-0.96%
The Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI. The Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI provides exposure to the 40 largest and most liquid Sterling denominated, investment grade corporate bonds with a minimum rating of BBB- from S&P or Fitch or Baa3 from Moody's. It is compiled, administered and managed by Markit, an index provider. The full methodology and additional details are available on the Indices section of the www.markit.com website. 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 FR0010961037 Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF until 14/10/2016. This fund was absorbed by LU1407891602 Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist on 14/10/2016.
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 iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF | -0.96% | -0.62% | 3.02% | 2.64% | 5.45% | 17.08% | 43.04% | 95.61% |
Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI Benchmark Index | -0.95% | -0.61% | 3.05% | 2.69% | 5.56% | 17.43% | 43.76% | 97.51% |
Product | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist ETF | 9.85% | 11.78% | -3.95% | 6.99% |
Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI Benchmark Index | 9.97% | 11.89% | -3.86% | 7.09% |
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 |
---|---|---|
OXUNIV 2.544 12/08/17 | GBP | 4.22% |
BRK 2 3/8 06/19/39 | GBP | 4.04% |
PFE 2.735 06/15/43 | GBP | 4.03% |
VZ 3 3/8 10/27/36 | GBP | 4% |
BACR 3 1/4 01/17/33 | GBP | 4% |
GS 3 1/8 07/25/29 | GBP | 3.99% |
HSBC 3 07/22/28 | GBP | 3.97% |
BNP 3 3/8 01/23/26 | GBP | 3.95% |
PRUFIN 5 5/8 10/20/51 | GBP | 3.49% |
CMCSA 1 7/8 02/20/36 | GBP | 3.38% |
Name | Listing Currency | Quantity | Weight |
---|---|---|---|
UKT 4 1/4 12/07/27 | GBP | 876.1m | 13.26% |
VZ 3 3/8 10/27/36 | GBP | 2,154 | 3.15% |
BACR 3 1/4 02/12/27 | GBP | 2,336 | 3.13% |
OXUNIV 2.544 12/08/17 | GBP | 1,600 | 2.85% |
GS 3 1/8 07/25/29 | GBP | 1,775 | 2.45% |
PFE 2.735 06/15/43 | GBP | 1,532 | 2.26% |
PHNXLN 5 5/8 04/28/31 | GBP | 1,503 | 2.25% |
PRUFIN 5 5/8 10/20/51 | GBP | 1,532 | 2.22% |
CMCSA 1 7/8 02/20/36 | GBP | 1,674 | 2.13% |
FIS 3.36 05/21/31 | GBP | 1,441 | 2.04% |
Swap Information | |
---|---|
Basket Adjustment | The basket is daily adjusted to the fund outstanding level. |
Counterparty Risk Level | N/A |
Swap Counterparty | Société Générale |
Date | 25/01/2021 |
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 | 0.02% |
Total Expense Ratio | +0.09% |
Swap price component estimation | =0.11% |
Name | Currency | Weight |
---|---|---|
OXUNIV 2.544 12/08/17 | GBP | 4.22% |
BRK 2 3/8 06/19/39 | GBP | 4.04% |
PFE 2.735 06/15/43 | GBP | 4.03% |
VZ 3 3/8 10/27/36 | GBP | 4% |
BACR 3 1/4 01/17/33 | GBP | 4% |
GS 3 1/8 07/25/29 | GBP | 3.99% |
HSBC 3 07/22/28 | GBP | 3.97% |
BNP 3 3/8 01/23/26 | GBP | 3.95% |
PRUFIN 5 5/8 10/20/51 | GBP | 3.49% |
CMCSA 1 7/8 02/20/36 | GBP | 3.38% |
Full Name | Markit iBoxx GBP Liquid Corporates Long Dated Mid Price TCA TRI |
Index Type | Performance |
Index Bloomberg Ticker | IBXXGBMT |
Index Currency | GBP |
Number of Index Components | 40 |
Further Information | www.markit.com/indices |
Coupon Rate (%) | 2.79 |
Yield (%) | 1.53 |
Duration (Years) | 10.91 |
Modified Duration (Years) | 10.75 |
Maturity (Years) | 13.64 |
Convexity (%) | 254.71 |
Financials | 59.58% |
|
Consumer Discretionary | 9.11% |
|
Communications | 7.39% |
|
Utilities | 7.12% |
|
Health Care | 7.1% |
|
Consumer Staples | 4.63% |
|
Energy | 1.95% |
|
Technology | 1.92% |
|
Industrials | 1.21% |
|
GBP | 100% |
|
1-3Y | 5.96% |
|
3-5Y | 8.98% |
|
5-7Y | 8.99% |
|
7-10Y | 17.8% |
|
10-15Y | 23.2% |
|
15-25Y | 21.68% |
|
+25Y | 13.39% |
|
United Kingdom | 50.75% |
United States | 34.02% |
Netherlands | 4.54% |
France | 3.95% |
Canada | 3.38% |
Germany | 2.15% |
Jersey | 1.21% |
ISIN | LU1407891602 |
UCITS | Yes |
Share Class Currency | GBP |
Assets Under Management | 85.1m GBP |
Total Expense Ratio | 0.09% |
Dividend Treatment | Distribution |
Original inception date | 10/11/2010 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Swap Based) |
Umbrella AUM | 33,537.3m GBP |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/12/2021 |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 13/10/2016 |
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 | COUK LN | GBP | - | 14/10/2016 | Distribution | 24,507GBP | LU1407891602 | 85m GBP |
Euronext | COUK FP | EUR | - | 14/10/2016 | Distribution | 6,663EUR | LU1407891602 | 96m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Factsheets | English | 31/12/2020 | 244 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Prospectus | English | 22/06/2020 | 4656 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
KIID | English | 10/07/2020 | 210 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Annual Reports | English | 31/12/2019 | 8746 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
Semi-Annual Reports | English | 30/06/2020 | 1997 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
UKRFS Reports | English | 03/08/2018 | 265 Ko |
Lyxor iBoxx GBP Liquid Corporates Long Dated UCITS ETF - Dist |
ESG | English | 31/12/2020 | 404 Ko |