INFL

Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
99,9621 EUR
Performance YTD

6,22%

Assets Under Management
2 198mio EUR
TER
0,25%
ISIN
LU1390062245
Dividend Policy
Capitalisation
Investment Objective

The Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI. The index is designed to provide exposure to breakeven inflation by entering into a long position in inflation-linked bonds issued by France and Germany and a short position in France and Germany sovereign bonds with adjacent durations. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

INFL

Lyxor EUR 2-10Y Inflation Expectations 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 1Y 3Y 5Y
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 6,29% 0,17% -0,17%
Benchmark Index 6,72% 0,54% 0,19%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 6,22% -0,27% 1,75% 6,29% 0,5% -0,84% - -0,4%
Benchmark Index 6,62% -0,24% 1,86% 6,72% 1,62% 0,96% - 1,61%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc -2,86% -1,6% -2,77% -0,37% - - - - - -
Benchmark Index -2,52% -1,25% -2,43% -0,03% - - - - - -
Data as of 01/12/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
01/12/2021 99,9621 EUR 2 198mio EUR
30/11/2021 99,9309 EUR 2 283mio EUR
29/11/2021 99,9151 EUR 2 204mio EUR
26/11/2021 99,4687 EUR 2 189mio EUR
25/11/2021 100,0279 EUR 2 200mio EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
FRANCE (GOVT OF) 1.85 25/07/2027 EUR 19,62% Government France
DBRI 0 1/2 04/15/30 EUR 18,65% Government Germany
FRTR 0.7 07/25/30 EUR 14,95% Government France
FRANCE (GOVT OF) 0.25 25/07/2024 EUR 13,63% Government France
DBRI 0.1 04/15/26 EUR 13,45% Government Germany
FRTR 0 1/2 05/25/29 EUR -7,64% Government France
FRTR 1 1/2 05/25/31 EUR -9,54% Government France
OBL 0 04/10/26 EUR -10,59% Government Germany
DBR 0 02/15/30 EUR -13,14% Government Germany
FRTR 2 3/4 10/25/27 EUR -16,23% Government France
Name Listing Currency Quantity Weight Sector Country
BTPS 0.1 05/15/23 EUR 217 817 10,88% Government Italy
DBRR 0 07/04/42 EUR 15,43mrd 7,32% Government Germany
FRTR 0.1 03/01/29 EUR 103,65mio 5,69% Government France
SPGBEI 1 11/30/30 EUR 87 032 5,24% Government Spain
DBRR 0 01/04/37 EUR 7,47mrd 3,55% Government Germany
FRTRD 0 10/25/38 EUR 7,7mrd 3,28% Government France
FRTR 0.1 03/01/25 EUR 58,79mio 3,04% Government France
RAGB 0 07/15/24 EUR 60 970 2,83% Government Austria
SPGB 0.35 07/30/23 EUR 45 362 2,1% Government Spain
DBRS 0 07/04/24 EUR 4,44mrd 2,06% Government Germany
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 01/12/2021

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 EUR 2-10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0,43%
Total Expense Ratio +0,25%
Swap price component estimation =-0,18%

Index Information

Full Name Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI
Index Type Performance
Index Bloomberg Ticker IBXXEBF1
Index Currency EUR
Number of Index Components 24
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) -0,24
Maturity (Years) 6,09
Convexity (%) -3,24
Data as of 01/12/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 13,63%
3-5Y 21,54%
5-7Y 19,62%
7-10Y 45,21%

Ratings Breakdown

AAA 32,1%
AA 67,9%

Sector Breakdown

Government 100%

Currency Breakdown

EUR 100%

Countries Breakdown

France 67,9%
Germany 32,1%
Data as of 01/12/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1390062245
Assets Under Management 2 197,9mio EUR
UCITS Yes
Total Expense Ratio 0,25%
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Share Class Currency EUR
Dividend Treatment Capitalisation
Umbrella AUM 50 035,5mio EUR
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 13/04/2016
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 INFL FP EUR - 05/05/2016 Capitalisation 1,34mio EUR LU1390062245 2 198mio EUR
Borsa Italiana INFL IM EUR - 12/09/2017 Capitalisation 947 699EUR LU1390062245 2 198mio EUR
SIX Swiss Ex INFL SW EUR - 02/06/2017 Capitalisation 3 829EUR LU1390062245 2 198mio EUR
Xetra EUIN GY EUR - 16/11/2016 Capitalisation 337 245EUR LU1390062245 2 198mio EUR
LSE INFL LN GBP - 17/05/2016 Capitalisation 6 727GBP LU1390062245 1 870mio GBP
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Luxembourg
UK
Norway
Finland
Italy
Spain
Sweden
Germany
France
Denmark
Austria
Netherlands
Switzerland
Ireland
Singapore
Data as of 01/12/2021, Source: Lyxor International Asset Management

DOCUMENTS

ETF Name Type Language Publication Date Size
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc
Prospectus English 07/05/2021 3213 Ko
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc
ESG English 31/10/2021 144 Ko

NEWS

Notice to Shareholders
06/05/2021

Notice to Shareholders Annual general meeting Multi Units Luxembourg

Blog
04/03/2021

Blog Two ways to position your portfolio for a rise in inflation

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