EMYS

Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
20.278 EUR
Performance YTD

0.78%

Assets Under Management
5m EUR
TER
0.25%
ISIN
LU2099293339
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Euro High Yield Sustainable Exposure UCITS ETF is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index. The index is representative of the performance of the Euro denominated 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. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

EMYS

Lyxor Euro High Yield Sustainable Exposure UCITS ETF - 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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc ETF 0.78% 0.37% 1.63% 5.03% 1.6% - - 1.26%
Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index Benchmark Index 0.85% 0.41% 1.74% 5.26% 2.06% - - 1.72%
Data as of 26/02/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc ETF - - - -
Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index Benchmark Index - - - -
Data as of 26/02/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
26/02/2021 20.278 EUR 5m EUR
25/02/2021 20.3349 EUR 2m EUR
24/02/2021 20.3574 EUR 2m EUR
23/02/2021 20.3578 EUR 2m EUR
22/02/2021 20.3653 EUR 2m 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
VOD 3.1 01/03/79 EUR 1.14%
UCGIM 6.95 10/31/22 EUR 0.93%
ISPIM 6 5/8 09/13/23 EUR 0.93%
ASSGEN 4.596 PERP EUR 0.92%
DB 5 5/8 05/19/31 EUR 0.82%
RX 3 1/4 03/15/25 EUR 0.8%
DB 2 3/4 02/17/25 EUR 0.74%
SOFTBK 5 04/15/28 EUR 0.73%
ABESM 3.248 PERP EUR 0.71%
UCGIM 2.731 01/15/32 EUR 0.69%
Name Listing Currency Quantity Weight
BTPSS 0 02/01/30 EUR 54.28m 27.68%
NETHRF 0 01/15/27 EUR 20.63m 11.54%
SPGBEI 0.15 11/30/23 EUR 167 9.85%
RAGB 3.4 11/22/22 EUR 149 8.8%
DBRR 0 07/04/39 EUR 13.75m 7.47%
FRANCE (GOVT OF) 1.85 25/07/2027 EUR 95,859 7.21%
DBRR 0 07/04/40 EUR 9.27m 4.99%
DBRR 0 07/04/42 EUR 6.18m 3.32%
DBRS 0 01/04/24 EUR 5.27m 2.93%
DB 0 1/2 01/22/26 EUR 39 2.22%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty
Date 25/02/2021

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 Euro High Yield Sustainable Exposure UCITS ETF - Acc

1Y Tracking Difference -0.46%
Total Expense Ratio +0.25%
Swap price component estimation =-0.21%

Index Information

Full Name Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I35259EU
Index Currency EUR
Number of Index Components 291

INDEX ANALYTICS

Coupon Rate (%) 3.33
Yield (%) 2.35
Duration (Years) 3.69
Modified Duration (Years) 4.15
Maturity (Years) 4.67
Convexity (%) 0.26
Data as of 25/02/2021

Index Composition Breakdown

Sector Breakdown

Financials 28.16%
Consumer Discretionary 17.99%
Communications 17.36%
Materials 12.14%
Industrials 8.97%
Technology 4.15%
Energy 3.52%
Consumer Staples 3.25%
Health Care 3.15%
Others 1.32%

Currency Breakdown

EUR 100%

Ratings Breakdown

BBB 1.8%
BB 79.59%
B 14.74%
CCC 2.81%
CC 0.65%
C 0.1%
NR 0.3%

Maturity Breakdown

1-3Y 14.46%
3-5Y 30.38%
5-7Y 18.98%
7-10Y 14.91%
10-15Y 2.7%
+25Y 17.83%

Countries Breakdown

Italy 23.23%
France 14.99%
Germany 13.51%
Spain 11.9%
United States 8.12%
Netherlands 4.42%
Sweden 3.94%
United Kingdom 3.89%
Japan 3%
Ireland 2.62%
Luxembourg 1.77%
Finland 1.69%
Belgium 1.57%
Greece 1.44%
Denmark 0.9%
Switzerland 0.76%
Austria 0.74%
Portugal 0.63%
Multi Nationaux 0.4%
Jersey 0.19%
Data as of 24/02/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099293339
UCITS Yes
Share Class Currency EUR
Assets Under Management 4.8m EUR
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Umbrella AUM 10,933.2m EUR
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Full Property of the Assets Yes
Financial Year End 31/10/2021
Inception Date 16/01/2020
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 EHYS SW CHF - 23/07/2020 Capitalisation 1,747CHF LU2099293339 5m CHF
Borsa Italiana EHYS IM EUR - 25/02/2020 Capitalisation 23,030EUR LU2099293339 5m EUR
*Related Shareclasses

Market Makers

Société Générale
Data provided by relevant exchanges

Passporting Information

UK
Luxembourg
Netherlands
Austria
Spain
Sweden
Germany
Norway
Denmark
Italy
France
Finland
Switzerland
Data as of 26/02/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
25/02/2021

Notice to Shareholders Liquidation of Lyxor Euro High Yield Sustainable Exposure UCITS ETF

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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