LEMB

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

Latest NAV
80,1163 EUR
Performance YTD

-3,28%

Assets Under Management
348mio EUR
TER
0,3%
ISIN
LU1686830909
Dividend Policy
Distribution
Investment Objective

The Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI. The Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI comprises some of the most liquid bonds from the Markit iBoxx USD Emerging Markets Sovereigns index. It contains bonds denominated in USD and issued by the low or middle-income sovereign states, as defined by the world bank. It is compiled, administered and managed by Markit, an index provider. The full methodology and additional details are available on the Indices section of the www.markit.com website. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

LEMB

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0010967323 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF until 26/10/2018. This fund was absorbed by LU1686830909 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist on 26/10/2018.

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 10Y
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist 2,8% 3,7% 1,22% 4,51%
Benchmark Index 3,24% 4,14% 1,63% 4,84%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist -3,28% -4,05% -0,42% 2,8% 11,53% 6,23% 55,51% 83,01%
Benchmark Index -3,27% -4,02% -0,32% 3,24% 12,95% 8,45% 60,53% 89,46%
Data as of 13/01/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist 5,05% -4,24% 15,73% 0,27% -4,97% 10,1% 9,86% 22,18% -14,3% 16,59%
Benchmark Index 5,5% -3,83% 16,21% 0,67% -4,59% 10,5% 9,74% 22,57% -14,1% 16,94%
Data as of 13/01/2022, Source: Lyxor International Asset Management

At 16/10/2015, the index reference changed from Markit iBoxx USD Liquid Emerging Markets Sovereigns Index Tri to Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI.

NAV History

Date NAV Currency Fund AUM
13/01/2022 80,1163 EUR 348mio EUR
12/01/2022 80,4344 EUR 349mio EUR
11/01/2022 80,9162 EUR 351mio EUR
10/01/2022 80,7963 EUR 356mio EUR
07/01/2022 81,1282 EUR 358mio EUR

Dividend History

Date Amount Currency
07/07/2021 4,25 USD
08/07/2020 4,17 USD
10/07/2019 5,19 USD
11/07/2018 4,85 USD
12/07/2017 5,3 USD

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 Sector Country
KSA 3 5/8 03/04/28 USD 6,53% Government Saudi Arabia
INDOIS 4.15 03/29/27 USD 6,35% Government Indonesia
KSA 4 04/17/25 USD 5,79% Government Saudi Arabia
INDON 3.05 03/12/51 USD 5,66% Government Indonesia
TURKEY 6 03/25/27 USD 5,46% Government Turkey
TURKEY 5 3/4 05/11/47 USD 5,05% Government Turkey
ADGB 3 7/8 04/16/50 USD 4,51% Government UAE
QATAR 5.103 04/23/48 USD 4,45% Government Qatar
QATAR 4.817 03/14/49 USD 4,32% Government Qatar
ADGB 3 1/8 09/30/49 USD 3,95% Government UAE
Name Listing Currency Quantity Weight Sector Country
T 2 7/8 05/15/43 USD 547 707 15,53% Government United States
INDOIS 4.15 03/29/27 USD 23 728 6,58% Government Indonesia
T 1 3/8 10/31/28 USD 258 495 6,38% Government United States
TURKEY 6 03/25/27 USD 22 809 5,45% Government Turkey
TURKEY 5 3/4 05/11/47 USD 24 544 4,89% Government Turkey
ADGB 3 7/8 04/16/50 USD 15 132 4,29% Government UAE
QATAR 5.103 04/23/48 USD 12 882 4,26% Government Qatar
KSA 3 1/4 10/26/26 USD 15 745 4,19% Government Saudi Arabia
QATAR 4.817 03/14/49 USD 12 901 4,14% Government Qatar
ADGB 3 1/8 09/30/49 USD 15 245 3,78% Government UAE
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/01/2022

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 iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Dist

1Y Tracking Difference -0,44%
Total Expense Ratio +0,3%
Swap price component estimation =-0,14%

Index Information

Full Name Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA TRI
Index Type Performance
Index Bloomberg Ticker IBXXLES1
Index Currency USD
Number of Index Components 37
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 4,88
Yield (%) 4,67
Duration (Years) 9,68
Modified Duration (Years) 9,26
Maturity (Years) 15,79
Convexity (%) 160,48
Data as of 12/01/2022

Index Composition Breakdown

Maturity Breakdown

1-3Y 1,74%
3-5Y 7,48%
5-7Y 26,49%
7-10Y 13,7%
10-15Y 5,37%
15-25Y 3,86%
+25Y 41,36%

Ratings Breakdown

AA 17,23%
A 12,32%
BBB 29,94%
BB 22,4%
B 17,11%
CCC 1%

Sector Breakdown

Government 100%

Currency Breakdown

USD 100%

Countries Breakdown

Saudi Arabia 12,32%
Indonesia 12,02%
Turkey 10,51%
Qatar 8,77%
United Arab Emirates 8,46%
Mexico 6,28%
Philippines 5,66%
Egypt 5,29%
Brazil 4,9%
Oman 4,7%
Dominican Republic 3,82%
Bahrain 3,4%
South Africa 3,16%
Nigeria 2,29%
Peru 1,9%
Russia 1,74%
Ukraine 1,44%
Romania 1,41%
Sri Lanka 1%
Colombia 0,94%
Data as of 12/01/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686830909
Assets Under Management 347,8mio EUR
UCITS Yes
Total Expense Ratio 0,3%
Original inception date 06/12/2010
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 Distribution
Umbrella AUM 14 087,8mio EUR
Financial Year End 31/10/2022
Swap Counterparty Société Générale
Full Property of the Assets Yes
Inception Date 25/10/2018
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 LEMB FP USD - 26/10/2018 Distribution 12 168USD LU1686830909 399mio USD
Xetra LYQS GY EUR - 26/10/2018 Distribution 30 277EUR LU1686830909 348mio EUR
Borsa Italiana EMKTB IM EUR - 26/10/2018 Distribution 186 723EUR LU1686830909 348mio EUR
SIX Swiss Ex LYLEMB SW USD - 26/10/2018 Distribution 19 238USD LU1686830909 399mio USD
LSE LEMB LN USD - 26/10/2018 Distribution 10 438USD LU1686830909 399mio USD
SIX Swiss Ex* LYEMBH SW EUR EUR 26/10/2018 Distribution 51 721EUR LU1686831030 348mio EUR
Borsa Italiana* EMBH IM EUR EUR 26/10/2018 Distribution 29 900EUR LU1686831030 348mio EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

UK
France
Spain
Denmark
Germany
Norway
Finland
Netherlands
Italy
Austria
Sweden
Belgium
Luxembourg
Switzerland
Korea
Data as of 13/01/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

Blog
25/06/2019

Blog How to prepare your bond portfolio for the summer

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