GHYU
SFDR Classification

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
20.057 CHF
Performance YTD

6.32%

Assets Under Management
26m CHF
TER
0.25%
ISIN
LU2099295466
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Global High Yield Sustainable Exposure UCITS ETF is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index. The index is representative of the performance of the global 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.

GHYU
SFDR Classification

Lyxor Global 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.

Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc ETF 6.32% 0.1% 2.05% 9.4% - - - 8.89%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index 6.58% 0.14% 2.16% 9.87% - - - 9.36%
Data as of 28/07/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc ETF - - - - - - - - - -
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index - - - - - - - - - -
Data as of 28/07/2021, Source: Lyxor International Asset Management
Product 1Y
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc ETF 9.4%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index 9.87%
Data as of 28/07/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
28/07/2021 20.2255 CHF 26m CHF
27/07/2021 20.2247 CHF 26m CHF
26/07/2021 20.2747 CHF 26m CHF
23/07/2021 20.3612 CHF 26m CHF
22/07/2021 20.2943 CHF 25m CHF

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 Sector Country
CNC 4 5/8 12/15/29 USD 0.48% Health Care United States
KHC 4 3/8 06/01/46 USD 0.38% Consumer Staples United States
HCA 5 3/8 02/01/25 USD 0.37% Health Care United States
HCA 3 1/2 09/01/30 USD 0.36% Health Care United States
DVA 4 5/8 06/01/30 USD 0.35% Health Care United States
CNC 4 1/4 12/15/27 USD 0.33% Health Care United States
WDC 4 3/4 02/15/26 USD 0.32% Information Technology United States
VOD 3.1 01/03/79 EUR 0.31% Communication Services United Kingdom
UNIT 7 7/8 02/15/25 USD 0.31% Financials United States
VOD 7 04/04/79 USD 0.3% Communication Services United Kingdom
Name Listing Currency Quantity Weight Sector Country
T 2 3/8 11/15/49 USD 59,061 22.78% Government United States
WIT 0 1/2 06/30/27 USD 60,944 20.84% Communication Services United States
WIT 1 1/4 03/31/28 USD 36,446 12.99% Communication Services United States
T 2 7/8 05/15/28 USD 28,945 11.42% Government United States
T 3 3/8 11/15/48 USD 19,236 8.88% Communication Services United States
T 2 11/15/26 USD 17,599 6.56% Government United States
T 4 1/4 05/15/39 USD 5,708 2.81% Government United States
T 2 1/4 08/15/27 USD 6,279 2.39% Government United States
KHC 5 07/15/35 USD 267 1.15% Consumer Staples United States
TII 0 5/8 04/15/23 USD 2,769 1.11% Communication Services 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 28/07/2021

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 Global High Yield Sustainable Exposure UCITS ETF - Acc

1Y Tracking Difference -0.47%
Total Expense Ratio +0.25%
Swap price component estimation =-0.22%

Index Information

Full Name Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I35333US
Index Currency USD
Number of Index Components 1069

INDEX ANALYTICS

Coupon Rate (%) 4.65
Yield (%) 2.85
Duration (Years) 3.81
Modified Duration (Years) 3.95
Maturity (Years) 6.2
Convexity (%) -0.09
Data as of 28/07/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 18.81%
Communications 16.74%
Financials 16.11%
Materials 9.01%
Technology 8.64%
Health Care 8.34%
Industrials 8.16%
Consumer Staples 5.57%
Energy 4.6%
Others 4.01%

Currency Breakdown

USD 66.56%
EUR 31.16%
GBP 2.28%

Maturity Breakdown

1-3Y 11.28%
3-5Y 25.86%
5-7Y 22.58%
7-10Y 25.67%
10-15Y 3.53%
15-25Y 2.47%
+25Y 8.11%

Ratings Breakdown

BBB 5.31%
BB 67.65%
B 21.91%
CCC 4.49%
CC 0.09%
NR 0.55%

Countries Breakdown

United States 60.69%
Italy 9.31%
France 4.94%
Germany 4.55%
Spain 4.29%
United Kingdom 4.09%
Netherlands 2.96%
Canada 1.45%
Japan 1.1%
Sweden 1.08%
Luxembourg 0.69%
Multi Nationaux 0.68%
Finland 0.65%
Belgium 0.59%
Greece 0.56%
Australia 0.54%
Ireland 0.45%
Switzerland 0.32%
Denmark 0.29%
Austria 0.26%
Portugal 0.25%
Jersey 0.22%
Cyprus 0.04%
Data as of 27/07/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099295466
UCITS Yes
Share Class Currency USD
Assets Under Management 26.2m CHF
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 13,235.2m CHF
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
Inception Date 16/01/2020
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
SIX Swiss Ex GHYU SW CHF - 23/07/2020 Capitalisation 56,170CHF LU2099295466 26m CHF
Borsa Italiana GHYE IM EUR - 25/02/2020 Capitalisation 37,438EUR LU2099295466 24m EUR
LSE GHYU LN USD - 13/02/2020 Capitalisation 31,856USD LU2099295466 29m USD
*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 28/07/2021, 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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