Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist

Latest NAV
171.3199 CHF
Performance YTD


Assets Under Management
9,100m CHF
Dividend Policy
Investment Objective

The Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - 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 CHF. The CHF-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 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 CHF - Dist


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 5Y
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist -3.55% 11.56% 9.67%
Benchmark Index -3.71% 11.33% 9.44%
Data as of 12/05/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist -17.72% -11.05% -10.98% -3.55% 38.85% 58.69% - 82.45%
Benchmark Index -17.78% -11.06% -11.03% -3.71% 37.99% 57.01% - 79.93%
Data as of 12/05/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor S&P 500 UCITS ETF - Daily Hedged to CHF - Dist 26.94% 16.97% 26.8% -7.91% 18.65% - - - - -
Benchmark Index 26.76% 16.68% 26.52% -8.1% 18.28% - - - - -
Data as of 12/05/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
12/05/2022 171.3199 CHF 8,169m CHF
11/05/2022 171.4933 CHF 8,139m CHF
10/05/2022 174.4377 CHF 8,284m CHF
06/05/2022 179.9391 CHF 8,500m CHF
05/05/2022 180.9631 CHF 8,424m CHF

Dividend History

Date Amount Currency
08/12/2021 1.07 CHF
07/07/2021 1.26 CHF
09/12/2020 0.98 CHF
08/07/2020 1.4 CHF
11/12/2019 1.04 CHF


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 6.94% Information Technology United States
MICROSOFT CORP USD 5.69% Information Technology United States
AMAZON.COM INC USD 3.5% Consumer Discretionary United States
Tesla Inc USD 2.33% Consumer Discretionary United States
ALPHABET INC-CL A USD 1.99% Communication Services United States
ALPHABET INC-CL C USD 1.84% Communication Services United States
BERKSHIRE HATHAWAY INC-CL B USD 1.7% Financials United States
UNITEDHEALTH GROUP INC USD 1.36% Health Care United States
NVIDIA CORP USD 1.35% Information Technology United States
JOHNSON & JOHNSON USD 1.32% Health Care United States
Name Listing Currency Quantity Weight Sector Country
Apple Inc USD 2.81m 5.88% Information Technology United States
BNP PARIBAS EUR 8.13m 5.86% Financials France
Tesla Inc USD 403,797 5.25% Consumer Discretionary United States
NVIDIA CORP USD 1.34m 3.38% Information Technology United States
AXA SA EUR 9.06m 3.36% Financials France
FACEBOOK INC-CLASS A USD 1.19m 2.83% Communication Services United States
ALPHABET INC-CL A USD 85,759 2.65% Communication Services United States
SALESFORCE.COM INC USD 1.13m 2.51% Information Technology United States
PAYPAL HOLDINGS INC USD 2.25m 2.51% Information Technology United States
INTEL CORP USD 4.12m 2.48% Information Technology United States
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 22/04/2022

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 S&P 500 UCITS ETF - Daily Hedged to CHF - Dist

1Y Tracking Difference 0.16%
Total Expense Ratio +0.09%
Swap price component estimation =0.25%

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.

Index Information

Full Name S&P 500 CHF Daily Hdg (Net TR)
Index Type Performance
Index Bloomberg Ticker SPXDHCN
Index Currency CHF
Number of Index Components 504
Further Information
Dividend Yield (%) 1.4
Data as of 22/04/2022

Index Composition Breakdown

Sector Breakdown

Information Technology 26.62%
Health Care 14.09%
Consumer Discretionary 12.03%
Financials 11.11%
Communication Services 8.71%
Industrials 8.02%
Consumer Staples 6.74%
Others 5.59%
Energy 4.09%
Real Estate 3%

Currency Breakdown

USD 100%

Countries Breakdown

United States 99.21%
United Kingdom 0.62%
Netherlands 0.13%
Japan 0.05%
Data as of 22/04/2022, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1302703878
Share Class Currency CHF
Assets Under Management 9,100.4m CHF
Total Expense Ratio 0.09%
Dividend Treatment Distribution
Tax data (PEA) No
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 53,455.6m CHF
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale,Morgan Stanley
Full Property of the Assets Yes
Financial Year End 31/12/2022
Inception Date 28/04/2016
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 LYSPH SW CHF CHF 15/06/2016 Distribution - LU1302703878 8,389m CHF
SIX Swiss Ex* LYSP5 SW USD - 21/09/2010 Distribution - LU0496786657 8,372m USD
TASE* LYFF2 IT ILS - 07/10/2021 Capitalisation - LU1135865084 28,526m ILS
Borsa Italiana* SPHC IM EUR EUR 10/11/2020 Capitalisation - LU0959211326 8,054m EUR
Xetra* 6TVM GY EUR - 04/09/2020 Distribution - LU0496786657 8,054m EUR
Xetra* LYP2 GY EUR EUR 04/09/2020 Distribution - LU0959211243 8,054m EUR
BMV* SP5CN MM MXN - 26/03/2020 Capitalisation - LU1135865084 168,985m MXN
LSE* SP5G LN GBP GBP 22/02/2019 Distribution - LU1950341179 6,851m GBP
LSE* SP5L LN GBP - 07/07/2017 Capitalisation - LU1135865084 6,851m GBP
LSE* SP5C LN USD - 07/07/2017 Capitalisation - LU1135865084 8,372m USD
Euronext* SP5C FP EUR - 19/05/2016 Capitalisation - LU1135865084 8,054m EUR
Borsa Italiana* SPXH IM EUR EUR 30/10/2013 Distribution - LU0959211243 8,054m EUR
Euronext* SP5H FP EUR EUR 17/09/2013 Distribution - LU0959211243 8,054m EUR
WSE* LYPS PW PLN - 31/05/2011 Distribution - LU0496786574 37,795m PLN
Euronext* SP5 FP EUR - 11/06/2010 Distribution - LU0496786574 8,054m EUR
Borsa Italiana* SPX IM EUR - 31/05/2010 Distribution - LU0496786574 8,054m EUR
LSE* LSPX LN GBP - 18/05/2010 Distribution - LU0496786657 6,851m GBP
LSE* LSPU LN USD - 18/05/2010 Distribution - LU0496786657 8,372m USD
Xetra* LYPS GY EUR - 17/05/2010 Distribution - LU0496786574 8,054m EUR
*Related Shareclasses

Market Makers

BNP Paribas
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 12/05/2022, Source: Lyxor International Asset Management


Notice to Shareholders

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