MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

Latest NAV
112.4723 EUR
Performance YTD

-0.41%

Assets Under Management
121m EUR
TER
0.165%
ISIN
LU1829219713
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR). The MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) provides an unlevered exposure to the Eurozone AAA and AA sovereign bond market. The index is denominated in Euro and comprises bonds issued by Eurozone governments with the highest credit ratings (denoted “AAA” and "AA"), with country weights calculated based on macroeconomic indicators. More information is available on www.mtsindices.com. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

MA35

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0011146349 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc until 09/11/2018. This fund was absorbed by LU1829219713 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc on 09/11/2018.

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.

Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc ETF -0.41% 0.69% 0.57% -0.42% 0.3% -0.89% - 11.16%
MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) Benchmark Index -0.32% 0.7% 0.6% -0.26% 0.79% -0.08% - 12.88%
Data as of 29/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc ETF 0.27% 0.12% 0.38% -1% 1.4% 0.56% 3.97% -0.5% 4.62% -
MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) Benchmark Index 0.44% 0.29% 0.54% -0.84% 1.56% 0.72% 4.11% -0.34% 4.79% -
Data as of 29/07/2021, Source: Lyxor International Asset Management
Product 1Y 3Y 5Y
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 3-5Y (DR) UCITS ETF - Acc ETF -0.42% 0.1% -0.18%
MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR) Benchmark Index -0.26% 0.26% -0.02%
Data as of 29/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
29/07/2021 112.4723 EUR 121m EUR
28/07/2021 112.4576 EUR 121m EUR
27/07/2021 112.4239 EUR 121m EUR
26/07/2021 112.3424 EUR 121m EUR
23/07/2021 112.3334 EUR 121m EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS

This ETF uses physical replication to track the performance of the index. As such, the holdings of the ETF reflect those of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight Sector Country
DBR 0 1/2 02/15/26 EUR 7.52% Government Germany
DBR 1 08/15/25 EUR 6.91% Government Germany
DBR 0 1/2 02/15/25 EUR 6.7% Government Germany
NETHER 0 1/2 07/15/26 EUR 6.28% Government Netherlands
OBL 0 04/10/26 EUR 6.01% Government Germany
OBL 0 10/10/25 EUR 5.99% Government Germany
NETHER 0 1/4 07/15/25 EUR 5.82% Government Netherlands
DBR 1 08/15/24 EUR 5.56% Government Germany
OBL 0 10/18/24 EUR 5.36% Government Germany
OBL 0 04/11/25 EUR 4.78% Government Germany
Name Listing Currency Quantity Weight Sector Country
DBR 0 1/2 02/15/26 EUR 855.85m 7.52% Government Germany
DBR 1 08/15/25 EUR 771.64m 6.91% Government Germany
DBR 0 1/2 02/15/25 EUR 771.74m 6.7% Government Germany
NETHER 0 1/2 07/15/26 EUR 7.17m 6.28% Government Netherlands
OBL 0 04/10/26 EUR 701.5m 6.01% Government Germany
OBL 0 10/10/25 EUR 701.55m 5.99% Government Germany
NETHER 0 1/4 07/15/25 EUR 6.77m 5.82% Government Netherlands
DBR 1 08/15/24 EUR 631.4m 5.56% Government Germany
OBL 0 10/18/24 EUR 631.44m 5.36% Government Germany
OBL 0 04/11/25 EUR 561.24m 4.78% Government Germany

This funds does not use sec/lending

Index Information

Full Name MTS Mid Price Highest Rated Macro-Weighted 3-5 (EUR)
Index Type Performance
Index Bloomberg Ticker FMMPHRB5
Index Currency EUR
Number of Index Components 27
Further Information mtsindices.com

INDEX ANALYTICS

Coupon Rate (%) 0.83
Yield (%) -0.73
Duration (Years) 4.01
Modified Duration (Years) 4.04
Maturity (Years) 4.07
Convexity (%) 20.87
Data as of 28/07/2021

Index Composition Breakdown

Ratings Breakdown

AAA 62.12%
AA 37.88%

Sector Breakdown

Government 100%

Maturity Breakdown

3-5Y 100%

Currency Breakdown

EUR 100%

Countries Breakdown

Germany 50.01%
France 29.69%
Netherlands 12.11%
Austria 4.96%
Finland 3.23%
Data as of 28/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1829219713
UCITS Yes
Share Class Currency EUR
Assets Under Management 121.1m EUR
Total Expense Ratio 0.165%
Dividend Treatment Capitalisation
Original inception date 25/11/2011
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Umbrella AUM 46,846.4m EUR
Portfolio Managers Raphaël Dieterlen, Ghassen Menchaoui
Financial Year End 31/12/2021
Inception Date 08/11/2018
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.

Trading Information

Exchange Ticker Bloomberg Listing Currency Currency Hedged Listing Date Dividend Policy ADV 3M ISIN Fund AUM in CCY
BX Swiss LYMA35 BW EUR - 17/12/2019 Capitalisation - LU1829219713 121m EUR
Xetra LYS5 GY EUR - 09/11/2018 Capitalisation 47,688EUR LU1829219713 121m EUR
Borsa Italiana AAA35 IM EUR - 09/11/2018 Capitalisation 142,714EUR LU1829219713 121m EUR
Euronext MA35 FP EUR - 09/11/2018 Capitalisation 14,139EUR LU1829219713 121m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Austria
Finland
Germany
Sweden
France
UK
Spain
Italy
Switzerland
Luxembourg
Singapore
Denmark
Data as of 29/07/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

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