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TER
0,60% p.a.
Méthode de distribution
Capitalisation
Réplication
Synthétique
Taille du fonds
EUR 2 M
Date de création
25 septembre 2012
Aperçu
Description
The Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD seeks to track the S&P 500 VIX Futures Enhanced Roll index. The S&P 500 VIX Futures Enhanced Roll index offers exposure to the expected implied volatility of the S&P 500 index. By dynamically switching between a short-term and mid-term VIX futures the index aims to offer a cost efficient exposure to volatility.
Chart
Basics
Data
| Index | S&P 500 VIX Futures Enhanced Roll |
| Investment focus | Equity, United States |
| Fund size | EUR 2 m |
| Total expense ratio | 0.60% p.a. |
| Replication | Synthetic (Unfunded swap) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in EUR) | 0.00% |
| Inception/ Listing Date | 25 September 2012 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Luxembourg |
| Fund Provider | Amundi ETF |
| Fund Structure | Company With Variable Capital (SICAV) |
| UCITS compliance | Yes |
| Administrator | SGSS |
| Investment Advisor | |
| Custodian Bank | SGSS |
| Revision Company | PWC |
| Fiscal Year End | 31 December |
| Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
| Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
| Germany | Tax transparent |
| Switzerland | No ESTV Reporting |
| Austria | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | Société Générale |
| Collateral manager | Société Générale |
| Securities lending | No |
| Securities lending counterparty |
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Performance
Returns overview
| YTD | +0.00% |
| 1 month | +0.00% |
| 3 months | +0.00% |
| 6 months | +0.00% |
| 1 year | +0.00% |
| 3 years | -60.03% |
| 5 years | -77.49% |
| Since inception (MAX) | - |
| 2025 | +0.00% |
| 2024 | -56.32% |
| 2023 | -34.32% |
| 2022 | -12.28% |
Monthly returns in a heat map
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 0.00% |
| Volatility 3 years | 18.55% |
| Volatility 5 years | 38.46% |
| Return per risk 1 year | - |
| Return per risk 3 years | -1.42 |
| Return per risk 5 years | -0.67 |
| Maximum drawdown 1 year | - |
| Maximum drawdown 3 years | - |
| Maximum drawdown 5 years | - |
| Maximum drawdown since inception | - |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|
Plus d'informations
Autres ETF sur l'index S&P 500 VIX Futures Enhanced Roll
| Nom du fonds | Taille du fonds en M € (AuM) | Frais p.a. | Distribution | Réplication |
|---|---|---|---|---|
| Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 77 | 0,60% p.a. | Capitalisation | Synthétique |
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Questions fréquemment posées
Quel est le nom de - ?
Le nom de - est Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD.
Quel est le sigle de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD ?
Le sigle de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD est -.
Quel est l’ISIN de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD ?
L’ISIN de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD est LU0832435621.
Quels sont les coûts de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD ?
Le ratio des frais totaux (TER) de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD s'élève à 0.60% p.a.. Ces coûts sont prélevés en continu sur les actifs du fonds et sont déjà inclus dans la performance de l'ETF. Vous n'avez pas à les payer séparément. Veuillez consulter notre article pour plus d'informations sur le coût des ETF.
Le Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD verse-t-il des dividendes ?
Le Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD est un ETF à accumulation. Cela signifie que les dividendes ne sont pas distribués aux investisseurs. Au lieu de cela, les dividendes sont réinvestis dans le fonds à la date ex-date, ce qui entraîne une augmentation du prix de l'action de l’ETF.
Quelle est la taille du fonds de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD ?
La taille du fonds de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD est de 2 millions d'euros.
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.