DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

Latest NAV
2.0007 EUR
Performance YTD

46.53%

Assets Under Management
89m 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.

Product 1Y 3Y 5Y 10Y
Lyxor Daily ShortDAX x2 UCITS ETF - Acc 37.14% -17.3% -13.03% -21%
Benchmark Index 37.53% -16.93% -12.51% -20.42%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Daily ShortDAX x2 UCITS ETF - Acc 46.53% 11.22% 13.42% 37.14% -43.47% -50.27% -90.54% -95.06%
Benchmark Index 46.88% 11.29% 13.62% 37.53% -42.71% -48.77% -89.83% -94.59%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Daily ShortDAX x2 UCITS ETF - Acc -31.37% -34.42% -41.56% 36.17% -25.31% -24.74% -30.46% -13.41% -41.04% -46.47%
Benchmark Index -31.19% -33.99% -41.11% 37.29% -24.65% -24.08% -29.89% -12.75% -40.52% -45.91%
Data as of 27/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/09/2022 2.0152 EUR 88m EUR
26/09/2022 1.9864 EUR 87m EUR
23/09/2022 1.9681 EUR 85m EUR
21/09/2022 1.8258 EUR 79m EUR
20/09/2022 1.8539 EUR 80m 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 Sector Country
LINDE PLC EUR 10.19% Materials United Kingdom
SAP AG EUR 8.07% Information Technology Germany
SIEMENS AG-REG EUR 7.14% Industrials Germany
Allianz SE EUR 6.61% Financials Germany
DEUTSCHE TELEKOM AG-REG EUR 6.16% Communication Services Germany
AIRBUS SE EUR 5.22% Industrials France
BAYER AG-REG EUR 4.74% Health Care Germany
Mercedes-Benz Group AG EUR 4.13% Consumer Discretionary Germany
BASF SE EUR 3.47% Materials Germany
MUENCHENER RUECKVER AG-REG EUR 3.38% Financials Germany
Name Listing Currency Quantity Weight Sector Country
CIGNA CORP USD 22,732 7.61% Health Care United States
JOHNSON JOHNSON USD 35,804 7.17% Health Care United States
MICROSOFT CORP USD 24,079 6.91% Information Technology United States
COCA COLA CO USD 71,390 5% Consumer Staples United States
GARTNER INC USD 14,378 4.78% Information Technology United States
APPLIED MATERIALS INC USD 45,912 4.6% Information Technology United States
FORTINET INC USD 73,265 4.28% Information Technology United States
KROGER CO USD 76,871 4.18% Consumer Staples United States
ADVANCED MICRO DEVICES USD 51,573 4.13% Information Technology United States
HERSHEY COMPANY USD 15,251 4.13% 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 21/09/2022

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 -0.39%
Total Expense Ratio +0.6%
Swap price component estimation =0.21%

Index Information

Full Name SHORTDAX X2 INDEX
Index Type Performance
Index Bloomberg Ticker SHRTDAX2
Index Currency EUR
Number of Index Components 0
Further Information www.stoxx.com/indices/

Index Composition Breakdown

Sector Breakdown

Industrials 18.56%
Materials 16.05%
Financials 15.58%
Consumer Discretionary 13.79%
Health Care 11.11%
Information Technology 10.98%
Communication Services 6.16%
Utilities 4.3%
Consumer Staples 1.94%
Others 1.54%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 83.65%
United Kingdom 10.19%
France 5.22%
United States 0.94%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010869495
UCITS Yes
Share Class Currency EUR
Assets Under Management 88.6m EUR
Total Expense Ratio 0.6%
Dividend Treatment Capitalisation
Original inception date 09/04/2010
Tax data (PEA) No
EU-SD Status Out of Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Umbrella AUM 21,958.8m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Morgan Stanley
Full Property of the Assets Yes
Financial Year End 31/10/2022
Inception Date 19/04/2018
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.

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 - FR0010869495 88m EUR
Borsa Italiana DAX2S IM EUR - 20/04/2018 Capitalisation - FR0010869495 88m EUR
Xetra LYQL GY EUR - 20/04/2018 Capitalisation - FR0010869495 88m EUR
Euronext DSD FP EUR - 20/04/2018 Capitalisation - FR0010869495 88m EUR
*Related Shareclasses

Market Makers

Banca Sella Holding S.P.A.
BNP Paribas
Commerzbank
DRW GLOBAL MARKETS LTD
Flow Traders
IMC Trading
Optiver
Société Générale
Susquehanna
Virtu Financial
Data provided by relevant exchanges

Passporting Information

France
Germany
Italy
Switzerland
Finland
Sweden
UK
Austria
Data as of 27/09/2022, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor Daily ShortDAX x2 UCITS ETF - Acc
Factsheets English 31/08/2022 344 Ko
Lyxor Daily ShortDAX x2 UCITS ETF - Acc
Prospectus French 25/11/2021 1751 Ko
Lyxor Daily ShortDAX x2 UCITS ETF - Acc
KIID English 01/06/2022 178 Ko
Lyxor Daily ShortDAX x2 UCITS ETF - Acc
Annual Reports French 29/10/2021 10774 Ko
Lyxor Daily ShortDAX x2 UCITS ETF - Acc
Semi-Annual Reports English 30/04/2021 202 Ko

NEWS

Notice to Shareholders
18/02/2022

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders
08/12/2021

Notice to Shareholders Prospectus amendment - Lyxor ETF

Notice to Shareholders
18/03/2021

Notice to Shareholders Notice of meeting SICAV Multi Units France

Notice to Shareholders
05/03/2021

Notice to Shareholders PROPOSED RESOLUTIONS MULTI UNITS France SICAV

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