GHYEH
SFDR Classification
SFDR 8

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc

Latest NAV
21.0736 EUR
Performance YTD

2.17%

Assets Under Management
36m EUR
TER
0.3%
ISIN
LU2099296274
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays MSCI Global Corporate High Yeld SRI Sustainable. The index is representative of the performance of the global 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. The EUR-hedged share class offers the simplicity of a monthly currency hedge mechanism that is embedded in the investment product, representing an efficient solution to manage the foreign-exchange risk. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

GHYEH
SFDR Classification
SFDR 8

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc

PERFORMANCE

Performance history

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.

Product 1Y
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc ETF 5.33%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Hedged to EUR Benchmark Index 5.85%
Data as of 14/10/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc ETF 2.17% -1.19% -0.39% 5.33% - - - 20.71%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Hedged to EUR Benchmark Index 2.57% -1.15% -0.27% 5.85% - - - 21.64%
Data as of 14/10/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc ETF - - - - - - - - - -
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Hedged to EUR Benchmark Index - - - - - - - - - -
Data as of 14/10/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
14/10/2021 21.0736 EUR 36m EUR
13/10/2021 21.0157 EUR 36m EUR
12/10/2021 21.0105 EUR 36m EUR
11/10/2021 21.0543 EUR 35m EUR
08/10/2021 21.0682 EUR 35m EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS

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
CNC 4 5/8 12/15/29 USD 0.46% Health Care United States
KHC 4 3/8 06/01/46 USD 0.4% Consumer Staples United States
HCA 5 3/8 02/01/25 USD 0.35% Health Care United States
DVA 4 5/8 06/01/30 USD 0.34% Health Care United States
HCA 3 1/2 09/01/30 USD 0.34% Health Care United States
CNC 4 1/4 12/15/27 USD 0.31% Health Care United States
THC 6 1/8 10/01/28 USD 0.31% Health Care United States
WDC 4 3/4 02/15/26 USD 0.3% Information Technology United States
KHC 5.2 07/15/45 USD 0.3% Consumer Staples United States
VOD 7 04/04/79 USD 0.3% Communication Services United Kingdom
Name Listing Currency Quantity Weight Sector Country
T 3 1/8 11/15/28 USD 89,531 24% Communication Services United States
T 2 3/8 11/15/49 USD 55,873 14.28% Government United States
WIT 0 1/2 06/30/27 USD 45,289 10.33% Communication Services United States
T 2 1/4 08/15/27 USD 40,970 10.31% Government United States
T 2 7/8 05/15/28 USD 28,945 7.61% Government United States
T 2 11/15/26 USD 25,299 6.31% Government United States
TII 0 5/8 01/15/26 USD 17,935 5.41% Communication Services United States
WIT 1 1/4 03/31/28 USD 15,339 3.62% Communication Services United States
WIT 1 1/8 04/30/28 USD 12,022 2.85% Communication Services United States
WIT 0 3/8 08/31/27 USD 9,707 2.21% Communication Services United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 13/10/2021

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

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Monthly Hedged to EUR - Acc

1Y Tracking Difference -0.52%
Total Expense Ratio +0.3%
Swap price component estimation =-0.22%

Index Information

Full Name Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Hedged to EUR
Index Type Performance
Index Bloomberg Ticker H35333EU
Index Currency EUR
Number of Index Components 1130

INDEX ANALYTICS

Coupon Rate (%) 4.56
Yield (%) 3.25
Duration (Years) 4.11
Modified Duration (Years) 4.11
Maturity (Years) 6.23
Convexity (%) -0.12
Estimated Monthly Hedge Cost (%) 0.04
Data as of 13/10/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 17.75%
Communications 15.83%
Financials 14.66%
Health Care 10.67%
Materials 9.27%
Technology 8.81%
Industrials 7.9%
Energy 5.25%
Consumer Staples 5.17%
Others 4.68%

Maturity Breakdown

1-3Y 11.75%
3-5Y 24.16%
5-7Y 23.54%
7-10Y 26.06%
10-15Y 4.19%
15-25Y 2.63%
+25Y 7.58%

Ratings Breakdown

BBB 4.59%
BB 67.97%
B 21.76%
CCC 4.99%
NR 0.68%

Currency Breakdown

USD 67.63%
EUR 30.42%
GBP 1.95%

Countries Breakdown

United States 62.72%
Italy 8.31%
Germany 4.69%
France 4.59%
Spain 4%
United Kingdom 3.66%
Netherlands 2.8%
Japan 1.4%
Sweden 1.39%
Canada 1.32%
Luxembourg 0.84%
Greece 0.66%
Belgium 0.64%
Finland 0.61%
Australia 0.56%
Ireland 0.43%
Portugal 0.34%
Denmark 0.28%
Austria 0.24%
Jersey 0.21%
Multi Nationaux 0.18%
Switzerland 0.1%
Cyprus 0.04%
Data as of 13/10/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099296274
UCITS Yes
Share Class Currency EUR
Assets Under Management 36.4m EUR
Total Expense Ratio 0.3%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 12,784.1m EUR
ISA Yes
SIPP Yes
German Tax Transparency No
Financial Year End 31/10/2021
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
UKFRS Yes
Inception Date 07/02/2020
Minimum Investment 1 Share
SFDR Classification 8

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
Borsa Italiana GHYEH IM EUR EUR 01/04/2020 Capitalisation 35,557EUR LU2099296274 36m EUR
LSE* GHYU LN USD - 13/02/2020 Capitalisation 56,867USD LU2099295466 42m USD
SIX Swiss Ex* GHYU SW CHF - 23/07/2020 Capitalisation 51,970CHF LU2099295466 39m CHF
Borsa Italiana* GHYE IM EUR - 25/02/2020 Capitalisation 47,383EUR LU2099295466 36m EUR
*Related Shareclasses

Market Makers

Société Générale
Data provided by relevant exchanges

Passporting Information

Netherlands
Luxembourg
France
Spain
Germany
Austria
Italy
UK
Data as of 14/10/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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