DSD

Lyxor Daily ShortDAX x2 UCITS ETF - Acc

Latest NAV
1.4759 EUR
Performance YTD

-26.25%

Assets Under Management
63m 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 -31.59% -33.46% -24.08% -27.08%
Benchmark Index -31.38% -33.08% -23.55% -26.5%
Data as of 06/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Daily ShortDAX x2 UCITS ETF - Acc -26.25% 7.67% 4.7% -31.52% -70.57% -74.79% -95.76% -96.6%
Benchmark Index -26.06% 7.68% 4.75% -31.31% -70.06% -73.9% -95.41% -96.28%
Data as of 06/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Daily ShortDAX x2 UCITS ETF - Acc -34.42% -41.56% 36.17% -25.31% -24.74% -30.46% -13.41% -41.04% -46.47% 8.67%
Benchmark Index -33.99% -41.11% 37.29% -24.65% -24.08% -29.89% -12.75% -40.52% -45.91% 9.45%
Data as of 06/12/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/12/2021 1.4759 EUR 61m EUR
03/12/2021 1.5184 EUR 63m EUR
02/12/2021 1.5002 EUR 62m EUR
01/12/2021 1.4607 EUR 60m EUR
30/11/2021 1.5366 EUR 63m EUR

Dividend History

This fund does not distribute any dividend.

ESG

ESG data

Temperature Score

BB

ESG Rating

2.88

ESG SCORE

0

Carbon footprint
(tons CO2e/$M sales)

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 10.83% Materials United Kingdom
SAP AG EUR 8.77% Information Technology Germany
SIEMENS AG-REG EUR 8.11% Industrials Germany
Allianz SE EUR 6% Financials Germany
DAIMLER AG-REGISTERED SHARES EUR 5.29% Consumer Discretionary Germany
AIRBUS SE EUR 4.22% Industrials France
BASF SE EUR 3.95% Materials Germany
INFINEON TECHNOLOGIES AG EUR 3.85% Information Technology Germany
DEUT POST EUR 3.73% Industrials Germany
DEUTSCHE TELEKOM AG-REG EUR 3.67% Communication Services Germany
Name Listing Currency Quantity Weight Sector Country
PTC INC USD 46,884 7.69% Information Technology United States
MICROSOFT CORP USD 15,233 7.15% Information Technology United States
ALPHABET INC-CL A USD 1,288 5.31% Communication Services United States
ABBOTT LABORATORIES USD 25,521 4.83% Health Care United States
Chevron Corp USD 27,333 4.54% Energy United States
SYNOPSYS INC USD 8,606 4.31% Information Technology United States
TELEFLEX INC USD 9,177 4.07% Health Care United States
DENTSPLY SIRONA Inc USD 54,524 4.02% Health Care United States
CELANESE CORP-SERIES A USD 17,272 3.85% Materials United States
CVS Caremark Corp USD 29,125 3.85% Health Care 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 03/12/2021

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

Index Information

Full Name SHORTDAX X2 INDEX
Index Type Performance
Index Bloomberg Ticker SHRTDAX2
Index Currency EUR
Number of Index Components 40
Further Information www.stoxx.com/indices/

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 18.98%
Industrials 18.35%
Materials 17.26%
Information Technology 12.61%
Financials 12.02%
Health Care 10.18%
Communication Services 3.67%
Utilities 3.37%
Real Estate 2.03%
Others 1.54%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 84.15%
United Kingdom 10.83%
France 4.22%
United States 0.81%
Data as of 03/12/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN FR0010869495
UCITS Yes
Share Class Currency EUR
Assets Under Management 62.5m 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 (Unfunded swap)
Umbrella AUM 25,212.2m 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 5,217EUR FR0010869495 63m EUR
Borsa Italiana DAX2S IM EUR - 20/04/2018 Capitalisation 355,564EUR FR0010869495 63m EUR
Xetra LYQL GY EUR - 20/04/2018 Capitalisation 483,271EUR FR0010869495 63m EUR
Euronext DSD FP EUR - 20/04/2018 Capitalisation 296,891EUR FR0010869495 63m 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 06/12/2021, 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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