0.63%
The Lyxor Euro High Yield Sustainable Exposure UCITS ETF is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index. The index is representative of the performance of the Euro denominated high yield debt market, with maturities of at least 1 year. The index only includes issuers with an MSCI ESG Rating of BBB or higher, and negatively screens issuers involved in certain values-based business involvement criteria, including activities related to controversial military weapons, and those with a “red” MSCI ESG Controversy Score. 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 Euro High Yield Sustainable Exposure UCITS ETF - Acc ETF | 0.63% | 0.77% | 4.37% | 6.03% | - | - | - | 1.11% |
Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index Benchmark Index | 0.65% | 0.81% | 4.49% | 6.26% | - | - | - | 1.52% |
Product | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc ETF | - | - | - | - |
Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index Benchmark Index | - | - | - | - |
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 |
---|---|---|
VOD 3.1 01/03/79 | EUR | 1.22% |
ASSGEN 4.596 PERP | EUR | 0.96% |
ISPIM 6 5/8 09/13/23 | EUR | 0.96% |
DB 5 5/8 05/19/31 | EUR | 0.85% |
RX 3 1/4 03/15/25 | EUR | 0.83% |
UCGIM 6.95 10/31/22 | EUR | 0.82% |
DB 2 3/4 02/17/25 | EUR | 0.76% |
ABESM 3.248 PERP | EUR | 0.74% |
SOFTBK 5 04/15/28 | EUR | 0.73% |
VIEFP 2 1/2 PERP | EUR | 0.67% |
Name | Listing Currency | Quantity | Weight |
---|---|---|---|
FRANCE (GOVT OF) 1.85 25/07/2027 | EUR | 1.35m | 26.83% |
DBRR 0 07/04/42 | EUR | 91.2m | 13.76% |
BTPS 2 1/2 12/01/24 | EUR | 591 | 9.32% |
RAGB 2.4 05/23/34 | EUR | 301 | 5.9% |
DBRR 0 01/04/37 | EUR | 38.99m | 5.9% |
BTPS 1 3/4 07/01/24 | EUR | 369 | 5.62% |
BTPS 2.1 07/15/26 | EUR | 354 | 5.61% |
RAGB 3.4 11/22/22 | EUR | 238 | 3.67% |
DBRS 0 07/04/24 | EUR | 24.79m | 3.63% |
NETHRF 0 01/15/27 | EUR | 20.63m | 3.05% |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | |
Date | 20/01/2021 |
1 week moving average of counterparty risk level
Counterparty risk level at daily adjustment time
Name | Currency | Weight |
---|---|---|
VOD 3.1 01/03/79 | EUR | 1.22% |
ASSGEN 4.596 PERP | EUR | 0.96% |
ISPIM 6 5/8 09/13/23 | EUR | 0.96% |
DB 5 5/8 05/19/31 | EUR | 0.85% |
RX 3 1/4 03/15/25 | EUR | 0.83% |
UCGIM 6.95 10/31/22 | EUR | 0.82% |
DB 2 3/4 02/17/25 | EUR | 0.76% |
ABESM 3.248 PERP | EUR | 0.74% |
SOFTBK 5 04/15/28 | EUR | 0.73% |
VIEFP 2 1/2 PERP | EUR | 0.67% |
Full Name | Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index |
Index Type | Performance |
Index Bloomberg Ticker | I35259EU |
Index Currency | EUR |
Number of Index Components | 284 |
Coupon Rate (%) | 3.38 |
Yield (%) | 2.48 |
Duration (Years) | 3.65 |
Modified Duration (Years) | 4.1 |
Maturity (Years) | 4.62 |
Convexity (%) | 0.25 |
Financials | 27.64% |
|
Consumer Discretionary | 18.42% |
|
Communications | 18.16% |
|
Materials | 11.97% |
|
Industrials | 8.76% |
|
Technology | 4.28% |
|
Consumer Staples | 3.35% |
|
Health Care | 3.26% |
|
Energy | 2.79% |
|
Others | 1.37% |
|
EUR | 100% |
|
1-3Y | 13.85% |
|
3-5Y | 30.66% |
|
5-7Y | 20.77% |
|
7-10Y | 14.1% |
|
10-15Y | 2.45% |
|
+25Y | 17.62% |
|
Italy | 23.68% |
France | 15.3% |
Germany | 12.51% |
Spain | 11.25% |
United States | 8.39% |
Sweden | 4.07% |
United Kingdom | 4.05% |
Netherlands | 3.83% |
Japan | 3% |
Ireland | 2.73% |
Luxembourg | 2.32% |
Finland | 1.73% |
Belgium | 1.62% |
Greece | 1.46% |
Denmark | 0.93% |
Switzerland | 0.79% |
Austria | 0.77% |
Portugal | 0.64% |
Multi Nationaux | 0.42% |
Jersey | 0.2% |
ISIN | LU2099293339 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 7m 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 | 10,577m EUR |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | No |
Financial Year End | 31/10/2021 |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 16/01/2020 |
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 |
---|---|---|---|---|---|---|---|---|
SIX Swiss Ex | EHYS SW | CHF | - | 23/07/2020 | Capitalisation | - | LU2099293339 | 8m CHF |
Borsa Italiana | EHYS IM | EUR | - | 25/02/2020 | Capitalisation | 16,852EUR | LU2099293339 | 7m EUR |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc |
Factsheets | English | 31/12/2020 | 228 Ko |
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc |
Prospectus | English | 18/12/2020 | 2101 Ko |
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc |
KIID | English | 14/08/2020 | 222 Ko |
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc |
Semi-Annual Reports | English | 30/04/2020 | 942 Ko |
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc |
ESG | English | 31/12/2020 | 421 Ko |