The new Lyxor Scientific Beta Developed Long/Short UCITS ETF – USD-Acc is a UCITS compliant exchange traded fund aiming to provide exposure to the Scientific Beta Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral (x 3.5) Index (TR-USD). …
The index aims to generate absolute performance with limited volatility and low correlation with the broad equity market.
The performance is achieved through a long leg exposed to six factors (Size, Value, Momentum, Low Volatility, Profitability and Investment), a short leg exposed to a broad market cap weighted reference index, and a minimisation of the overall beta to the equity market.
The strategy includes embedded leverage, which amplifies the upward and downward movement in the value of the underlying exposure.
Lyxor Scientific Beta Developed Long/Short UCITS ETF – USD-Acc
Base currency USD
Total Expense Ratio 0.55 %
Dividend Treatment Capitalisation
Inception Date 26/04/2018
Replication Method Indirect (Swap Based)
Minimum investment 1 Share