EMBH

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

Latest NAV
84,3123 EUR
Performance YTD

-4,46%

Assets Under Management
356mio EUR
TER
0,4%
ISIN
LU1686831030
Dividend Policy
Distribution
Investment Objective

The Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - 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 Fund aims to track the performance of the Markit iBoxx USD Liquid Emerging Markets Sovereing MId Price TCA (Eur Hedged). The Index contains some of the most liquid USD denominated bonds issued by low or middle-income emerging sovereign states, as defined by the World Bank. The EUR-hedged share class offers the simplicity of a monthly currency hedge mechanism, which is embedded into the fund to help manage the foreign-exchange risk. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

EMBH

Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

PERFORMANCE

Performance history

The fund’s performance track record is that of FR0013217700 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns EUR Monthly Hedged UCITS ETF until 26/10/2018. This fund was absorbed by LU1686831030 Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - 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
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist -3,23% 2,86%
Benchmark Index -2,7% 3,42%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist -4,46% -0,85% -3,66% -3,23% 8,83% - - 2,87%
Benchmark Index -3,98% -0,8% -3,53% -2,7% 10,61% - - 5,54%
Data as of 01/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist 2,49% 10,11% -7,44% - - - - - - -
Benchmark Index 3,05% 10,7% -6,95% - - - - - - -
Data as of 01/12/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
01/12/2021 83,9214 EUR 354mio EUR
30/11/2021 83,5425 EUR 354mio EUR
29/11/2021 83,3686 EUR 353mio EUR
26/11/2021 83,3828 EUR 344mio EUR
25/11/2021 83,7732 EUR 348mio EUR

Dividend History

Date Amount Currency
07/07/2021 3,76 EUR
08/07/2020 3,73 EUR
10/07/2019 4,78 EUR
11/07/2018 4,61 EUR
12/07/2017 5,27 EUR

HOLDINGS


Name Currency Weight Sector Country
KSA 3 5/8 03/04/28 USD 6,59% Government Saudi Arabia
INDOIS 4.15 03/29/27 USD 6,44% Government Indonesia
KSA 4 04/17/25 USD 5,89% Government Saudi Arabia
TURKEY 6 03/25/27 USD 5,61% Government Turkey
INDON 3.05 03/12/51 USD 5,59% Government Indonesia
TURKEY 5 3/4 05/11/47 USD 5,02% Government Turkey
ADGB 3 7/8 04/16/50 USD 4,53% Government UAE
QATAR 5.103 04/23/48 USD 4,43% Government Qatar
QATAR 4.817 03/14/49 USD 4,31% Government Qatar
ADGB 3 1/8 09/30/49 USD 3,98% Government UAE
Name Listing Currency Quantity Weight Sector Country
T 2 5/8 02/15/29 USD 341 989 9,34% Communication Services United States
T 0 5/8 11/30/27 USD 354 040 8,5% Communication Services United States
INDOIS 4.15 03/29/27 USD 22 428 6,23% Government Indonesia
TURKEY 6 03/25/27 USD 23 159 5,57% Government Turkey
TURKEY 5 3/4 05/11/47 USD 24 903 4,96% Government Turkey
KSA 3 1/4 10/26/26 USD 17 545 4,68% Government Saudi Arabia
QATAR 5.103 04/23/48 USD 12 682 4,28% Government Qatar
QATAR 4.817 03/14/49 USD 12 347 4,05% Government Qatar
ADGB 3 7/8 04/16/50 USD 13 746 4,05% Government UAE
ADGB 3 1/8 09/30/49 USD 14 345 3,72% 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 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 iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist

1Y Tracking Difference -0,53%
Total Expense Ratio +0,4%
Swap price component estimation =-0,13%

Index Information

Full Name Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA EUR Hedged TRI
Index Type Performance
Index Bloomberg Ticker IBXXLES3
Index Currency EUR
Number of Index Components 37
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 4,88
Yield (%) 4,47
Duration (Years) 9,9
Modified Duration (Years) 9,48
Maturity (Years) 15,91
Convexity (%) 166,27
Estimated Monthly Hedge Cost (%) 0,14
Data as of 01/12/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 1,78%
3-5Y 7,59%
5-7Y 26,8%
7-10Y 13,8%
10-15Y 5,36%
15-25Y 3,85%
+25Y 40,82%

Ratings Breakdown

AA 17,25%
A 12,48%
BBB 30,04%
BB 22,41%
B 16,75%
CCC 1,06%

Sector Breakdown

Government 100%

Currency Breakdown

USD 100%

Countries Breakdown

Saudi Arabia 12,48%
Indonesia 12,03%
Turkey 10,63%
Qatar 8,73%
United Arab Emirates 8,51%
Mexico 6,33%
Philippines 5,63%
Egypt 5,09%
Brazil 4,93%
Oman 4,54%
Dominican Republic 3,77%
Bahrain 3,39%
South Africa 3,09%
Nigeria 2,21%
Peru 1,93%
Russia 1,78%
Ukraine 1,53%
Romania 1,39%
Sri Lanka 1,06%
Colombia 0,95%
Data as of 01/12/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686831030
Assets Under Management 355,7mio EUR
UCITS Yes
Total Expense Ratio 0,4%
Original inception date 30/11/2016
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 Distribution
Umbrella AUM 12 911,5mio 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
SIX Swiss Ex LYEMBH SW EUR EUR 26/10/2018 Distribution 20 425EUR LU1686831030 354mio EUR
Borsa Italiana EMBH IM EUR EUR 26/10/2018 Distribution 27 379EUR LU1686831030 354mio EUR
Euronext* LEMB FP USD - 26/10/2018 Distribution 19 613USD LU1686830909 401mio USD
Xetra* LYQS GY EUR - 26/10/2018 Distribution 37 876EUR LU1686830909 354mio EUR
Borsa Italiana* EMKTB IM EUR - 26/10/2018 Distribution 206 901EUR LU1686830909 354mio EUR
SIX Swiss Ex* LYLEMB SW USD - 26/10/2018 Distribution 40 016USD LU1686830909 401mio USD
LSE* LEMB LN USD - 26/10/2018 Distribution 52 126USD LU1686830909 401mio USD
*Related Shareclasses

Market Makers

Société Générale
Data provided by relevant exchanges

Passporting Information

Italy
Luxembourg
France
Switzerland
UK
Data as of 01/12/2021, 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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