(LYYA) Lyxor MSCI World - Ratings and Ratios
Developed Markets, Equity, Global, Currency-Hedged
Dividends
Currently no dividends paid| Risk via 10d forecast | |
|---|---|
| Volatility | 11.9% |
| Value at Risk 5%th | 18.8% |
| Relative Tail Risk | -3.90% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.07 |
| Alpha | -2.05 |
| CAGR/Max DD | 0.78 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.621 |
| Beta | 0.205 |
| Beta Downside | 0.420 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.64% |
| Mean DD | 2.60% |
| Median DD | 1.32% |
Description: LYYA Lyxor MSCI World November 03, 2025
The Lyxor MSCI World UCITS ETF (XETRA: LYYA) is a UCITS-compliant fund that seeks to replicate the MSCI World Net Total Return USD Index while neutralising monthly EUR/USD currency fluctuations through an embedded hedge. This structure gives investors exposure to global large-cap equities without bearing the direct foreign-exchange risk of the underlying USD-denominated assets.
The reference index is a free-float-adjusted, market-capitalisation weighted benchmark covering roughly 1,600 stocks across 23 developed markets. It measures total-return performance, i.e., price appreciation plus reinvested dividends, and its construction methodology is publicly documented on MSCI’s website.
From publicly available data (as of Q3 2024), the ETF’s expense ratio is 0.30 % per annum, and its assets under management total approximately €5 billion, indicating strong liquidity and tight bid-ask spreads. The top sector allocations mirror the index composition, with Technology (~20 %), Healthcare (~15 %) and Financials (~13 %) driving the majority of returns. Recent performance has been closely tied to the Euro-dollar exchange rate; a 5 % depreciation of the EUR against the USD in the past six months would have added roughly 0.25 % to the hedged share class’s return, assuming the hedge cost remained stable.
For a deeper quantitative breakdown of risk-adjusted returns and sector-level sensitivities, you might find ValueRay’s analytics platform a useful next step in your research.
What is the price of LYYA shares?
Over the past week, the price has changed by -1.31%, over one month by -1.50%, over three months by +3.48% and over the past year by +3.77%.
Is LYYA a buy, sell or hold?
What are the forecasts/targets for the LYYA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 418.1 | 12.7% |
LYYA Fundamental Data Overview December 11, 2025
Market Cap EUR = 7.93b (7.93b 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 = 7.93b EUR (7.93b + (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 7.93b)
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 7.93b / 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 = 6.77% (E(7.93b)/V(7.93b) * Re(6.77%) + (debt-free company))
Discount Rate = 6.77% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)