Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc
-12,84%
The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (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 All-Maturity (EUR). The MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) (Bloomberg Code:FMMPHRG5) (“Benchmark Index”) denominated in EUR, representative of the performance of eurozone government bonds that have the highest credit ratings. Bonds are weighted in the index on the basis of macroeconomic indicators. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc
PERFORMANCE
Performance history
The fund’s performance track record is that of FR0010820258 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF until 21/07/2016. This fund was absorbed by LU1287023342 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc on 21/07/2016.
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 | 5Y | 10Y |
|---|---|---|---|---|
| Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF | -12,76% | -4,76% | -1,79% | 0,67% |
| Benchmark Index | -12,63% | -4,61% | -1,62% | 0,84% |
| Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
|---|---|---|---|---|---|---|---|---|
| Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF | -12,84% | -3,92% | -7,97% | -12,76% | -13,63% | -8,62% | 6,95% | 25,2% |
| Benchmark Index | -12,78% | -3,91% | -7,94% | -12,63% | -13,2% | -7,85% | 8,71% | 28,01% |
| Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|
| Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF | -3,56% | 3,65% | 3,81% | 1,78% | -0,9% | 3,81% | 0,16% | 11,14% | -1,65% | 6,65% |
| Benchmark Index | -3,41% | 3,83% | 3,99% | 1,96% | -0,74% | 3,99% | 0,33% | 11,26% | -1,48% | 7,17% |
At 14/11/2014, the index reference changed from EuroMTS AAA Eurozone MacroWeighted Index All Maturity 1730 to MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR).
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 2 1/2 08/15/46 | EUR | 1,6% | Government | Germany |
| DBR 4 01/04/37 | EUR | 1,55% | Government | Germany |
| DBR 4 3/4 07/04/34 | EUR | 1,46% | Government | Germany |
| DBR 2 1/2 07/04/44 | EUR | 1,43% | Government | Germany |
| DBR 4 3/4 07/04/40 | EUR | 1,33% | Government | Germany |
| DBR 0 1/2 02/15/26 | EUR | 1,27% | Government | Germany |
| DBR 0 1/4 02/15/27 | EUR | 1,25% | Government | Germany |
| DBR 5 1/2 01/04/31 | EUR | 1,24% | Government | Germany |
| DBR 0 08/15/30 | EUR | 1,22% | Government | Germany |
| DBR 0 1/2 08/15/27 | EUR | 1,22% | Government | Germany |
| Name | Listing Currency | Quantity | Weight | Sector | Country |
|---|---|---|---|---|---|
| GERMANY BRD 2.5% 15Aug46 | EUR | 4,42mio | 1,62% | Germany | |
| GERMANY BRD 4% 04Jan37 | EUR | 3,85mio | 1,56% | Germany | |
| GERMANY BRD 4.75% 04Jul34 | EUR | 3,43mio | 1,46% | Germany | |
| GERMANY BRD 2.5% 04Jul44 | EUR | 4mio | 1,45% | Germany | |
| GERMANY BRD 4.75% 04Jul40 | EUR | 2,87mio | 1,34% | Germany | |
| GERMANY BRD 0.5% 15Feb26 | EUR | 4,27mio | 1,27% | Germany | |
| GERMANY BRD 0.25% 15Feb27 | EUR | 4,28mio | 1,24% | Germany | |
| GERMANY BRD 5.5% 04Jan31 | EUR | 3,01mio | 1,24% | Germany | |
| FEDERAL REPUB BRD % 15Aug30 | EUR | 4,49mio | 1,22% | Germany | |
| GERMANY BRD 0.5% 15Aug27 | EUR | 4,13mio | 1,21% | Germany |
This funds does not use sec/lending
| Name | Currency | Weight | Sector | Country |
|---|---|---|---|---|
| DBR 2 1/2 08/15/46 | EUR | 1,6% | Government | Germany |
| DBR 4 01/04/37 | EUR | 1,55% | Government | Germany |
| DBR 4 3/4 07/04/34 | EUR | 1,46% | Government | Germany |
| DBR 2 1/2 07/04/44 | EUR | 1,43% | Government | Germany |
| DBR 4 3/4 07/04/40 | EUR | 1,33% | Government | Germany |
| DBR 0 1/2 02/15/26 | EUR | 1,27% | Government | Germany |
| DBR 0 1/4 02/15/27 | EUR | 1,25% | Government | Germany |
| DBR 5 1/2 01/04/31 | EUR | 1,24% | Government | Germany |
| DBR 0 08/15/30 | EUR | 1,22% | Government | Germany |
| DBR 0 1/2 08/15/27 | EUR | 1,22% | Government | Germany |
Index Information
| Full Name | MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) |
| Index Type | Performance |
| Index Bloomberg Ticker | FMMPHRG5 |
| Index Currency | EUR |
| Number of Index Components | 170 |
| Further Information | mtsindices.com |
INDEX ANALYTICS
| Coupon Rate (%) | 1,3 |
| Yield (%) | 1,68 |
| Duration (Years) | 8,05 |
| Modified Duration (Years) | 7,91 |
| Maturity (Years) | 9,48 |
| Convexity (%) | 122,12 |
Index Composition Breakdown
Maturity Breakdown
| 1-3Y | 19,77% |
|
| 3-5Y | 18,81% |
|
| 5-7Y | 15,97% |
|
| 7-10Y | 16,05% |
|
| 10-15Y | 10,26% |
|
| 15-25Y | 13,17% |
|
| +25Y | 5,96% |
|
Sector Breakdown
| Government | 100% |
|
Currency Breakdown
| EUR | 100% |
|
Countries Breakdown
| Germany | 49,95% |
| France | 29,22% |
| Netherlands | 12,45% |
| Austria | 4,97% |
| Finland | 3,4% |
CHARACTERISTICS
Main Fund Characteristics
| ISIN | LU1287023342 |
| Assets Under Management | 334,2mio EUR |
| UCITS | Yes |
| Total Expense Ratio | 0,165% |
| Original inception date | 06/01/2009 |
| Tax data (PEA) | No |
| EU-SD Status | In Scope |
| Fund Type | SICAV |
| Domicile | Luxembourg |
| Replication Method | Direct (Physical) |
| Sampling | No |
| Securities Lending | No |
| Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
| Share Class Currency | EUR |
| Dividend Treatment | Capitalisation |
| Umbrella AUM | 48 163,7mio EUR |
| Financial Year End | 31/12/2022 |
| Inception Date | 21/07/2016 |
| 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 |
|---|---|---|---|---|---|---|---|---|
| Euronext | MAA FP | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 334mio EUR |
| SIX Swiss Ex | LYMAA SW | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 334mio EUR |
| Borsa Italiana | EMAAA IM | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 334mio EUR |
| Xetra | LYXA GY | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 334mio EUR |
Market Makers
| Flow Traders |
| Société Générale |
Passporting Information
DOCUMENTS
| ETF Name | Type | Language | Publication Date | Size |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 233 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Prospectus | English | 01/06/2022 | 4431 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
KIID | English | 01/06/2022 | 177 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Annual Reports | English | 31/12/2021 | 14721 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Quarterly Performance Analysis | English | 30/06/2021 | 423 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
