CO | USD | 1,32% |
| JOHNSON & JOHNSON | USD | 1,2% |
Index Information
| Full Name | S&P 500 Daily Hedged Euro Index Net TR |
| Index Type | Performance |
| Index Bloomberg Ticker | SPXDHEN |
| Index Currency | EUR |
| Number of Index Components | 505 |
| Further Information | www.spindices.com |
| Dividend Yield (%) | 1,46 |
ESG data
Index Composition Breakdown
Sector Breakdown
| Information Technology | 27,22% |
|
| Health Care | 12,71% |
|
| Consumer Discretionary | 12,67% |
|
| Financials | 12,52% |
|
| Communication Services | 10,93% |
|
| Industrials | 8,75% |
|
| Consumer Staples | 5,99% |
|
| Others | 3,84% |
|
| Energy | 2,71% |
|
| Materials | 2,66% |
|
Currency Breakdown
| USD | 100% |
|
Countries Breakdown
| United States | 99,19% |
| United Kingdom | 0,61% |
| Netherlands | 0,16% |
| Japan | 0,04% |
CHARACTERISTICS
Main Fund Characteristics
| ISIN | LU0959211243 |
| Assets Under Management | 8 410,1mio EUR |
| 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 | EUR |
| Dividend Treatment | Distribution |
| Umbrella AUM | 42 331,1mio EUR |
| Financial Year End | 31/12/2021 |
| Swap Counterparty | Société Générale,Morgan Stanley |
| Full Property of the Assets | Yes |
| Inception Date | 19/08/2013 |
| 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
| Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
|---|---|---|---|---|---|---|---|---|
| Euronext | SP5H FP | EUR | EUR | 17/09/2013 | Distribution | 1,32mio EUR | LU0959211243 | 8 410mio EUR |
| Xetra | LYP2 GY | EUR | EUR | 04/09/2020 | Distribution | 119 230EUR | LU0959211243 | 8 410mio EUR |
| Borsa Italiana | SPXH IM | EUR | EUR | 30/10/2013 | Distribution | 366 193EUR | LU0959211243 | 8 410mio EUR |
| Euronext* | SP5C FP | EUR | - | 19/05/2016 | Capitalisation | 605 253EUR | LU1135865084 | 8 410mio EUR |
| Euronext* | SP5 FP | EUR | - | 11/06/2010 | Distribution | 1,86mio EUR | LU0496786574 | 8 410mio EUR |
| Borsa Italiana* | SPHC IM | EUR | EUR | 10/11/2020 | Capitalisation | 13 668EUR | LU0959211326 | 8 410mio EUR |
| Xetra* | 6TVM GY | EUR | - | 04/09/2020 | Distribution | 171 088EUR | LU0496786657 | 8 410mio EUR |
| Borsa Italiana* | SPX IM | EUR | - | 31/05/2010 | Distribution | 578 862EUR | LU0496786574 | 8 410mio EUR |
| Xetra* | LYPS GY | EUR | - | 17/05/2010 | Distribution | 1,18mio EUR | LU0496786574 | 8 410mio EUR |
| BMV* | SP5CN MM | MXN | - | 26/03/2020 | Capitalisation | - | LU1135865084 | 201 516mio MXN |
| LSE* | SP5G LN | GBP | GBP | 22/02/2019 | Distribution | 312 594GBP | LU1950341179 | 7 305mio GBP |
| LSE* | SP5C LN | USD | - | 07/07/2017 | Capitalisation | 330 115USD | LU1135865084 | 10 029mio USD |
| LSE* | SP5L LN | GBP | - | 07/07/2017 | Capitalisation | 98 331GBP | LU1135865084 | 7 305mio GBP |
| SIX Swiss Ex* | LYSPH SW | CHF | CHF | 15/06/2016 | Distribution | 45 273CHF | LU1302703878 | 9 253mio CHF |
| WSE* | LYPS PW | PLN | - | 31/05/2011 | Distribution | 478 923PLN | LU0496786574 | 38 395mio PLN |
| SIX Swiss Ex* | LYSP5 SW | USD | - | 21/09/2010 | Distribution | 565 659USD | LU0496786657 | 10 029mio USD |
| LSE* | LSPU LN | USD | - | 18/05/2010 | Distribution | 986 439USD | LU0496786657 | 10 029mio USD |
| LSE* | LSPX LN | GBP | - | 18/05/2010 | Distribution | 185 847GBP | LU0496786657 | 7 305mio GBP |
Market Makers
| BNP Paribas |
| Flow Traders |
| Optiver |
| Société Générale |
Passporting Information
DOCUMENTS
| ETF Name | Type | Language | Publication Date | Size |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
Factsheets | English | 31/03/2021 | 243 Ko |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
Prospectus | English | 01/04/2021 | 3851 Ko |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
KIID | English | 19/02/2021 | 173 Ko |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
Semi-Annual Reports | German | 31/12/2020 | 2447 Ko |
Lyxor S&P 500 UCITS ETF - Daily Hedged to EUR - Dist |
ESG | English | 28/02/2021 | 478 Ko |
NEWS
Notice to Shareholders Notice to shareholders - “Lyxor S&P 500 UCITS ETF - Daily Hedged"
Notice to Shareholders NOTICE OF ANNUAL GENERAL MEETING
Notice to Shareholders Notice- Ending of PEA eligibility - Lyxor S&P 500 UCITS ETF
