Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi.

Latest NAV
13.6811 EUR
Performance YTD


Assets Under Management
577m EUR
Dividend Policy
Investment Objective

The Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi. 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 includes 500 leading companies in leading industries of the U.S. economy and reflects the risk and return characteristics of the broader large cap universe on an on-going basis. The complete constuction of the index is available on Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.


Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi.


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.

Product 1Y 3Y
Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi. -18.65% 6.86%
Benchmark Index -18.68% 6.73%
Data as of 26/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi. -24.03% -10.23% -6.82% -18.6% 22.06% - - 31.15%
Benchmark Index -24.06% -10.24% -6.82% -18.63% 21.6% - - 30.43%
Data as of 26/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor PEA S&P 500 UCITS ETF - Couverte en EUR - Capi. 27.16% 16.83% 27.1% - - - - - - -
Benchmark Index 27.11% 16.56% 26.81% - - - - - - -
Data as of 26/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
26/09/2022 13.4353 EUR 566m EUR
23/09/2022 13.5856 EUR 567m EUR
22/09/2022 13.8339 EUR 540m EUR
21/09/2022 13.9556 EUR 540m EUR
20/09/2022 14.2039 EUR 545m EUR

Dividend History

This fund does not distribute any dividend.


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
Apple Inc USD 7.33% Information Technology United States
MICROSOFT CORP USD 5.72% Information Technology United States
AMAZON.COM INC USD 3.25% Consumer Discretionary United States
Tesla Inc USD 2.36% Consumer Discretionary United States
ALPHABET INC-CL A USD 1.91% Communication Services United States
ALPHABET INC-CL C USD 1.71% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1.56% Financials United States
UNITEDHEALTH GROUP INC USD 1.55% Health Care United States
JOHNSON & JOHNSON USD 1.41% Health Care United States
EXXON MOBIL CORP USD 1.15% Energy United States
Name Listing Currency Quantity Weight Sector Country
APPLE INC USD 337,586 9.3% Information Technology United States
SAP SE EUR 513,647 7.51% Information Technology Germany
NOVO NORDISK A/S - B NEW DKK 371,347 6.53% Health Care Denmark
COVESTRO AG EUR 986,829 5.09% Materials Germany
MICROSOFT CORP USD 114,013 4.95% Information Technology United States
WACKER-CHEMIE GMBH EUR 197,758 4.05% Materials Germany
ADIDAS AG EUR 155,919 3.58% Consumer Discretionary Germany
ASR NEDERLAND NV EUR 483,173 3.49% Financials Netherlands
KONINKLIJKE AHOLD DELHAIZE EUR 577,238 2.71% Consumer Staples Netherlands
BAYER AG EUR 298,354 2.55% Health Care Germany
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/09/2022

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 PEA S&P 500 UCITS ETF - Couverte en EUR - Capi.

1Y Tracking Difference 0.03%
Total Expense Ratio +0.15%
Swap price component estimation =0.18%

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 0
Further Information
Data as of 26/09/2022

Index Composition Breakdown

Sector Breakdown

Information Technology 26.57%
Health Care 14.87%
Consumer Discretionary 11.66%
Financials 10.95%
Communication Services 8.08%
Industrials 8.01%
Consumer Staples 6.96%
Others 5.29%
Energy 4.34%
Utilities 3.27%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.12%
United Kingdom 0.63%
Netherlands 0.13%
Hong Kong 0.07%
Japan 0.05%
Data as of 23/09/2022, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN FR0011871136
Share Class Currency EUR
Assets Under Management 577.1m EUR
Total Expense Ratio 0.15%
Dividend Treatment Capitalisation
Tax data (PEA) Yes
EU-SD Status Out of Scope
Fund Type FCP
Domicile France
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/03/2023
Inception Date 26/11/2018
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
Euronext PSPH FP EUR EUR 29/11/2018 Capitalisation - FR0011871136 566m EUR
Euronext* PSP5 FP EUR - 05/06/2014 Capitalisation - FR0011871128 566m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 26/09/2022, Source: Lyxor International Asset Management


ETF Name Type Language Publication Date Size


Notice to Shareholders

Notice to Shareholders Prospectus amendment - Lyxor ETF

Notice to Shareholders

Notice to Shareholders Eligibility of the ETF for French PEA equity savings plans

Notice to Shareholders

Notice to Shareholders Modification of the prospectus on sustainability related disclosures

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