13.28%
The Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index EURO STOXX 50 Double Short Index. The EURO STOXX 50 Double Short Index is linked to the performance of the EURO STOXX 50 Index in an inverse way - a positive development of the EURO STOXX 50 Index will result in a negative change with a leveraged ratio of 2 in the EURO STOXX 50 Double Short Index and vice versa.I.e. if the underlying EURO STOXX 50 Index is down 2%, the EURO STOXX 50 Double Short index is up 4% and vice versa, plus interest (EONIA: for daily calculation - EURIBOR: for monthly calculation) earned on the investment. The index includes the cost of borrowing on a monthly basis. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
The fund’s performance track record is that of Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc until 06/09/2018. This fund was absorbed by Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc on 06/09/2018.
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.
Product | 1Y | 3Y | 5Y | 10Y |
---|---|---|---|---|
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc ETF | -7.07% | -27.29% | -19.98% | -26.98% |
Benchmark Index | -7.14% | -26.93% | -19.46% | 46.82% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc ETF | 13.28% | -6.01% | -2.15% | -7.07% | -61.56% | -67.21% | -95.69% | -95.78% |
Benchmark Index | 13.24% | -6.01% | -2.17% | -7.14% | -60.99% | -66.13% | 4,554.81% | 4,561.39% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc ETF | -40.46% | -24.6% | -44.57% | 17.34% | -21.82% | -22.66% | -27.18% | -17.46% | -39.4% | -38.99% |
Benchmark Index | -40.4% | -23.95% | -44.05% | 18.38% | -21.13% | -21.98% | 73,325.27% | -16.81% | -38.85% | -38.44% |
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 | Sector | Country |
---|---|---|---|---|
ASML HOLDING NV | EUR | 7.47% | Information Technology | Netherlands |
LINDE PLC | EUR | 5.46% | Materials | United Kingdom |
LVMH MOET HENNESSY LOUIS VUI | EUR | 5.25% | Consumer Discretionary | France |
TOTAL SA | EUR | 5.1% | Energy | France |
Sanofi | EUR | 4.3% | Health Care | France |
SAP AG | EUR | 3.59% | Information Technology | Germany |
SIEMENS AG-REG | EUR | 3.12% | Industrials | Germany |
Allianz SE | EUR | 2.92% | Financials | Germany |
AIR LIQUIDE SA | EUR | 2.77% | Materials | France |
LOREAL | EUR | 2.7% | Consumer Staples | France |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
KEYSIGHT TECHNOLOGIES IN | USD | 52,851 | 7.95% | Information Technology | United States |
LIBERTY MEDIA COR-SIRIUSXM C | USD | 183,017 | 7.91% | Communication Services | United States |
IDEX CORP | USD | 30,203 | 6.14% | Industrials | United States |
FACEBOOK INC-CLASS A | USD | 25,678 | 5.05% | Communication Services | United States |
ENTERGY CORP | USD | 38,932 | 5.03% | Utilities | United States |
ANSYS INC | USD | 18,441 | 4.96% | Information Technology | United States |
ZOETIS INC | USD | 26,556 | 4.69% | Health Care | United States |
LOWE'S COS INC | USD | 23,186 | 4.64% | Consumer Discretionary | United States |
BOOZ ALLEN HAMILTON HOLDINGS | USD | 45,352 | 4.17% | Industrials | United States |
COSTCO WHOLESALE | USD | 8,372 | 3.97% | Consumer Staples | United States |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Morgan Stanley |
Date | 25/05/2022 |
1 week moving average of counterparty risk level
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
1Y Tracking Difference | 0.07% |
Total Expense Ratio | +0.6% |
Swap price component estimation | =0.67% |
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
ASML HOLDING NV | EUR | 7.47% | Information Technology | Netherlands |
LINDE PLC | EUR | 5.46% | Materials | United Kingdom |
LVMH MOET HENNESSY LOUIS VUI | EUR | 5.25% | Consumer Discretionary | France |
TOTAL SA | EUR | 5.1% | Energy | France |
Sanofi | EUR | 4.3% | Health Care | France |
SAP AG | EUR | 3.59% | Information Technology | Germany |
SIEMENS AG-REG | EUR | 3.12% | Industrials | Germany |
Allianz SE | EUR | 2.92% | Financials | Germany |
AIR LIQUIDE SA | EUR | 2.77% | Materials | France |
LOREAL | EUR | 2.7% | Consumer Staples | France |
Full Name | EURO STOXX 50 Double Short Index |
Index Type | Performance |
Index Bloomberg Ticker | SX5T2S |
Index Currency | EUR |
Number of Index Components | 50 |
Further Information | www.stoxx.com/indices/ |
Dividend Yield (%) | 2.48 |
Consumer Discretionary | 18.29% |
|
Financials | 14.86% |
|
Information Technology | 13.77% |
|
Industrials | 13.1% |
|
Materials | 10.94% |
|
Consumer Staples | 7.97% |
|
Health Care | 7.31% |
|
Energy | 6.38% |
|
Utilities | 4.16% |
|
Others | 3.22% |
|
EUR | 100% |
|
France | 36.18% |
Germany | 26.57% |
Netherlands | 13.39% |
United Kingdom | 6.55% |
Spain | 6.3% |
Italy | 4.35% |
United States | 2.53% |
Ireland | 1.75% |
Belgium | 1.69% |
Finland | 0.68% |
ISIN | FR0010424143 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 85.9m EUR |
Total Expense Ratio | 0.6% |
Dividend Treatment | Capitalisation |
Original inception date | 03/04/2007 |
EU-SD Status | Out of Scope |
Fund Type | SICAV |
Domicile | France |
Replication Method | Indirect (Funded swap) |
Umbrella AUM | 23,413.3m EUR |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Morgan Stanley |
Full Property of the Assets | Yes |
Financial Year End | 31/10/2022 |
Inception Date | 05/09/2018 |
Minimum Investment | 1 Share |
SFDR Classification | 6 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
Borsa Italiana | BXX IM | EUR | - | 06/09/2018 | Capitalisation | - | FR0010424143 | 89m EUR |
Xetra | BXXP GY | EUR | - | 06/09/2018 | Capitalisation | - | FR0010424143 | 89m EUR |
Euronext | BXX FP | EUR | - | 06/09/2018 | Capitalisation | - | FR0010424143 | 89m EUR |
BNP Paribas |
Commerzbank |
DRW GLOBAL MARKETS LTD |
Flow Traders |
HRTEU LIMITED |
IMC Trading |
Optiver |
Société Générale |
Virtu Financial |
ETF Name | Type | Language | Publication Date | Size |
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 259 Ko |
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc |
Prospectus | English | 03/01/2022 | 4473 Ko |
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc |
KIID | Swedish | 18/02/2022 | 168 Ko |
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc |
Annual Reports | English | 29/10/2021 | 12835 Ko |
Lyxor EURO STOXX 50 Daily (-2x) Inverse UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2020 | 127 Ko |
Notice to Shareholders Multi Units France - Notice of meeting
Notice to Shareholders Prospectus amendment - Lyxor ETF
Notice to Shareholders Notice of meeting SICAV Multi Units France
Notice to Shareholders Notice of meeting Multi Units France