EMYS

Lyxor Euro High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
21,6953 CHF
Performance YTD

-

Assets Under Management
7mio CHF
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 - 5,02% 4,09% - - - - 5,54%
Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index Benchmark Index - 5,06% 4,21% - - - - 5,72%
Data as of 03/12/2020, Source: Lyxor International Asset Management

Calendar Performance

Product 2019 2018 2017 2016
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 03/12/2020, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
03/12/2020 21,6953 CHF 7mio CHF
02/12/2020 21,6647 CHF 7mio CHF
01/12/2020 21,6635 CHF 7mio CHF
30/11/2020 21,6222 CHF 7mio CHF
27/11/2020 21,5751 CHF 7mio 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
VOD 3.1 01/03/79 EUR 1,23%
ISPIM 6 5/8 09/13/23 EUR 0,97%
ASSGEN 4.596 PERP EUR 0,97%
DB 5 5/8 05/19/31 EUR 0,85%
RX 3 1/4 03/15/25 EUR 0,84%
UCGIM 6.95 10/31/22 EUR 0,82%
DB 2 3/4 02/17/25 EUR 0,76%
ABESM 3.248 PERP EUR 0,74%
SOFTBK 5 04/15/28 EUR 0,72%
VIEFP 2 1/2 PERP EUR 0,68%
Name Listing Currency Quantity Weight
FRANCE (GOVT OF) 1.85 25/07/2027 EUR 1,35mio 29,42%
BTPS 2.95 09/01/38 EUR 728 14,92%
DBRR 0 07/04/42 EUR 82,6mio 13,71%
DBR 3 1/4 07/04/21 EUR 48,46mio 7,94%
SPGB 1.45 10/31/27 EUR 374 6,6%
RAGB 2.4 05/23/34 EUR 301 6,51%
RAGB 3.4 11/22/22 EUR 278 4,76%
NETHRF 0 01/15/27 EUR 20,63mio 3,38%
DBRR 0 07/04/39 EUR 13,85mio 2,3%
DB 1 1/8 08/30/23 EUR 137 2,25%
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty
Date 02/12/2020

1 week moving average of counterparty risk level

Counterparty risk level at daily adjustment time

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 280

INDEX ANALYTICS

Coupon Rate (%) 3,36
Yield (%) 2,63
Duration (Years) 3,71
Modified Duration (Years) 4,12
Maturity (Years) 4,65
Convexity (%) 0,25
Data as of 02/12/2020

Index Composition Breakdown

Sector Breakdown

Financials 28,08%
Communications 18,3%
Consumer Discretionary 18,2%
Materials 11,94%
Industrials 7,68%
Technology 4,35%
Consumer Staples 3,67%
Health Care 3,55%
Energy 2,84%
Others 1,39%

Currency Breakdown

EUR 100%

Ratings Breakdown

BBB 2,19%
BB 79,96%
B 14,17%
CCC 2,69%
CC 0,57%
C 0,11%
NR 0,31%

Maturity Breakdown

1-3Y 12,84%
3-5Y 31,49%
5-7Y 20,63%
7-10Y 13,73%
10-15Y 2,93%
+25Y 17,83%

Countries Breakdown

Italy 23,41%
France 14,76%
Germany 12,83%
Spain 11,41%
United States 8,56%
United Kingdom 4,34%
Sweden 4,12%
Netherlands 3,88%
Japan 3%
Ireland 2,77%
Luxembourg 2,36%
Finland 1,75%
Belgium 1,64%
Greece 1,45%
Denmark 0,96%
Switzerland 0,8%
Austria 0,79%
Portugal 0,66%
Jersey 0,2%
Data as of 02/01/2020, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099293339
Assets Under Management 6,8mio CHF
UCITS Yes
Total Expense Ratio 0,25%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Swap Based)
Portfolio Managers Raphaël Dieterlen, Jean-marc Guiot
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 10 853,6mio CHF
Financial Year End 31/10/2021
Full Property of the Assets Yes
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
Borsa Italiana EHYS IM EUR - 25/02/2020 Capitalisation 8 810EUR LU2099293339 6mio EUR
SIX Swiss Ex EHYS SW CHF - 23/07/2020 Capitalisation - LU2099293339 7mio CHF
*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 03/12/2020, Source: Lyxor International Asset Management
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