0.53%
The Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI. The index is designed to provide exposure to breakeven inflation by entering into a long position in inflation-linked bonds issued by France and Germany and a short position in France and Germany sovereign bonds with adjacent durations. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
The figures relating to [past performances / simulated past performances / past performances and simulated past performances] refer or relate to past periods and are not a reliable indicator of future results. This also applies to historical market data.
Product | YTD | 1M | 3M | 6M | 1Y | 3Y | 5Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc ETF | 0.53% | 0.64% | 1.49% | 1.07% | -2.38% | -6.59% | - | -5.73% |
Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI Benchmark Index | 0.55% | 0.67% | 1.58% | 1.25% | -2.03% | -5.61% | - | -4.18% |
Product | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc ETF | -2.86% | -1.6% | -2.77% | -0.37% |
Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI Benchmark Index | -2.52% | -1.25% | -2.43% | -0.03% |
This ETF uses synthetic replication to track the performance of the index. As such, the holdings of the ETF may vary from that of the benchmark index.
You can read more about our approach to replication in our
pragmatic guide to replication.
Name | Currency | Weight |
---|---|---|
FRANCE (GOVT OF) 1.85 25/07/2027 | EUR | 19.79% |
DBRI 0 1/2 04/15/30 | EUR | 16.46% |
FRTR 0.7 07/25/30 | EUR | 13.82% |
FRANCE (GOVT OF) 0.25 25/07/2024 | EUR | 13.73% |
DBRI 0.1 04/15/26 | EUR | 13.02% |
FRTR 1 3/4 11/25/24 | EUR | -7.44% |
FRTR 5 3/4 10/25/32 | EUR | -9.48% |
OBL 0 04/14/23 | EUR | -9.86% |
FRTR 2 3/4 10/25/27 | EUR | -12.93% |
DBR 0 02/15/30 | EUR | -14.83% |
Name | Listing Currency | Quantity | Weight |
---|---|---|---|
DBRR 0 07/04/42 | EUR | 7.97bn | 8.4% |
FRANCE (GOVT OF) 1.85 25/07/2027 | EUR | 31.62m | 4.37% |
FRTRD 0 10/25/38 | EUR | 4.27bn | 4.2% |
DBRS 0 07/04/27 | EUR | 2.41bn | 2.5% |
FRTR 0.1 03/01/28 | EUR | 19.45m | 2.22% |
DBRR 0 01/04/31 | EUR | 1.93bn | 2.03% |
DB 1 1/8 08/30/23 | EUR | 19,691 | 2.03% |
KFW 0 3/8 04/23/25 | EUR | 19,331 | 2.01% |
DBRR 0 01/04/28 | EUR | 1.91bn | 2% |
OPBANK 0.01 11/19/30 | EUR | 18,862 | 1.92% |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 13/01/2021 |
1 week moving average of counterparty risk level
Counterparty risk level at daily adjustment time
Swap Price Component |
---|
Although past performance is no indicator of future performance, you can get an estimation of the swap price component over the last 12 months by adding the TER to the realized Tracking Difference. the price of being long the index and short the basket of securities held by the ETF (ie. the spread applicable to the index performance provided by the swap counterparty) can be understood as the swap price component. The latter can be positive or negative, depending on the following factors: Read more
1Y Tracking Difference | -0.35% |
Total Expense Ratio | +0.25% |
Swap price component estimation | =-0.1% |
Name | Currency | Weight |
---|---|---|
FRANCE (GOVT OF) 1.85 25/07/2027 | EUR | 19.79% |
DBRI 0 1/2 04/15/30 | EUR | 16.46% |
FRTR 0.7 07/25/30 | EUR | 13.82% |
FRANCE (GOVT OF) 0.25 25/07/2024 | EUR | 13.73% |
DBRI 0.1 04/15/26 | EUR | 13.02% |
FRTR 1 3/4 11/25/24 | EUR | -7.44% |
FRTR 5 3/4 10/25/32 | EUR | -9.48% |
OBL 0 04/14/23 | EUR | -9.86% |
FRTR 2 3/4 10/25/27 | EUR | -12.93% |
DBR 0 02/15/30 | EUR | -14.83% |
Full Name | Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI |
Index Type | Performance |
Index Bloomberg Ticker | IBXXEBF1 |
Index Currency | EUR |
Number of Index Components | 24 |
Further Information | www.markit.com/indices |
Coupon Rate (%) | -0.84 |
Maturity (Years) | 6.21 |
Convexity (%) | -0.3 |
1-3Y | 12.44% |
|
3-5Y | 13.73% |
|
5-7Y | 36.56% |
|
7-10Y | 37.27% |
|
Government | 100% |
|
EUR | 100% |
|
France | 58.08% |
Germany | 41.92% |
ISIN | LU1390062245 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 1,000m EUR |
Total Expense Ratio | 0.25% |
Dividend Treatment | Capitalisation |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Swap Based) |
Umbrella AUM | 37,799.2m EUR |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/12/2021 |
Portfolio Managers | Raphaël Dieterlen, Sebastien Foy |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 13/04/2016 |
Minimum Investment | 1 Share |
DISCLAIMER: This fund includes a risk of capital loss. Investors therefore may not recover all or part of their initial investment. The redemption value of this fund may be less than the amount initially invested. In a worst case scenario, investors could sustain the loss of their entire investment. Be sure to read carefully the Key Investor Information document, and the “risk factors” section of a fund’s performance to better understand the risks involved.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
LSE | INFL LN | GBP | - | 17/05/2016 | Capitalisation | 101GBP | LU1390062245 | 887m GBP |
Borsa Italiana | INFL IM | EUR | - | 12/09/2017 | Capitalisation | 464,814EUR | LU1390062245 | 1,000m EUR |
SIX Swiss Ex | INFL SW | EUR | - | 02/06/2017 | Capitalisation | 2,251EUR | LU1390062245 | 1,000m EUR |
Xetra | EUIN GY | EUR | - | 16/11/2016 | Capitalisation | 83,148EUR | LU1390062245 | 1,000m EUR |
Euronext | INFL FP | EUR | - | 05/05/2016 | Capitalisation | 347,801EUR | LU1390062245 | 1,000m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
Factsheets | English | 31/12/2020 | 210 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
Prospectus | English | 22/06/2020 | 4656 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
KIID | English | 10/07/2020 | 209 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2020 | 1997 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
UKRFS Reports | English | 03/08/2018 | 265 Ko |
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc |
ESG | English | 31/12/2020 | 320 Ko |
Blog Prepare your portfolio for rising bond yields and inflation