18.87%
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.
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.
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 ETF | 2.33% | -25.08% | -16.98% | -25.18% |
Benchmark Index | 2.5% | -24.73% | -16.46% | -24.62% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor Daily ShortDAX x2 UCITS ETF - Acc ETF | 18.87% | 2.47% | 4.43% | 2.33% | -57.94% | -60.58% | -94.5% | -96.24% |
Benchmark Index | 18.94% | 2.49% | 4.46% | 2.5% | -57.35% | -59.34% | -94.08% | -95.88% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor Daily ShortDAX x2 UCITS ETF - Acc ETF | -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% |
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 | 10.6% | Materials | United Kingdom |
SAP AG | EUR | 8.14% | Information Technology | Germany |
Allianz SE | EUR | 7.2% | Financials | Germany |
SIEMENS AG-REG | EUR | 7.17% | Industrials | Germany |
BAYER AG-REG | EUR | 5.23% | Health Care | Germany |
AIRBUS SE | EUR | 4.97% | Industrials | France |
DEUTSCHE TELEKOM AG-REG | EUR | 4.93% | Communication Services | Germany |
Mercedes-Benz Group AG | EUR | 4.37% | Consumer Discretionary | Germany |
BASF SE | EUR | 3.82% | Materials | Germany |
DEUT POST | EUR | 3.26% | Industrials | Germany |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
PVH Corp | USD | 61,720 | 7.85% | Consumer Discretionary | United States |
AMAZON.COM INC | USD | 1,518 | 7.4% | Consumer Discretionary | United States |
ALPHABET INC-CL A | USD | 1,632 | 6.59% | Communication Services | United States |
AGILENT TECHNOLOGIES INC | USD | 25,894 | 5.31% | Health Care | United States |
DuPont de Nemours Inc | USD | 42,044 | 4.78% | Materials | United States |
MOSAIC CO/THE | USD | 40,283 | 4.54% | Materials | United States |
DANAHER CORP | USD | 10,062 | 4.5% | Health Care | United States |
Cigna Holding Co | USD | 10,285 | 4.43% | Health Care | United States |
MICROSOFT CORP | USD | 9,414 | 4.36% | Information Technology | United States |
SKYWORKS SOLUTIONS INC | USD | 20,943 | 4.07% | 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 | 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
1Y Tracking Difference | -0.17% |
Total Expense Ratio | +0.6% |
Swap price component estimation | =0.43% |
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
LINDE PLC | EUR | 10.6% | Materials | United Kingdom |
SAP AG | EUR | 8.14% | Information Technology | Germany |
Allianz SE | EUR | 7.2% | Financials | Germany |
SIEMENS AG-REG | EUR | 7.17% | Industrials | Germany |
BAYER AG-REG | EUR | 5.23% | Health Care | Germany |
AIRBUS SE | EUR | 4.97% | Industrials | France |
DEUTSCHE TELEKOM AG-REG | EUR | 4.93% | Communication Services | Germany |
Mercedes-Benz Group AG | EUR | 4.37% | Consumer Discretionary | Germany |
BASF SE | EUR | 3.82% | Materials | Germany |
DEUT POST | EUR | 3.26% | Industrials | Germany |
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/ |
Industrials | 18.13% |
|
Materials | 16.91% |
|
Consumer Discretionary | 15.36% |
|
Financials | 14.79% |
|
Health Care | 11.89% |
|
Information Technology | 11.07% |
|
Communication Services | 4.93% |
|
Utilities | 3.85% |
|
Real Estate | 2.2% |
|
Others | 0.87% |
|
EUR | 100% |
|
Germany | 83.66% |
United Kingdom | 10.6% |
France | 4.97% |
United States | 0.77% |
ISIN | FR0010869495 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 61.2m 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 | 24,231.3m 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.
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 | 57m EUR |
Borsa Italiana | DAX2S IM | EUR | - | 20/04/2018 | Capitalisation | - | FR0010869495 | 57m EUR |
Xetra | LYQL GY | EUR | - | 20/04/2018 | Capitalisation | - | FR0010869495 | 57m EUR |
Euronext | DSD FP | EUR | - | 20/04/2018 | Capitalisation | - | FR0010869495 | 57m EUR |
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ETF Name | Type | Language | Publication Date | Size |
Lyxor Daily ShortDAX x2 UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 251 Ko |
Lyxor Daily ShortDAX x2 UCITS ETF - Acc |
Prospectus | English | 18/03/2022 | 4105 Ko |
Lyxor Daily ShortDAX x2 UCITS ETF - Acc |
KIID | Finnish | 18/02/2022 | 160 Ko |
Lyxor Daily ShortDAX x2 UCITS ETF - Acc |
Annual Reports | English | 29/10/2021 | 12835 Ko |
Lyxor Daily ShortDAX x2 UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2021 | 202 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