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TER
0.60% p.a.
Distributiebeleid
Accumulating
Replicatie
Synthetic
Fondsgrootte
EUR 2 m
Startdatum
25 September 2012
Overzicht
Beschrijving
Le Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD reproduit l'index S&P 500 VIX Futures Enhanced Roll. 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.
Grafiek
Basis
Data
| Index | S&P 500 VIX Futures Enhanced Roll |
| Investeringsfocus | Actions, États-Unis |
| Fondsgrootte | EUR 2 m |
| Totale kostenratio (TER) | 0,60% p.a. |
| Replicatie | Synthetisch (Niet-gefinancierde swap) |
| Juridische structuur | ETF |
| Strategierisico | Langdurig |
| Duurzaamheid | Non |
| Valuta van het fonds | USD |
| Valutarisico | Valuta niet gedekt |
| Volatiliteit 1 jaar (in EUR) | 0,00% |
| Startdatum/Noteringsdatum | 25 septembre 2012 |
| Distributiebeleid | Accumulerend |
| Distributiefrequentie | - |
| Vestigingsplaats van het fonds | Luxembourg |
| Fondsaanbieder | Amundi ETF |
| Fondsstructuur | Company With Variable Capital (SICAV) |
| UCITS-conformiteit | Yes |
| Administrateur | SGSS |
| Beleggingsadviseur | |
| Bewaarbank | SGSS |
| Revisiebedrijf | PWC |
| Einde belastingjaar | 31 décembre |
| Vertegenwoordiger van Zwitserland | Société Générale, Paris, Zweigniederlassung Zürich |
| Zwitserse uitbetalende instantie | Société Générale, Paris, Zweigniederlassung Zürich |
| Duitsland | Transparence fiscale |
| Zwitserland | Pas d’ESTV Reporting |
| Oostenrijk | Pas de « Meldefonds » |
| UK | UK Reporting |
| Indextype | Totale rendementsindex |
| Swap tegenpartij | Société Générale |
| Collateral manager | Société Générale |
| Effectenlening | No |
| Tegenpartij die effecten uitleent |
Vergelijkbare ETF
In dit gedeelte vind je informatie over andere ETF met een vergelijkbare beleggingsfocus als de Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD
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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 |
|---|
Meer informatie
Verdere ETF op de S&P 500 VIX Futures Enhanced Roll-index
| Naam fonds | Fondsgrootte in €m (AuM) | TER p.j. | Distributie | Replicatiemethode |
|---|---|---|---|---|
| Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 77 | 0,60% p.a. | Accumulerend | Swap-gebaseerd |
Latest articles
Veelgestelde vragen
What is the name of -?
The name of - is Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD.
What is the ticker of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD?
The primary ticker of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD is -.
What is the ISIN of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD?
The ISIN of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD is LU0832435621.
What are the costs of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD?
The total expense ratio (TER) of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD amounts to 0,60% 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 S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD paying dividends?
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD 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 S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD?
The fund size of Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF (Lux) C-USD is 2m Euro. 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.