SFDR Classification

Lyxor Euro Floating Rate Note UCITS ETF - Acc

Latest NAV
109,8184 CHF
Performance YTD


Assets Under Management
807mio CHF
Dividend Policy
Investment Objective

The Lyxor Euro Floating Rate Note UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index. The index is representative of the performance of EUR denominated, investment grade floating rate notes issued by European and non-European corporates, with maturities ranging from 1 month up to, but not including, 7 years. The bonds in the index have a variable coupon which is adjusted according to changes in the 3m EURIBOR. Additionally, 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. Further index details and methodology may be found at www.bloomberg.com

SFDR Classification

Lyxor Euro Floating Rate Note UCITS ETF - Acc


Performance history

The fund’s performance track record is that of FR0012386696 Lyxor Barclays Floating Rate Euro 0-7Y UCITS ETF - Acc until 26/10/2018. This fund was absorbed by LU1829218319 Lyxor Euro Floating Rate Note UCITS ETF - Acc on 26/10/2018.


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
Lyxor Euro Floating Rate Note UCITS ETF - Acc 1,74%
Benchmark Index 2%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Euro Floating Rate Note UCITS ETF - Acc 0,91% 1,98% -0,06% 1,74% - - - -0,95%
Benchmark Index 1,09% 2% 0,01% 2% - - - -0,33%
Data as of 17/09/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Euro Floating Rate Note UCITS ETF - Acc -0,38% - - - - - - - - -
Benchmark Index -0,12% - - - - - - - - -
Data as of 17/09/2021, Source: Lyxor International Asset Management

At 12/08/2019, the index reference changed from Barclays Euro Corp FRN 0-7Y Enhanced Dur Total Return Index Unhedged EUR to Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index.

NAV History

Date NAV Currency Fund AUM
17/09/2021 109,8184 CHF 807mio CHF
16/09/2021 109,3724 CHF 803mio CHF
15/09/2021 109,1532 CHF 802mio CHF
14/09/2021 109,2124 CHF 802mio CHF
13/09/2021 109,286 CHF 803mio CHF

Dividend History

This fund does not distribute any dividend.


Name Currency Weight Sector Country
ISPIM 0 04/19/22 EUR 2,78% Financials Italy
DAIGR 0 07/03/24 EUR 2,33% Consumer Discretionary Germany
C 0 03/21/23 EUR 2,32% Financials United States
HSBC 0 10/05/23 EUR 2,13% Financials United Kingdom
BNP 0 09/22/22 EUR 2,06% Financials France
SOCGEN 0 04/01/22 EUR 1,92% Financials France
DB 0 05/16/22 EUR 1,9% Financials Germany
LLOYDS 0 06/21/24 EUR 1,88% Financials United Kingdom
INTNED 0 09/20/23 EUR 1,87% Financials Netherlands
BBVASM 0 03/09/23 EUR 1,87% Financials Spain
Name Listing Currency Quantity Weight Sector Country
FRANCE (GOVT OF) 0.25 25/07/2024 EUR 76,89mio 11,35% Government France
FRTR 0.1 03/01/26 EUR 72,29mio 10,25% Government France
DBRR 0 01/04/37 EUR 5,53mrd 7,25% Government Germany
BTPS 0.4 05/15/30 EUR 33 489 4,83% Government Italy
DBRR 0 07/04/42 EUR 2,79mrd 3,67% Government Germany
FRTR 0.1 03/01/29 EUR 19,85mio 2,99% Government France
DBRS 0 07/04/27 EUR 1,85mrd 2,38% Government Germany
BTPS 0.9 08/01/22 EUR 17 815 2,25% Government Italy
DBRR 0 07/04/39 EUR 1,57mrd 2,06% Government Germany
BTPS 0.1 05/15/23 EUR 14 820 2,03% Government Italy
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/12/2021

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 Euro Floating Rate Note UCITS ETF - Acc

1Y Tracking Difference -0,26%
Total Expense Ratio +0,15%
Swap price component estimation =-0,11%

Index Information

Full Name Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I34981EU
Index Currency EUR
Number of Index Components 73


Coupon Rate (%) 0,2
Yield (%) -0,33
Duration (Years) 0,48
Modified Duration (Years) 0,12
Maturity (Years) 1,4
Convexity (%) 0
Data as of 06/12/2021

Index Composition Breakdown

Sector Breakdown

Financials 74,02%
Real Estate 11,4%
Consumer Discretionary 9,28%
Industrials 2,05%
Technology 1,85%
Health Care 1,4%

Maturity Breakdown

0-1Y 42,92%
1-3Y 49,63%
3-5Y 6,93%

Ratings Breakdown

AA 6,98%
A 51,39%
BBB 41,62%

Currency Breakdown

EUR 100%

Countries Breakdown

France 19,96%
United States 13,65%
Germany 10,83%
United Kingdom 10,62%
Spain 9,83%
Netherlands 6,04%
Italy 5,58%
Switzerland 5%
Sweden 3,9%
Japan 3,72%
Finland 3,26%
Canada 2,32%
Norway 1,86%
Belgium 1,39%
Australia 1,12%
Denmark 0,93%
Data as of 06/12/2021, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1829218319
Assets Under Management 806,7mio CHF
Total Expense Ratio 0,15%
Original inception date 07/01/2015
Tax data (PEA) No
EU-SD Status In 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 51 871mio CHF
Financial Year End 31/12/2021
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 25/10/2018
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
Euronext FLOT FP EUR - 26/10/2018 Capitalisation 73 769EUR LU1829218319 800mio EUR
Xetra NK4L GY EUR - 26/10/2018 Capitalisation 97 151EUR LU1829218319 800mio EUR
Borsa Italiana FLOT IM EUR - 26/10/2018 Capitalisation 673 152EUR LU1829218319 800mio EUR
BX Swiss LFLOT BW CHF - 19/07/2019 Capitalisation - LU1829218319 807mio CHF
*Related Shareclasses

Market Makers

Baader Bank AG
Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 17/09/2021, Source: Lyxor International Asset Management


Notice to Shareholders

Notice to Shareholders Annual general meeting Multi Units Luxembourg


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