(SP5) Multi Units Luxembourg - Ratings and Ratios
ETF, S&P 500, USD, EUR, Hedged
Dividends
| Dividend Yield | 1.01% |
| Yield on Cost 5y | 2.07% |
| Yield CAGR 5y | 9.89% |
| Payout Consistency | 95.4% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 12.6% |
| Value at Risk 5%th | 19.8% |
| Relative Tail Risk | -4.15% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.05 |
| Alpha | -4.61 |
| CAGR/Max DD | 0.78 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.599 |
| Beta | 0.220 |
| Beta Downside | 0.426 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.28% |
| Mean DD | 3.11% |
| Median DD | 1.53% |
Description: SP5 Multi Units Luxembourg November 09, 2025
The Multi-Units Luxembourg – Lyxor S&P 500 UCITS ETF (ticker SP5) is a passively managed, UCITS-compliant fund that seeks to replicate the total-return performance of the S&P 500® Net Total Return Index, denominated in US $ and hedged to the euro. Its primary objective is to minimise tracking error while delivering both upside and downside exposure to the index, and the daily-hedged share classes employ a currency-hedge strategy to offset EUR/USD movements.
Key quantitative details (as of Q3 2025) include an expense ratio of 0.12 % and assets under management of roughly €4.2 bn, placing it among the larger euro-hedged US-large-cap ETFs. The fund’s sector composition mirrors the underlying index, with technology (~27 % weight), health care (~13 %) and consumer discretionary (~12 %) driving performance. Recent macro drivers-U.S. GDP growth of 2.1 % YoY, the Federal Reserve’s policy stance targeting 4.75 % rates, and corporate earnings resilience in the tech sector-have been the primary catalysts for the index’s 8 % YTD total-return.
For a deeper, data-driven breakdown of SP5’s risk-adjusted performance, see ValueRay’s analytics platform.
What is the price of SP5 shares?
Over the past week, the price has changed by -1.56%, over one month by -1.49%, over three months by +3.61% and over the past year by +1.48%.
Is SP5 a buy, sell or hold?
What are the forecasts/targets for the SP5 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 68.3 | 14.9% |
SP5 Fundamental Data Overview December 12, 2025
Market Cap EUR = 2.85b (2.85b EUR * 1.0 EUR.EUR)
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.85b EUR (2.85b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.85b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.85b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.83% (E(2.85b)/V(2.85b) * Re(6.83%) + (debt-free company))
Discount Rate = 6.83% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)