Lyxor Euro Overnight Return UCITS ETF - Acc

Latest NAV
102.8598 EUR
Performance YTD


Assets Under Management
836m EUR
Dividend Policy
Investment Objective

The Lyxor Euro Overnight Return UCITS ETF - Acc is a UCITS compliant ETF that aims to track the benchmark index Solactive Euro Overnight Return Index. The Solactive Euro Overnight Return Index is calculated from the Euro Short Term Rate (ESTER) plus 0.085%. ESTER uses transaction data from the daily money exchange reports from the 52 largest banks in the Eurozone. It is calculated and published by the European Central Bank (ECB). Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. For more information about this index, please visit: www.solactive.com.


Lyxor Euro Overnight Return UCITS ETF - Acc


Performance history

The fund’s performance track record is that of Lyxor Euro Overnight Return UCITS ETF - Acc until 06/09/2018. This fund was absorbed by Lyxor Euro Overnight Return UCITS ETF - Acc on 06/09/2018.


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 Euro Overnight Return UCITS ETF - Acc -0.6% -0.65% -0.61% -0.39%
Benchmark Index -0.39% -0.44% -0.42% -0.26%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Euro Overnight Return UCITS ETF - Acc -0.41% 0.01% -0.07% -0.6% -1.95% -3.03% -3.8% -2.68%
Benchmark Index -0.26% 0.03% -0.01% -0.39% -1.33% -2.06% -2.54% -1%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Euro Overnight Return UCITS ETF - Acc -0.69% -0.68% -0.6% -0.56% -0.46% -0.41% -0.11% 0.02% 0.04% 0.12%
Benchmark Index -0.49% -0.47% -0.4% -0.37% -0.36% -0.32% -0.11% 0.09% 0.09% 0.23%
Data as of 27/09/2022, Source: Lyxor International Asset Management

At 21/08/2019, the index reference changed from FTSE MTS Eonia Investable Index to Solactive Euro Overnight Return Index.

NAV History

Date NAV Currency Fund AUM
27/09/2022 102.8525 EUR 836m EUR
26/09/2022 102.851 EUR 823m EUR
23/09/2022 102.8506 EUR 823m EUR
22/09/2022 102.8491 EUR 830m EUR
21/09/2022 102.8433 EUR 826m 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
Name Listing Currency Quantity Weight Sector Country
AGENCE FRANCA 0.125% Sep31 EUR 21.5m -8,523.08% Government France
KOMMUNEKREDIT 2.375% Sep32 EMTN EUR 18.2m -8,688.37% Government Denmark
SPAREBANK1BOK 1.75% May32 EMTN EUR 20.2m -9,094.25% Financials Norway
BPIFRANCE 0.125% Nov23 EUR 19.8m -9,652.3% Government France
BPIFRANCE 2.125% Nov27 EUR 19.9m -9,722.37% Government France
CREDIT SUISSE FRN Sep23 EMTN EUR 19.85m -9,921.2% Financials Switzerland
BASQUE GOVT 1.75% Mar26 EUR 21.91m -10,740.35% Government Spain
SFIL SA 1.5% Mar32 EMTN EUR 24.7m -11,120.82% Government France
RENTENBANK 0.05% Dec29 EMTN EUR 34.16m -14,111.44% Government Germany
CAN IMPERIAL FRN Jan24 EMTN EUR 32.3m -16,248.01% Financials Canada
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/06/2022

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 Euro Overnight Return UCITS ETF - Acc

1Y Tracking Difference -0.21%
Total Expense Ratio +0.1%
Swap price component estimation =-0.11%

Index Information

Full Name Solactive Euro Overnight Return Index
Index Type Performance
Index Bloomberg Ticker SOEUONRT
Index Currency EUR
Number of Index Components 0
Further Information www.solactive.com
Data as of 27/09/2022

Index Composition Breakdown

Sector Breakdown


Maturity Breakdown

Ratings Breakdown

NR 100%

Currency Breakdown

EUR 100%


Main Fund Characteristics

ISIN FR0010510800
Share Class Currency EUR
Assets Under Management 836.1m EUR
Total Expense Ratio 0.1%
Dividend Treatment Capitalisation
Original inception date 13/09/2007
EU-SD Status In Scope
Fund Type SICAV
Domicile France
Replication Method Indirect (Unfunded swap)
Umbrella AUM 21,942.1m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2022
Inception Date 05/09/2018
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
LSE CSHD LN USD - 06/09/2018 Capitalisation - FR0010510800 804m USD
BX Swiss LYCSH BW EUR - 17/12/2019 Capitalisation - FR0010510800 836m EUR
Xetra LYXCSH GY EUR - 06/09/2018 Capitalisation - FR0010510800 836m EUR
Borsa Italiana LEONIA IM EUR - 06/09/2018 Capitalisation - FR0010510800 836m EUR
Euronext CSH FP EUR - 06/09/2018 Capitalisation - FR0010510800 836m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 27/09/2022, Source: Lyxor International Asset Management



Notice to Shareholders

Notice to Shareholders Multi Units France - Notice of meeting

Notice to Shareholders

Notice to Shareholders Modification of the Benchmark Index - Lyxor Euro Overnight Return

Notice to Shareholders

Notice to Shareholders Prospectus amendment - Lyxor ETF

Notice to Shareholders

Notice to Shareholders Notice of meeting SICAV Multi Units France

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