EMBH

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

Latest NAV
87.7563 EUR
Performance YTD

-4.28%

Assets Under Management
311m EUR
TER
0.4%
ISIN
LU1686831030
Dividend Policy
Distribution
Investment Objective

The Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI. The Fund aims to track the performance of the Markit iBoxx USD Liquid Emerging Markets Sovereing MId Price TCA (Eur Hedged). The Index contains some of the most liquid USD denominated bonds issued by low or middle-income emerging sovereign states, as defined by the World Bank. The EUR-hedged share class offers the simplicity of a monthly currency hedge mechanism, which is embedded into the fund to help 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.

EMBH

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0013217700 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns EUR Monthly Hedged UCITS ETF until 26/10/2018. This fund was absorbed by LU1686831030 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist on 26/10/2018.

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 iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist ETF -4.28% 1.67% -3.24% -1.2% 10.7% 7.23% - 3.06%
Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA EUR Hedged TRI Benchmark Index -4.11% 1.71% -3.12% -0.94% 11.31% 8.96% - 5.4%
Data as of 06/05/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist ETF 2.49% 10.11% -7.44% -
Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA EUR Hedged TRI Benchmark Index 3.05% 10.7% -6.95% -
Data as of 06/05/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
06/05/2021 87.7563 EUR 311m EUR
05/05/2021 87.5049 EUR 311m EUR
04/05/2021 87.34 EUR 310m EUR
03/05/2021 87.2558 EUR 304m EUR
30/04/2021 87.1874 EUR 305m EUR

Dividend History

Date Amount Currency
08/07/2020 3.73 EUR
10/07/2019 4.78 EUR
11/07/2018 4.61 EUR
12/07/2017 5.27 EUR

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
KSA 4 1/2 10/26/46 USD 6.85%
INDOIS 4.15 03/29/27 USD 6.48%
INDON 4.35 01/11/48 USD 5.67%
KSA 3 1/4 10/26/26 USD 5.59%
TURKEY 6 03/25/27 USD 5.56%
TURKEY 5 3/4 05/11/47 USD 5.09%
QATAR 5.103 04/23/48 USD 4.33%
QATAR 4.817 03/14/49 USD 4.21%
MEX 4 1/2 04/22/29 USD 4.02%
ADGB 3 7/8 04/16/50 USD 3.93%
Name Listing Currency Quantity Weight
T 1 3/8 08/15/50 USD 333,976 7.27%
INDON 4.35 01/11/48 USD 21,972 6.64%
T 3 5/8 02/15/44 USD 192,136 6.54%
QATAR 4.817 03/14/49 USD 18,333 6.11%
T 2 1/2 02/15/46 USD 212,147 6.01%
INDOIS 4.15 03/29/27 USD 18,320 5.51%
T 3 3/8 11/15/48 USD 146,704 4.93%
KSA 3 1/4 10/26/26 USD 16,843 4.88%
T 3 1/8 11/15/28 USD 137,379 4.22%
ADGB 3 1/8 09/30/49 USD 15,213 4.02%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 05/05/2021

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 iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

1Y Tracking Difference -0.61%
Total Expense Ratio +0.4%
Swap price component estimation =-0.21%

Index Information

Full Name Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA EUR Hedged TRI
Index Type Performance
Index Bloomberg Ticker IBXXLES3
Index Currency EUR
Number of Index Components 37
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 5.03
Yield (%) 4.41
Duration (Years) 10.75
Modified Duration (Years) 10.3
Maturity (Years) 17.49
Convexity (%) 183.77
Estimated Monthly Hedge Cost (%) 0.06
Data as of 05/05/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 2.22%
5-7Y 27.02%
7-10Y 15.23%
10-15Y 2.74%
15-25Y 3.7%
+25Y 49.1%

Sector Breakdown

Government 100%

Ratings Breakdown

AA 15.91%
A 12.44%
BBB 31.04%
BB 22.79%
B 16.46%
CCC 1.36%

Currency Breakdown

USD 100%

Countries Breakdown

Saudi Arabia 12.44%
Indonesia 12.15%
Turkey 10.65%
Qatar 8.54%
United Arab Emirates 7.37%
Mexico 6.94%
Egypt 5.34%
Philippines 5.25%
Brazil 4.9%
Oman 4.56%
Dominican Republic 3.91%
Bahrain 3.38%
South Africa 3.33%
Russia 2.22%
Peru 1.96%
Nigeria 1.81%
Romania 1.43%
Ukraine 1.36%
Sri Lanka 1.36%
Colombia 1.08%
Data as of 05/05/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686831030
UCITS Yes
Share Class Currency EUR
Assets Under Management 310.8m EUR
Total Expense Ratio 0.4%
Dividend Treatment Distribution
Original inception date 30/11/2016
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 11,987m 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 25/10/2018
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
SIX Swiss Ex LYEMBH SW EUR EUR 26/10/2018 Distribution 66,188EUR LU1686831030 311m EUR
Borsa Italiana EMBH IM EUR EUR 26/10/2018 Distribution 48,804EUR LU1686831030 311m EUR
LSE* LEMB LN USD - 26/10/2018 Distribution 62,909USD LU1686830909 373m USD
Xetra* LYQS GY EUR - 26/10/2018 Distribution 61,810EUR LU1686830909 311m EUR
SIX Swiss Ex* LYLEMB SW USD - 26/10/2018 Distribution 110,957USD LU1686830909 373m USD
Borsa Italiana* EMKTB IM EUR - 26/10/2018 Distribution 252,552EUR LU1686830909 311m EUR
Euronext* LEMB FP USD - 26/10/2018 Distribution 63,442USD LU1686830909 373m USD
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Italy
Luxembourg
France
Switzerland
UK
Data as of 06/05/2021, 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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