-5.47%
The Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index FTSE MTS Covered Bond (Mid Price) Index. The FTSE MTS Covered Bond (Mid Price) Index measures the performance of the euro-denominated covered bonds from non-sovereign EU issuers, listed on the MTS trading platforms and with at least one year to maturity. These securities include German Oeffentliche and Hypothekenpfandbriefe, French Obligations Foncières, Spanish Cedulas, Irish ACS and UK bonds backed with mortgages and/or public loans. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
The fund’s performance track record is that of FR0010481127 Lyxor EuroMTS Covered Bond Aggregate UCITS ETF until 26/10/2018. This fund was absorbed by LU1686830065 Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist on 26/10/2018.
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 | 1Y | 3Y |
---|---|---|
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF | -6.3% | -2.01% |
Benchmark Index | -6.12% | -1.82% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF | -5.47% | -0.26% | -2.88% | -6.3% | -5.9% | - | - | -4.37% |
Benchmark Index | -5.4% | -0.25% | -2.84% | -6.12% | -5.35% | - | - | -3.71% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist ETF | -2.04% | 1.34% | 1.71% | - | - | - | - | - | - | - |
Benchmark Index | -1.85% | 1.53% | 1.9% | - | - | - | - | - | - | - |
At 14/11/2014, the index reference changed from EuroMTS Covered Bond Index 1730 CET 1-15 year to FTSE MTS Covered Bond (Mid Price) 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 | Sector | Country |
---|---|---|---|---|
CAFFIL 0 5/8 04/13/26 | EUR | 2.35% | Government | France |
CFF 4 10/24/25 | EUR | 2.29% | Financials | France |
CFF 0 1/2 09/04/24 | EUR | 1.78% | Financials | France |
CABKSM 3 7/8 02/17/25 | EUR | 1.77% | Financials | Spain |
ACACB 0 5/8 09/11/23 | EUR | 1.72% | Financials | France |
ABNANV 1 1/4 01/10/33 | EUR | 1.69% | Financials | Netherlands |
CMCICB 1 3/4 06/19/24 | EUR | 1.65% | Financials | France |
BPCECB 0 5/8 09/22/27 | EUR | 1.64% | Financials | France |
RY 0 5/8 09/10/25 | EUR | 1.53% | Financials | Canada |
ABNANV 1 1/2 09/30/30 | EUR | 1.49% | Financials | Netherlands |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
FRTR 0.1 07/25/31 | EUR | 9.42m | 22.19% | Government | France |
BTPS 0.9 08/01/22 | EUR | 8,732 | 16.72% | Government | Italy |
RAGB 3.4 11/22/22 | EUR | 7,556 | 14.91% | Government | Austria |
RFGB 4 07/04/25 | EUR | 3,709 | 8.06% | Government | Finland |
DBRI 0 1/2 04/15/30 | EUR | 244.42m | 6.41% | Government | Germany |
RAGB 0 1/2 02/20/29 | EUR | 2,291 | 4.19% | Government | Austria |
RFGB 0 7/8 09/15/25 | EUR | 1,532 | 2.95% | Government | Finland |
DZHYP 0.01 11/12/27 | EUR | 1,402 | 2.47% | Financials | Germany |
BYLAN 0.2 05/20/30 | EUR | 1,361 | 2.34% | Real Estate | Germany |
BPCECB 0 3/8 02/10/23 | EUR | 12 | 2.29% | Financials | France |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 21/04/2022 |
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 | -0.18% |
Total Expense Ratio | +0.165% |
Swap price component estimation | =-0.01% |
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
CAFFIL 0 5/8 04/13/26 | EUR | 2.35% | Government | France |
CFF 4 10/24/25 | EUR | 2.29% | Financials | France |
CFF 0 1/2 09/04/24 | EUR | 1.78% | Financials | France |
CABKSM 3 7/8 02/17/25 | EUR | 1.77% | Financials | Spain |
ACACB 0 5/8 09/11/23 | EUR | 1.72% | Financials | France |
ABNANV 1 1/4 01/10/33 | EUR | 1.69% | Financials | Netherlands |
CMCICB 1 3/4 06/19/24 | EUR | 1.65% | Financials | France |
BPCECB 0 5/8 09/22/27 | EUR | 1.64% | Financials | France |
RY 0 5/8 09/10/25 | EUR | 1.53% | Financials | Canada |
ABNANV 1 1/2 09/30/30 | EUR | 1.49% | Financials | Netherlands |
Full Name | FTSE MTS Covered Bond (Mid Price) Index |
Index Type | Performance |
Index Bloomberg Ticker | FMMPCOG5 |
Index Currency | EUR |
Number of Index Components | 166 |
Further Information | mtsindices.com |
Coupon Rate (%) | 0.93 |
Yield (%) | 1.37 |
Duration (Years) | 4.54 |
Modified Duration (Years) | 4.48 |
Maturity (Years) | 4.74 |
Convexity (%) | 31.38 |
1-3Y | 32.51% |
|
3-5Y | 27.27% |
|
5-7Y | 20.91% |
|
7-10Y | 14.37% |
|
10-15Y | 4.93% |
|
EUR | 100% |
|
Financials | 89.03% |
|
Government | 6.14% |
|
Real Estate | 4.84% |
|
France | 31.87% |
Germany | 12.01% |
Canada | 11.61% |
Spain | 10.38% |
Netherlands | 8.21% |
Norway | 5.4% |
Italy | 4.56% |
Sweden | 4.52% |
Australia | 3.55% |
Finland | 2.88% |
United Kingdom | 1.7% |
Belgium | 1.35% |
Portugal | 0.51% |
Japan | 0.5% |
South Korea | 0.49% |
Austria | 0.25% |
Singapore | 0.24% |
ISIN | LU1686830065 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 52.4m EUR |
Total Expense Ratio | 0.165% |
Dividend Treatment | Distribution |
Original inception date | 19/06/2007 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 14,807m EUR |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | No |
Financial Year End | 31/10/2022 |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 25/10/2018 |
Minimum Investment | 1 Share |
SFDR Classification | 6 |
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 |
---|---|---|---|---|---|---|---|---|
Xetra | LCVB GY | EUR | - | 26/10/2018 | Distribution | - | LU1686830065 | 53m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist |
Factsheets | English | 31/03/2022 | 232 Ko |
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist |
Prospectus | English | 01/04/2022 | 2947 Ko |
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist |
KIID | English | 18/02/2022 | 169 Ko |
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist |
Annual Reports | English | 31/10/2021 | 5391 Ko |
Lyxor EuroMTS Covered Bond Aggregate UCITS ETF - Dist |
Semi-Annual Reports | English | 30/04/2021 | 1658 Ko |
Notice to Shareholders Lyxor Index Fund - Annual General Meeting
Notice to Shareholders Delisting of Lyxor EuroMTS Covered Bond Aggregate from Euronext Paris
Notice to Shareholders Annual general meeting of Lyxor Index Fund