Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc
27,37%
The Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Refinitiv/CoreCommodity CRB(R) Index Total Return. As a benchmark, the Refinitiv/CoreCommodity CRB(R) Index Total Return is designed to provide timely and accurate representation of a long-only, broadly diversified investment in commodities through a transparent and disciplined calculation methodology. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc
PERFORMANCE
Performance history
The fund’s performance track record is that of FR0013352721 until 22/02/2019. This fund was absorbed by LU1900069219 Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc on 22/02/2019.
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 |
|---|---|---|
| Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc ETF | 40,42% | 16,34% |
| Benchmark Index | 41,16% | 17,1% |
| Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
|---|---|---|---|---|---|---|---|---|
| Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc ETF | 27,37% | -6,28% | -3,67% | 40,42% | 57,45% | - | - | 49,73% |
| Benchmark Index | 27,63% | -6,22% | -3,54% | 41,16% | 60,56% | - | - | 52,92% |
| Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|
| Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc ETF | 36,37% | -11,29% | - | - | - | - | - | - | - | - |
| Benchmark Index | 37,23% | -10,63% | - | - | - | - | - | - | - | - |
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 |
|---|---|---|---|---|
| WTI CRUDE FUTURE Aug22 | USD | 22,21% | ||
| GOLD 100 OZ FUTR Aug22 | USD | 6,56% | United States | |
| LIVE CATTLE FUTR Aug22 | USD | 6,48% | ||
| CORN FUTURE Sep22 | USD | 6,1% | ||
| SOYBEAN FUTURE Nov22 | USD | 6,01% | ||
| LME PRI ALUM FUTR Sep12 | USD | 5,85% | ||
| COPPER FUTURE Sep22 | USD | 5,59% | ||
| NY Harb ULSD Fut Aug22 | USD | 5,54% | ||
| COFFEE 'C' FUTURE Sep22 | USD | 5,47% | ||
| COCOA FUTURE Sep22 | USD | 5,41% |
| Name | Listing Currency | Quantity | Weight | Sector | Country |
|---|---|---|---|---|---|
| MICROSOFT CORP | USD | 952 527 | 9,52% | Information Technology | United States |
| Apple Inc | USD | 1,72mio | 9,21% | Information Technology | United States |
| ACTIVISION BLIZZARD INC | USD | 1,41mio | 4,24% | Communication Services | United States |
| NVIDIA CORP | USD | 609 288 | 3,97% | Information Technology | United States |
| Meta Platforms Inc | USD | 511 309 | 3,16% | Communication Services | United States |
| AMAZON.COM INC | USD | 508 333 | 2,18% | Consumer Discretionary | United States |
| BNP PARIBAS | EUR | 823 613 | 1,69% | Financials | France |
| MIZUHO FINANCIAL GROUP INC | JPY | 3,33mio | 1,5% | Financials | Japan |
| SHIONOGI & CO LTD | JPY | 746 900 | 1,45% | Health Care | Japan |
| AT&T Inc | USD | 1,74mio | 1,37% | 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 | 06/06/2022 |
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 Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc
| 1Y Tracking Difference | -0,74% |
| Total Expense Ratio | +0,35% |
| Swap price component estimation | =-0,39% |
| Name | Currency | Weight | Sector | Country |
|---|---|---|---|---|
| WTI CRUDE FUTURE Aug22 | USD | 22,21% | ||
| GOLD 100 OZ FUTR Aug22 | USD | 6,56% | United States | |
| LIVE CATTLE FUTR Aug22 | USD | 6,48% | ||
| CORN FUTURE Sep22 | USD | 6,1% | ||
| SOYBEAN FUTURE Nov22 | USD | 6,01% | ||
| LME PRI ALUM FUTR Sep12 | USD | 5,85% | ||
| COPPER FUTURE Sep22 | USD | 5,59% | ||
| NY Harb ULSD Fut Aug22 | USD | 5,54% | ||
| COFFEE 'C' FUTURE Sep22 | USD | 5,47% | ||
| COCOA FUTURE Sep22 | USD | 5,41% |
Index Information
| Full Name | Refinitiv/CoreCommodity CRB Total Return Euro Daily Hedge Index |
| Index Type | Performance |
| Index Bloomberg Ticker | TRCCRBTH |
| Index Currency | EUR |
| Number of Index Components | 2 |
| Further Information | www.refinitiv.com/en |
Index Composition Breakdown
Breakdown of raw materials
| Crude Oil | 22,21% |
|
| Gold | 6,56% |
|
| Live Cattle | 6,48% |
|
| Corn | 6,1% |
|
| Soybeans | 6,01% |
|
| Aluminium | 5,85% |
|
| Copper | 5,59% |
|
| Heating Oil | 5,54% |
|
| Coffee | 5,47% |
|
| Cocoa | 5,41% |
|
| Sugar | 5,3% |
|
| Gasoline | 5,02% |
|
| Natural Gas | 4,82% |
|
| Cotton | 4,62% |
|
| Lean Hogs | 1,09% |
|
| Silver | 1,05% |
|
| Orange Juice | 0,99% |
|
| Wheat | 0,97% |
|
| Nickel | 0,92% |
|
Sector Breakdown
| Agricultural | 42,43% |
|
| Energy | 37,6% |
|
| Base Metal | 12,36% |
|
| Precious Metal | 7,61% |
|
Currency Breakdown
| USD | 100% |
|
CHARACTERISTICS
Main Fund Characteristics
| ISIN | LU1900069219 |
| Assets Under Management | 2 212,6mio EUR |
| UCITS | Yes |
| Total Expense Ratio | 0,35% |
| Original inception date | 11/12/2018 |
| Tax data (PEA) | No |
| EU-SD Status | Out of Scope |
| Fund Type | SICAV |
| Domicile | Luxembourg |
| Replication Method | Indirect (Unfunded swap) |
| Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
| Share Class Currency | EUR |
| Dividend Treatment | Capitalisation |
| Umbrella AUM | 48 558,9mio EUR |
| Financial Year End | 31/12/2022 |
| Swap Counterparty | Société Générale |
| Full Property of the Assets | Yes |
| Inception Date | 21/02/2019 |
| 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 |
|---|---|---|---|---|---|---|---|---|
| Borsa Italiana | CRBH IM | EUR | EUR | 09/04/2019 | Capitalisation | - | LU1900069219 | 2 202mio EUR |
| Euronext* | CRB FP | EUR | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 2 202mio EUR |
| Xetra* | LYTR GY | EUR | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 2 202mio EUR |
| Borsa Italiana* | CRB IM | EUR | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 2 202mio EUR |
| LSE* | CRBL LN | GBP | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 1 889mio GBP |
| LSE* | CRBU LN | USD | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 2 318mio USD |
| SIX Swiss Ex* | CRB SW | USD | - | 22/02/2019 | Capitalisation | - | LU1829218749 | 2 318mio USD |
Passporting Information
DOCUMENTS
| ETF Name | Type | Language | Publication Date | Size |
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc |
Factsheets | English | 31/05/2022 | 220 Ko |
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc |
Prospectus | English | 01/06/2022 | 4431 Ko |
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc |
KIID | English | 01/06/2022 | 172 Ko |
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc |
Annual Reports | English | 31/12/2021 | 14721 Ko |
Lyxor Commodities Refinitiv/CoreCommodity CRB TR UCITS ETF - Daily Hedged to EUR - Acc |
Semi-Annual Reports | German | 31/12/2020 | 2447 Ko |
NEWS
Notice to Shareholders Change of Registered Office - Multi Units Luxembourg
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
