11.21%
The Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Breakeven 10-Year Inflation Index. The index is representative of the performance of a long position in the 6 last issuances of U.S. 10-year Treasury Inflation-Protected securities and a short position in U.S. Treasury bonds with adjacent durations. The difference in yield between these bonds is commonly referred to as a “breakeven rate of inflation” and is considered to be a measure of the market’s expectations for inflation over a specified period of time. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
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 | 5Y |
---|---|---|---|
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc ETF | 22.62% | 6.66% | 3.37% |
Benchmark Index | 23.07% | 7.04% | 3.73% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc ETF | 11.21% | 2.2% | 11.98% | 22.62% | 21.33% | 18.03% | - | 27.82% |
Benchmark Index | 11.36% | 2.23% | 12.08% | 23.07% | 22.63% | 20.12% | - | 30.55% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc ETF | 17.66% | -7.65% | 3.66% | 3.53% | -11.86% | - | - | - | - | - |
Benchmark Index | 18.07% | -7.32% | 4.03% | 3.89% | -11.56% | - | - | - | - | - |
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 |
---|---|---|---|---|
T 1 5/8 05/15/31 | USD | 26.25% | Government | United States |
T 1 1/4 08/15/31 | USD | 26.23% | Government | United States |
T 1 3/8 11/15/31 | USD | 26.22% | Government | United States |
T 1 1/8 02/15/31 | USD | 10.2% | Government | United States |
T 0 5/8 05/15/30 | USD | 5.07% | Government | United States |
TII 0 1/8 01/15/30 | USD | -7.35% | Government | United States |
TII 0 1/8 07/15/30 | USD | -12.14% | Government | United States |
TII 0 1/8 01/15/31 | USD | -19.97% | Government | United States |
TII 0 1/8 07/15/31 | USD | -27.99% | Government | United States |
TII 0 1/8 01/15/32 | USD | -28.09% | Government | United States |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
TII 0 1/8 07/15/31 | USD | 1.06m | 17.07% | Government | United States |
T 2 3/8 11/15/49 | USD | 1.19m | 15.88% | Government | United States |
T 0 5/8 11/30/27 | USD | 684,733 | 8.94% | Government | United States |
T 2 3/4 02/15/28 | USD | 539,121 | 7.93% | Government | United States |
T 2 3/8 05/15/51 | USD | 551,522 | 7.34% | Government | United States |
T 0 5/8 05/15/30 | USD | 514,945 | 6.4% | Government | United States |
T 2 7/8 05/15/43 | USD | 420,136 | 6.03% | Government | United States |
TII 0 1/8 01/15/30 | USD | 273,630 | 4.57% | Government | United States |
TII 0 5/8 04/15/23 | USD | 185,783 | 3.26% | Government | United States |
TII 0 3/8 07/15/27 | USD | 143,939 | 2.59% | Government | 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 | 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 | -0.45% |
Total Expense Ratio | +0.25% |
Swap price component estimation | =-0.2% |
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
T 1 5/8 05/15/31 | USD | 26.25% | Government | United States |
T 1 1/4 08/15/31 | USD | 26.23% | Government | United States |
T 1 3/8 11/15/31 | USD | 26.22% | Government | United States |
T 1 1/8 02/15/31 | USD | 10.2% | Government | United States |
T 0 5/8 05/15/30 | USD | 5.07% | Government | United States |
TII 0 1/8 01/15/30 | USD | -7.35% | Government | United States |
TII 0 1/8 07/15/30 | USD | -12.14% | Government | United States |
TII 0 1/8 01/15/31 | USD | -19.97% | Government | United States |
TII 0 1/8 07/15/31 | USD | -27.99% | Government | United States |
TII 0 1/8 01/15/32 | USD | -28.09% | Government | United States |
Full Name | Markit iBoxx USD Breakeven 10-Year Inflation Index |
Index Type | Performance |
Index Bloomberg Ticker | IBXXUBF1 |
Index Currency | USD |
Number of Index Components | 14 |
Further Information | www.markit.com/indices |
Coupon Rate (%) | -1.24 |
Maturity (Years) | 8.97 |
Convexity (%) | -6.01 |
Government | 100% |
|
7-10Y | 100% |
|
USD | 100% |
|
United States | 100% |
ISIN | LU1390062831 |
UCITS | Yes |
Share Class Currency | USD |
Assets Under Management | 632.6m EUR |
Total Expense Ratio | 0.25% |
Dividend Treatment | Capitalisation |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Indirect (Unfunded swap) |
Umbrella AUM | 52,227.1m EUR |
ISA | Yes |
SIPP | Yes |
German Tax Transparency | Yes |
Financial Year End | 31/12/2022 |
Portfolio Managers | Raphaël Dieterlen, Sebastien Foy |
Swap Counterparty | Société Générale |
Full Property of the Assets | Yes |
UKFRS | Yes |
Inception Date | 13/04/2016 |
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 |
---|---|---|---|---|---|---|---|---|
LSE | INFG LN | GBP | - | 17/05/2016 | Capitalisation | - | LU1390062831 | 318m GBP |
LSE | INFU LN | USD | - | 17/05/2016 | Capitalisation | - | LU1390062831 | 388m USD |
SIX Swiss Ex | INFU SW | USD | - | 02/06/2017 | Capitalisation | - | LU1390062831 | 388m USD |
Borsa Italiana | INFU IM | EUR | - | 31/01/2017 | Capitalisation | - | LU1390062831 | 374m EUR |
Xetra | UINF GY | EUR | - | 16/11/2016 | Capitalisation | - | LU1390062831 | 374m EUR |
Euronext | INFU FP | EUR | - | 05/05/2016 | Capitalisation | - | LU1390062831 | 374m EUR |
LSE* | INFB LN | GBP | GBP | 23/12/2021 | Distribution | - | LU2418815390 | 318m GBP |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 226 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
Prospectus | English | 01/04/2022 | 4873 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
KIID | English | 18/02/2022 | 171 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
Annual Reports | English | 31/12/2020 | 6408 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
UKRFS Reports | English | 03/08/2018 | 265 Ko |
Lyxor US$ 10Y Inflation Expectations UCITS ETF - Acc |
Quarterly Performance Analysis | English | 30/06/2021 | 456 Ko |
Notice to Shareholders Lyxor International Asset Management Merger - Amundi
Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders
Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg
Notice to Shareholders Annual general meeting Multi Units Luxembourg