SFDR Classification

Lyxor Euro Floating Rate Note UCITS ETF - Acc

Latest NAV
100.2388 EUR
Performance YTD


Assets Under Management
806m EUR
Dividend Policy
Investment Objective

The Lyxor Euro Floating Rate Note UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index. The index is representative of the performance of EUR denominated, investment grade floating rate notes issued by European and non-European corporates, with maturities ranging from 1 month up to, but not including, 7 years. The bonds in the index have a variable coupon which is adjusted according to changes in the 3m EURIBOR. Additionally, 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. Further index details and methodology may be found at www.bloomberg.com

SFDR Classification

Lyxor Euro Floating Rate Note UCITS ETF - Acc


Performance history

The fund’s performance track record is that of FR0012386696 Lyxor Barclays Floating Rate Euro 0-7Y UCITS ETF - Acc until 26/10/2018. This fund was absorbed by LU1829218319 Lyxor Euro Floating Rate Note UCITS ETF - Acc on 26/10/2018.


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 Euro Floating Rate Note UCITS ETF - Acc -0.39% 0.48% -0.05%
Benchmark Index -0.13% 0.76% 0.22%
Data as of 20/01/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Euro Floating Rate Note UCITS ETF - Acc -0.03% -0.06% -0.17% -0.39% 1.44% -0.23% - 0.15%
Benchmark Index -0.02% -0.03% -0.11% -0.13% 2.29% 1.12% - 1.93%
Data as of 20/01/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Euro Floating Rate Note UCITS ETF - Acc -0.35% 0.12% 1.81% -2.35% 0.71% 0.33% - - - -
Benchmark Index -0.09% 0.38% 2.14% -2.11% 0.96% 0.58% - - - -
Data as of 20/01/2022, Source: Lyxor International Asset Management

At 12/08/2019, the index reference changed from Barclays Euro Corp FRN 0-7Y Enhanced Dur Total Return Index Unhedged EUR to Bloomberg MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index.

NAV History

Date NAV Currency Fund AUM
20/01/2022 100.2388 EUR 806m EUR
19/01/2022 100.2453 EUR 806m EUR
18/01/2022 100.2464 EUR 806m EUR
17/01/2022 100.2468 EUR 815m EUR
14/01/2022 100.2533 EUR 815m EUR

Dividend History

This fund does not distribute any dividend.


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
ISPIM 0 04/19/22 EUR 3.04% Financials Italy
ACAFP 0 03/06/23 EUR 2.54% Financials France
C 0 03/21/23 EUR 2.54% Financials United States
DAIGR 0 07/03/24 EUR 2.51% Consumer Discretionary Germany
HSBC 0 10/05/23 EUR 2.13% Financials United Kingdom
DB 0 05/16/22 EUR 2.07% Financials Germany
BNP 0 09/22/22 EUR 2.06% Financials France
LLOYDS 0 06/21/24 EUR 2.05% Financials United Kingdom
INTNED 0 09/20/23 EUR 2.05% Financials Netherlands
SANTAN 0 03/28/23 EUR 2.04% Financials Spain
Name Listing Currency Quantity Weight Sector Country
FRTR 0.1 03/01/26 EUR 108.73m 15.37% Government France
FRTR 0.1 03/01/29 EUR 50.68m 7.53% Government France
BGB 1 06/22/31 EUR 5.04bn 6.73% Government Belgium
NETHER 0 1/4 07/15/25 EUR 36.35m 4.62% Government Netherlands
BTPS 0.9 08/01/22 EUR 27,661 3.47% Government Italy
BGB 0.2 10/22/23 EUR 2.57bn 3.24% Government Belgium
NETHRF 0 01/15/27 EUR 2.12bn 2.65% Government Netherlands
BTPS 5 09/01/40 EUR 13,753 2.61% Government Italy
BTPS 5 03/01/22 EUR 19,363 2.47% Government Italy
BTPS 0.1 05/15/23 EUR 17,745 2.45% Government Italy
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 19/01/2022

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

Lyxor Euro Floating Rate Note UCITS ETF - Acc

1Y Tracking Difference -0.26%
Total Expense Ratio +0.15%
Swap price component estimation =-0.11%

Index Information

Full Name Bloomberg MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I34981EU
Index Currency EUR
Number of Index Components 68


Coupon Rate (%) 0.18
Yield (%) -0.35
Duration (Years) 0.39
Modified Duration (Years) 0.15
Maturity (Years) 1.26
Convexity (%) 0
Data as of 19/01/2022

Index Composition Breakdown

Sector Breakdown

Financials 71.32%
Real Estate 12.81%
Consumer Discretionary 10.07%
Industrials 2.24%
Technology 2.02%
Health Care 1.53%

Maturity Breakdown

0-1Y 48%
1-3Y 45.94%
3-5Y 5.54%

Ratings Breakdown

AA 7.63%
A 47.21%
BBB 45.16%

Currency Breakdown

EUR 100%

Countries Breakdown

France 18.93%
Germany 11.78%
United Kingdom 11.14%
Spain 10.27%
United States 8.99%
Netherlands 6.59%
Italy 6.1%
Switzerland 5%
Japan 4.07%
Finland 3.57%
Sweden 3.25%
Canada 2.53%
Norway 2.03%
Luxembourg 2%
Belgium 1.52%
Australia 1.23%
Denmark 1.02%
Data as of 19/01/2022, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1829218319
Share Class Currency EUR
Assets Under Management 805.9m EUR
Total Expense Ratio 0.15%
Dividend Treatment Capitalisation
Original inception date 07/01/2015
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 51,229.3m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2022
Inception Date 25/10/2018
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
BX Swiss LFLOT BW CHF - 19/07/2019 Capitalisation - LU1829218319 836m CHF
Xetra NK4L GY EUR - 26/10/2018 Capitalisation 126,916EUR LU1829218319 806m EUR
Borsa Italiana FLOT IM EUR - 26/10/2018 Capitalisation 933,860EUR LU1829218319 806m EUR
Euronext FLOT FP EUR - 26/10/2018 Capitalisation 90,207EUR LU1829218319 806m EUR
*Related Shareclasses

Market Makers

Baader Bank AG
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 20/01/2022, Source: Lyxor International Asset Management


Notice to Shareholders

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Notice to Shareholders

Notice to Shareholders Notice to the shareholders of MULTI UNITS LUXEMBOURG – Lyxor Barclays Floating Rate Euro 0-7Y UCITS ETF (the “Sub-Fund”)

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