(SP5) Core SP500 Swap EUR Dist - Overview
Etf: Index, ETF, Tracker, USD, Hedge, Large-Cap
Dividends
| Dividend Yield | 0.99% |
| Yield on Cost 5y | 1.93% |
| Yield CAGR 5y | 6.30% |
| Payout Consistency | 94.4% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 14.6% |
| Relative Tail Risk | -4.20% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.05 |
| Alpha | -5.92 |
| Character TTM | |
|---|---|
| Beta | 0.218 |
| Beta Downside | 0.448 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.28% |
| CAGR/Max DD | 0.78 |
Description: SP5 Core SP500 Swap EUR Dist January 12, 2026
The Multi Units Luxembourg – Lyxor S&P 500 UCITS ETF (ticker SP5) is a passively managed, Euro-denominated UCITS fund that seeks to replicate the total return performance of the S&P 500® Net Total Return Index (USD) while keeping tracking error low. For the daily-hedged share classes, the fund employs a daily currency-hedge to neutralise EUR/USD movements, thereby delivering returns that reflect the underlying US equity market rather than currency fluctuations.
Key metrics (as of the latest factsheet) include an expense ratio of 0.15% and a 30-day tracking error of roughly 0.10% for the hedged class, indicating efficient replication. The S&P 500 is currently weighted ~45% to technology, ~20% to health care, and ~15% to consumer discretionary, making US monetary-policy outlook and corporate earnings growth the primary macro drivers of the ETF’s performance.
For a deeper, data-driven analysis of SP5’s risk-adjusted returns and how it fits into a diversified portfolio, you may find ValueRay’s analytics platform worth exploring.
What is the price of SP5 shares?
Over the past week, the price has changed by -0.03%, over one month by -1.36%, over three months by +0.40% and over the past year by +0.77%.
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 | 68.6 | 14.7% |
SP5 Fundamental Data Overview February 03, 2026
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 = 2.82b EUR (2.82b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.82b)
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 2.82b / 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 = 6.72% (E(2.82b)/V(2.82b) * Re(6.72%) + (debt-free company))
Discount Rate = 6.72% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)