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TER
0.40% p.a.
Distribution policy
Accumulating
Replication
Synthetic
Fund size
GBP 8 m
Inception Date
23 March 2016
Overview
Description
The Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD seeks to track the JP Morgan Equity Risk Premia World Multi-Factor Long Only index. The JP Morgan Equity Risk Premia World Multi-Factor Long Only index tracks a weighted basket of 3 regional building blocks, with the weights being proportional to regional market caps. Each regional block is equally weighted across the five factors Value, Low Size, Momentum, Low Beta and Quality.
Chart
Basics
Data
| Index | JP Morgan Equity Risk Premia World Multi-Factor Long Only |
| Investment focus | Equity, World, Multi-Factor Strategy |
| Fund size | GBP 8 m |
| Total expense ratio | 0.40% p.a. |
| Replication | Synthetic (Unfunded swap) |
| Legal structure | ETF |
| Investment approach | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 23.58% |
| Inception/ Listing Date | 23 March 2016 |
| 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 | Société Générale Luxembourg S.A. |
| Revision Company | DELOITTE |
| 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 | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Italy | - |
| Indextype | Total return index |
| Swap counterparty | J.P. Morgan |
| Collateral manager | |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD.
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Performance
Returns overview
| YTD | -21.81% |
| 1 month | -15.28% |
| 3 months | -22.17% |
| 6 months | -21.35% |
| 1 year | -14.95% |
| 3 years | -9.55% |
| 5 years | - |
| Since inception (MAX) | - |
| 2025 | +19.70% |
| 2024 | -7.51% |
| 2023 | +10.01% |
| 2022 | - |
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 | 23.58% |
| Volatility 3 years | 16.49% |
| Volatility 5 years | - |
| Return per risk 1 year | -0.63 |
| Return per risk 3 years | -0.20 |
| Return per risk 5 years | - |
| 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 |
|---|---|---|---|---|---|
| Stuttgart Stock Exchange | EUR | LYT3 | - - | - - | - |
| London Stock Exchange | GBX | LYXW | LYXW LN LYT3IV | LYXW.L LYT3INAV=SOLA | Société Générale |
| SIX Swiss Exchange | CHF | LYXW | LYXW SW LYXWCHIV | LYXW.S LYXWCHFINAV=SOLA | Société Générale |
| XETRA | EUR | LYT3 | LYT3 GY LYT3EUIV | LYT3.DE LYT3EURINAV=SOLA | Société Générale |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating | 1,335 | 0.45% p.a. | Accumulating | Sampling |
| iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 729 | 0.30% p.a. | Accumulating | Sampling |
| JPMorgan Global Equity Multi-Factor UCITS ETF USD (acc) | 240 | 0.19% p.a. | Accumulating | Full replication |
| L&G WTW Global Equity Diversified UCITS ETF EUR Hedged Acc | 10 | 0.22% p.a. | Accumulating | Sampling |
| JPMorgan Global Equity Multi-Factor UCITS ETF USD (dist) | 0 | 0.20% p.a. | Distributing | Full replication |
Latest articles
Frequently asked questions
What is the name of LYXW?
The name of LYXW is Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD.
What is the ticker of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD?
The primary ticker of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD is LYXW.
What is the ISIN of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD?
The ISIN of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD is LU1348962132.
What are the costs of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD?
The total expense ratio (TER) of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD 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 J.P. Morgan Multi-Factor World Index UCITS ETF C-USD paying dividends?
Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF 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 J.P. Morgan Multi-Factor World Index UCITS ETF C-USD?
The fund size of Lyxor J.P. Morgan Multi-Factor World Index UCITS ETF C-USD is 8m 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.