MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

Latest NAV
111.9765 EUR
Performance YTD

-0.85%

Assets Under Management
127m EUR
TER
0.165%
ISIN
LU1829219713
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR). The MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) provides an unlevered exposure to the Eurozone AAA and AA sovereign bond market. The index is denominated in Euro and comprises bonds issued by Eurozone governments with the highest credit ratings (denoted “AAA” and "AA"), with country weights calculated based on macroeconomic indicators. More information is available on www.mtsindices.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0011146349 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc until 09/11/2018. This fund was absorbed by LU1829219713 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc on 09/11/2018.

Legend:

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc ETF -0.85% -0.23% -0.43% -1.03% -0.89% 0.14% -0.76% 10.67%
MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) Benchmark Index -0.8% -0.22% -0.4% -0.96% -0.73% 0.63% 0.06% 12.34%
Data as of 06/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc ETF 0.27% 0.12% 0.38% -1%
MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) Benchmark Index 0.44% 0.29% 0.54% -0.84%
Data as of 06/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/05/2021 111.9765 EUR 127m EUR
05/05/2021 111.9805 EUR 127m EUR
04/05/2021 112.004 EUR 128m EUR
03/05/2021 111.9225 EUR 127m EUR
30/04/2021 111.8683 EUR 127m EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS

This ETF uses physical replication to track the performance of the index. As such, the holdings of the ETF reflect those of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight
DBR 0 1/2 02/15/26 EUR 7.82%
DBR 1 08/15/25 EUR 7.2%
DBR 0 1/2 02/15/25 EUR 6.99%
NETHER 0 1/4 07/15/25 EUR 6.43%
OBL 0 10/10/25 EUR 6.24%
NETHER 2 07/15/24 EUR 5.84%
DBR 1 08/15/24 EUR 5.81%
OBL 0 10/18/24 EUR 5.59%
OBL 0 04/11/25 EUR 4.98%
FRTR 3 1/2 04/25/26 EUR 4.53%
Name Listing Currency Quantity Weight
DBR 0 1/2 02/15/26 EUR 943.82m 7.82%
DBR 1 08/15/25 EUR 850.94m 7.2%
DBR 0 1/2 02/15/25 EUR 850.93m 6.99%
NETHER 0 1/4 07/15/25 EUR 7.9m 6.43%
OBL 0 10/10/25 EUR 773.58m 6.24%
NETHER 2 07/15/24 EUR 6.75m 5.84%
DBR 1 08/15/24 EUR 696.22m 5.81%
OBL 0 10/18/24 EUR 696.28m 5.59%
OBL 0 04/11/25 EUR 618.83m 4.98%
FRTR 3 1/2 04/25/26 EUR 4.82m 4.53%

This funds does not use sec/lending

Index Information

Full Name MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR)
Index Type Performance
Index Bloomberg Ticker FMMPHRB5
Index Currency EUR
Number of Index Components 27
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 0.91
Yield (%) -0.6
Duration (Years) 4.08
Modified Duration (Years) 4.1
Maturity (Years) 4.15
Convexity (%) 21.46
Data as of 06/05/2021

Index Composition Breakdown

Maturity Breakdown

3-5Y 96.36%
5-7Y 3.64%

Sector Breakdown

Government 100%

Ratings Breakdown

AAA 62.41%
AA 37.59%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 50.14%
France 29.29%
Netherlands 12.27%
Austria 5.05%
Finland 3.26%
Data as of 05/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1829219713
UCITS Yes
Share Class Currency EUR
Assets Under Management 127.5m EUR
Total Expense Ratio 0.165%
Dividend Treatment Capitalisation
Original inception date 25/11/2011
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Umbrella AUM 43,125.1m EUR
ISA Yes
SIPP Yes
German Tax Transparency No
Financial Year End 31/12/2021
Portfolio Managers Raphaël Dieterlen, Ghassen Menchaoui
UKFRS Yes
Inception Date 08/11/2018
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.

Trading Information

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
BX Swiss LYMA35 BW EUR - 17/12/2019 Capitalisation - LU1829219713 127m EUR
Xetra LYS5 GY EUR - 09/11/2018 Capitalisation 45,016EUR LU1829219713 127m EUR
Borsa Italiana AAA35 IM EUR - 09/11/2018 Capitalisation 153,764EUR LU1829219713 127m EUR
Euronext MA35 FP EUR - 09/11/2018 Capitalisation 18,803EUR LU1829219713 127m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Austria
Finland
Germany
Sweden
France
UK
Spain
Italy
Switzerland
Luxembourg
Singapore
Denmark
Data as of 06/05/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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