TER
0.40% p.a.
Distribution policy
Accumulating
Replication
Swap-based
Fund size
7 m
Overview
Description
The Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR 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, Volatility |
| Fund size | GBP 7 m |
| Total expense ratio | 0.40% p.a. |
| Replication | Synthetic (Unfunded swap) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | EUR |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 0.00% |
| Inception/ Listing Date | 20 May 2013 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | France |
| Fund Provider | Amundi ETF |
| Fund Structure | Contractual Fund |
| UCITS compliance | Yes |
| Administrator | SGSS |
| Investment Advisor | |
| Custodian Bank | SGSS |
| Revision Company | PWC |
| Fiscal Year End | 31 October |
| Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
| Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
| Germany | Tax transparent |
| Switzerland | No ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | No UK Reporting |
| Indextype | Total return index |
| Swap counterparty | Société Générale |
| Collateral manager | Société Générale |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
There are currently no ETFs tracking the same index or having an identical investment focus than the Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR.
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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 | +3.34% |
| 5 years | +7.32% |
| Since inception (MAX) | - |
| 2023 | +0.00% |
| 2022 | +0.00% |
| 2021 | +8.48% |
| 2020 | -0.91% |
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 | 2.83% |
| Volatility 5 years | 16.27% |
| Return per risk 1 year | - |
| Return per risk 3 years | 0.39 |
| Return per risk 5 years | 0.09 |
| 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 |
|---|
Further information
Frequently asked questions
What is the name of -?
The name of - is Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR.
What is the ticker of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR?
The primary ticker of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR is -.
What is the ISIN of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR?
The ISIN of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR is FR0011376565.
What are the costs of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR?
The total expense ratio (TER) of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR amounts to 0.40% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.
Is Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR paying dividends?
Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.
What's the fund size of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR?
The fund size of Lyxor UCITS ETF Unleveraged S&P 500 VIX Futures Enhanced Roll C-EUR is 7m GBP. See the following article for more information about the size of ETFs.
— 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.