DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

Latest NAV
1.5415 EUR
Performance YTD

-22.97%

Assets Under Management
57m EUR
TER
0.6%
ISIN
FR0010869495
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Daily ShortDAX x2 UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index SHORTDAX X2 INDEX. The SHORTDAX X2 INDEX is linked to the performance of the DAX Index in an inverse way - a positive development of the SHORTDAX X2 INDEX will result in a negative change with a leveraged ratio of 2 and vice versa. In addition to double inverse DAX performance, the index also contains interest payments resulting from the investment strategy in three times the amount of the overnight rate. Interest accrues in the same amount for the investment volume as well as for the funds received from short-selling. SHORTDAX X2 INDEX is therefore an attractive investment not only in falling but also in sideways markets and periods where market trends are unclear. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of Lyxor Daily ShortDAX x2 UCITS ETF - Acc until 20/04/2018. This fund was absorbed by Lyxor Daily ShortDAX x2 UCITS ETF - Acc on 20/04/2018.

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 Daily ShortDAX x2 UCITS ETF - Acc ETF -20.85% -0.49% -16% -35.76% -58.7% -57% -78.96% -96.35%
SHORTDAX X2 INDEX Benchmark Index -20.72% -0.47% -15.93% -35.58% -58.45% -56.1% -78.12% -96.01%
Data as of 06/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Daily ShortDAX x2 UCITS ETF - Acc ETF -34.42% -41.56% 36.17% -25.31%
SHORTDAX X2 INDEX Benchmark Index -33.99% -41.11% 37.29% -24.65%
Data as of 06/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
07/05/2021 1.5415 EUR 55m EUR
06/05/2021 1.5839 EUR 57m EUR
05/05/2021 1.5894 EUR 57m EUR
04/05/2021 1.6597 EUR 60m EUR
03/05/2021 1.5809 EUR 57m EUR

Dividend History

This fund does not distribute any dividend.

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
LINDE PLC EUR 10.51%
SAP AG EUR 10.06%
SIEMENS AG-REG EUR 8.68%
Allianz SE EUR 7.58%
BASF SE EUR 5.6%
DAIMLER AG-REGISTERED SHARES EUR 5.15%
DEUTSCHE TELEKOM AG-REG EUR 4.57%
BAYER AG-REG EUR 4.55%
DEUT POST EUR 4.2%
ADIDAS AG EUR 3.88%
Name Listing Currency Quantity Weight
AIR PRODUCTS & CHEMICALS INC USD 11,340 4.86%
AXA EQUITABLE HOLDINGS INC USD 92,742 4.74%
ACTIVISION BLIZZARD INC USD 34,462 4.68%
COCA-COLA CO/THE USD 58,707 4.67%
DOMINION RESOURCES INC/VA USD 40,626 4.65%
Fidelity National Information USD 20,830 4.61%
HP Inc USD 90,309 4.61%
FACEBOOK INC-CLASS A USD 9,616 4.49%
ADOBE INC USD 6,161 4.35%
Liberty Media Corp-Liberty For USD 64,147 4.27%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Morgan Stanley
Date 05/05/2021

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 Daily ShortDAX x2 UCITS ETF - Acc

1Y Tracking Difference -0.25%
Total Expense Ratio +0.6%
Swap price component estimation =0.35%

Index Information

Full Name SHORTDAX X2 INDEX
Index Type Performance
Index Bloomberg Ticker SHRTDAX2
Index Currency EUR
Number of Index Components 30
Further Information www.stoxx.com/indices/

Index Composition Breakdown

Sector Breakdown

Materials 18.02%
Consumer Discretionary 17.54%
Industrials 14.81%
Financials 14.58%
Information Technology 13.44%
Health Care 8.55%
Communication Services 4.57%
Utilities 3.6%
Real Estate 3.48%
Others 1.41%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 89.49%
United Kingdom 10.51%
Data as of 06/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010869495
UCITS Yes
Share Class Currency EUR
Assets Under Management 56.8m EUR
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
Original inception date 09/04/2010
EU-SD Status Out of Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Swap Based)
Umbrella AUM 24,179.4m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Morgan Stanley
Full Property of the Assets Yes
Financial Year End 31/10/2021
Inception Date 19/04/2018
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 LYDSD SW EUR - 20/04/2018 Capitalisation 7,505EUR FR0010869495 57m EUR
Borsa Italiana DAX2S IM EUR - 20/04/2018 Capitalisation 302,532EUR FR0010869495 57m EUR
Xetra LYQL GY EUR - 20/04/2018 Capitalisation 855,345EUR FR0010869495 57m EUR
Euronext DSD FP EUR - 20/04/2018 Capitalisation 450,336EUR FR0010869495 57m EUR
*Related Shareclasses

Market Makers

BNP Paribas
DRW GLOBAL MARKETS LTD
Flow Traders
Optiver
Société Générale
Susquehanna
Virtu Financial
Data provided by relevant exchanges

Passporting Information

France
Germany
Italy
Switzerland
Finland
Sweden
UK
Austria
Data as of 06/05/2021, Source: Lyxor International Asset Management

DOCUMENTS

NEWS

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
22/02/2021

Notice to Shareholders Notice of meeting Multi Units France

Notice to Shareholders
18/02/2021

Notice to Shareholders Modification of the prospectus on sustainability related disclosures

Notice to Shareholders
11/02/2020

Notice to Shareholders The shareholders are hereby informed that they are invited to attend a combined general meeting (ordinary and extraordinary) to be held on Friday 28 February 2020 at 11:00 am

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