GHYU
SFDR Classification
SFDR 8

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
19,063 EUR
Performance YTD

8,38%

Assets Under Management
40mio EUR
TER
0,25%
ISIN
LU2099295466
Dividend Policy
Capitalisation
Investment Objective

The Lyxor Global High Yield Sustainable Exposure UCITS ETF is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index. The index is representative of the performance of the global 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.

GHYU
SFDR Classification
SFDR 8

Lyxor Global 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.

Product 1Y
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc 7,65%
Benchmark Index 8,12%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc 8,38% 1,93% 1,12% 7,65% - - - 4,46%
Benchmark Index 8,81% 1,98% 1,24% 8,12% - - - 5,39%
Data as of 25/11/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc - - - - - - - - - -
Benchmark Index - - - - - - - - - -
Data as of 25/11/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
25/11/2021 19,063 EUR 40mio EUR
24/11/2021 19,0823 EUR 40mio EUR
23/11/2021 19,0333 EUR 40mio EUR
22/11/2021 19,1156 EUR 40mio EUR
19/11/2021 19,0575 EUR 40mio EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS


Name Currency Weight Sector Country
CNC 4 5/8 12/15/29 USD 0,45% Health Care United States
KHC 4 3/8 06/01/46 USD 0,41% Consumer Staples United States
HCA 5 3/8 02/01/25 USD 0,34% Health Care United States
HCA 3 1/2 09/01/30 USD 0,34% Health Care United States
DVA 4 5/8 06/01/30 USD 0,33% Health Care United States
CNC 4 1/4 12/15/27 USD 0,31% Health Care United States
THC 6 1/8 10/01/28 USD 0,31% Health Care United States
WDC 4 3/4 02/15/26 USD 0,3% Information Technology United States
KHC 5.2 07/15/45 USD 0,3% Consumer Staples United States
VOD 3.1 01/03/79 EUR 0,29% Communication Services United Kingdom
Name Listing Currency Quantity Weight Sector Country
T 2 1/4 11/15/27 USD 123 641 29,32% Government United States
T 2 5/8 02/15/29 USD 119 028 29,13% Communication Services United States
T 2 1/4 08/15/27 USD 40 970 9,76% Government United States
WIT 0 1/2 06/30/27 USD 30 716 6,64% Communication Services United States
TII 0 5/8 01/15/26 USD 17 915 5,2% Communication Services United States
WIT 1 1/4 03/31/28 USD 15 339 3,43% Communication Services United States
WIT 0 3/4 01/31/28 USD 10 318 2,24% Communication Services United States
WIT 0 3/8 08/31/27 USD 9 707 2,09% Communication Services United States
T 2 11/15/26 USD 7 549 1,77% Government United States
T 2 1/4 02/15/27 USD 4 108 0,98% Government 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 24/11/2021

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 Global High Yield Sustainable Exposure UCITS ETF - Acc

1Y Tracking Difference -0,47%
Total Expense Ratio +0,25%
Swap price component estimation =-0,22%

Index Information

Full Name Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I35333US
Index Currency USD
Number of Index Components 1143

INDEX ANALYTICS

Coupon Rate (%) 4,58
Yield (%) 3,49
Duration (Years) 4,19
Modified Duration (Years) 4,1
Maturity (Years) 6,21
Convexity (%) -0,06
Data as of 24/11/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 17,68%
Communications 16,34%
Financials 14,32%
Health Care 11,08%
Materials 8,96%
Technology 8,81%
Industrials 7,71%
Consumer Staples 5,44%
Energy 5,14%
Others 4,52%

Maturity Breakdown

1-3Y 11,7%
3-5Y 23,85%
5-7Y 23,87%
7-10Y 26,13%
10-15Y 4,2%
15-25Y 2,62%
+25Y 7,46%

Ratings Breakdown

BBB 4,52%
BB 66,98%
B 22,43%
CCC 5,45%
NR 0,62%

Currency Breakdown

USD 68,1%
EUR 29,88%
GBP 2,02%

Countries Breakdown

United States 63,38%
Italy 7,82%
Germany 4,69%
France 4,5%
Spain 4,2%
United Kingdom 3,69%
Netherlands 2,67%
Japan 1,38%
Sweden 1,36%
Canada 1,15%
Luxembourg 0,9%
Greece 0,71%
Finland 0,6%
Belgium 0,59%
Australia 0,55%
Ireland 0,42%
Portugal 0,34%
Denmark 0,28%
Austria 0,24%
Jersey 0,2%
Multi Nationaux 0,18%
Switzerland 0,1%
Cyprus 0,04%
Data as of 23/11/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099295466
Assets Under Management 39,5mio 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, Jean-Marc Guiot
Share Class Currency USD
Dividend Treatment Capitalisation
Umbrella AUM 13 266,3mio EUR
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 16/01/2020
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
Borsa Italiana GHYE IM EUR - 25/02/2020 Capitalisation 52 611EUR LU2099295466 40mio EUR
SIX Swiss Ex GHYU SW CHF - 23/07/2020 Capitalisation 44 545CHF LU2099295466 41mio CHF
LSE GHYU LN USD - 13/02/2020 Capitalisation 53 465USD LU2099295466 44mio USD
Borsa Italiana* GHYEH IM EUR EUR 01/04/2020 Capitalisation 39 040EUR LU2099296274 40mio EUR
*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 25/11/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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