MVAU

Lyxor FTSE USA Minimum Variance UCITS ETF - Acc

Latest NAV
133.5426 EUR
Performance YTD

2.12%

Assets Under Management
29m EUR
TER
0.2%
ISIN
LU1646362167
Dividend Policy
Capitalisation
Investment Objective

The Lyxor FTSE USA Minimum Variance UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the FTSE USA Minimum Variance Net Index. The FTSE USA Minimum Variance Net Index seeks to provide exposure to US large and mid caps with reduced risk. The strategy aims to achieve this by selecting stocks with low correlation with one another. Stock selection is subject to strict diversification rules to avoid excessive concentration risk. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MVAU

Lyxor FTSE USA Minimum Variance UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0012726560 Lyxor FTSE USA Minimum Variance UCITS ETF until 10/11/2017. This fund was absorbed by LU1646362167 Lyxor FTSE USA Minimum Variance UCITS ETF - Acc on 10/11/2017.

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc ETF 2.12% 2.97% 4.27% 9.8% -5.15% 25% 52.56% 48.44%
FTSE USA Minimum Variance Net Index Benchmark Index 2.14% 3% 4.36% 10% -4.82% 26.31% 53.86% 49.67%
FTSE USA Net Tax TR USD Market Cap Index 2.01% 4.11% 6.35% 13.45% 9.46% 46.54% 93.92% 82.99%
Data as of 14/01/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor FTSE USA Minimum Variance UCITS ETF - Acc ETF -5.65% 28.6% 0.59% 2.1%
FTSE USA Minimum Variance Net Index Benchmark Index -5.32% 29.07% 0.9% 2%
FTSE USA Net Tax TR USD Market Cap Index 10.26% 33.27% -0.29% 6.62%
Data as of 14/01/2021, Source: Lyxor International Asset Management

Minimum Variance Indicators

Relative performance -34.55%
Risk reduction* 11.23%
Drawdown reduction* -8.82%
*All these indicators are calculated since inception.

NAV History

Date NAV Currency Fund AUM
14/01/2021 133.5426 EUR 29m EUR
13/01/2021 133.5147 EUR 29m EUR
12/01/2021 133.6462 EUR 29m EUR
11/01/2021 133.4746 EUR 29m EUR
08/01/2021 132.715 EUR 29m 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
MODERNA INC USD 1.45%
NEWMONT GOLDCORP CORP USD 0.68%
KROGER CO USD 0.64%
CLOROX COMPANY USD 0.6%
JM SMUCKER CO/THE USD 0.6%
DOMINO'S PIZZA INC USD 0.58%
WAL-MART STORES INC USD 0.56%
DOLLAR GENERAL CORP USD 0.56%
Keurig Dr Pepper Inc USD 0.54%
VERIZON COMMUNICATIONS INC USD 0.54%
Name Listing Currency Quantity Weight
BNP PARIBAS EUR 59,953 9.32%
ALPHABET INC-CL C USD 1,597 7.95%
INDITEX EUR 84,189 7.49%
CaixaBank EUR 613,362 4.96%
AMAZON.COM INC USD 550 4.94%
UMICORE EUR 30,820 4.78%
ACKERMANS & VAN HAAREN EUR 10,341 4.6%
Proximus EUR 78,037 4.59%
UCB SA EUR 15,082 4.57%
ANHEUSER-BUSCH INBEV NV EUR 22,793 4.44%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 13/01/2021

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 FTSE USA Minimum Variance UCITS ETF - Acc

1Y Tracking Difference -0.33%
Total Expense Ratio +0.2%
Swap price component estimation =-0.13%

Index Information

Full Name FTSE USA Minimum Variance Net Index
Index Type Performance
Index Bloomberg Ticker WIUSAMVN
Index Currency USD
Number of Index Components 435
Dividend Yield (%) 1.57
Data as of 14/01/2021

Carbon Footprint

Carbon Efficiency (t CO2/$m) 205.61
Data as of 31/12/2020

Index Composition Breakdown

Sector Breakdown

Health Care 19.78%
Consumer Staples 14.22%
Information Technology 11.7%
Financials 10.82%
Industrials 10.35%
Consumer Discretionary 9.53%
Communication Services 8.79%
Utilities 7.27%
Others 3.96%
Materials 3.58%

Currency Breakdown

USD 100%

Countries Breakdown

United States 96.46%
United Kingdom 1.52%
Peru 0.56%
Israel 0.41%
Bermuda 0.35%
Russia 0.22%
Japan 0.17%
Hong Kong 0.15%
Argentina 0.09%
Sweden 0.05%
Data as of 13/01/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1646362167
UCITS Yes
Share Class Currency USD
Assets Under Management 28.8m EUR
Total Expense Ratio 0.2%
Dividend Treatment Capitalisation
Original inception date 15/06/2015
EU-SD Status Out of Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 37,799.2m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2021
Inception Date 09/11/2017
Minimum Investment 1 Share

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
BX Swiss MVAU BW CHF - 19/07/2019 Capitalisation - LU1646362167 31m CHF
Borsa Italiana MVAU IM EUR - 10/11/2017 Capitalisation 18,094EUR LU1646362167 29m EUR
Euronext MVAU FP EUR - 10/11/2017 Capitalisation 237,186EUR LU1646362167 29m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

France
Norway
Italy
UK
Austria
Sweden
Finland
Denmark
Germany
Spain
Netherlands
Luxembourg
Switzerland
Data as of 14/01/2021, Source: Lyxor International Asset Management

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