GHYU
SFDR Classification
SFDR 8

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
17.1316 CHF
Performance YTD

-12.19%

Assets Under Management
25m CHF
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 -15.73%
Benchmark Index -15.35%
Data as of 26/09/2022, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc -12.19% -3.3% -1.69% -15.69% - - - -6.49%
Benchmark Index -11.89% -3.26% -1.57% -15.31% - - - -5.59%
Data as of 26/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc 3.98% - - - - - - - - -
Benchmark Index 4.43% - - - - - - - - -
Data as of 26/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
26/09/2022 17.3731 CHF 25m CHF
23/09/2022 17.3883 CHF 25m CHF
22/09/2022 17.5978 CHF 26m CHF
21/09/2022 17.4399 CHF 25m CHF
20/09/2022 17.5042 CHF 26m CHF

Dividend History

This fund does not distribute any dividend.

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
CNC 4 5/8 12/15/29 USD 0.48% Health Care United States
CNC 4 1/4 12/15/27 USD 0.34% Health Care United States
THC 6 1/8 10/01/28 USD 0.34% Health Care United States
UNIT 7 7/8 02/15/25 USD 0.32% Financials United States
DVA 4 5/8 06/01/30 USD 0.32% Health Care United States
VOD 7 04/04/79 USD 0.3% Communications United Kingdom
THC 4 7/8 01/01/26 USD 0.29% Health Care United States
VOD 3.1 01/03/79 EUR 0.28% Communications United Kingdom
LNG 4 5/8 10/15/28 USD 0.28% Energy United States
CNC 2.45 07/15/28 USD 0.28% Health Care United States
Name Listing Currency Quantity Weight Sector Country
THE UNITED ST TSY 2.375% 15May51 USD 9.25m 27.87% Government United States
THE UNITED ST TSY 1.25% 31Mar28 USD 7.13m 24.2% Government United States
THE UNITED ST TSY 2.375% 15Nov49 USD 2.72m 8.24% Government United States
UNITED STATES TSY 2.875% 15May43 USD 1.34m 4.42% Government United States
THE UNITED ST TSY 0.625% 15Aug30 USD 1.15m 3.53% Government United States
THE UNITED ST TSY 2.875% 30Apr29 USD 955,400 3.53% Government United States
UNITED STATES TSY 0.625% 15Jan24 USD 496,900 2.43% Government United States
THE UNITED ST TSY 0.125% 15Feb52 USD 686,100 1.92% Government United States
UNITED STATES TSY 3.625% 15Apr28 USD 159,300 1.27% Government United States
VODAFONE GROU VAR Apr79 USD 308,000 1.23% Communications United Kingdom
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/06/2022

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 Global High Yield Sustainable Exposure UCITS ETF - Acc

1Y Tracking Difference -0.38%
Total Expense Ratio +0.25%
Swap price component estimation =-0.13%

Index Information

Full Name Bloomberg MSCI Global Corporate High Yield SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I35333US
Index Currency USD
Number of Index Components 0
Further Information www.bloomberg.com

INDEX ANALYTICS

Coupon Rate (%) 4.72
Yield (%) 8.18
Duration (Years) 4.46
Modified Duration (Years) 4.01
Maturity (Years) 5.39
Convexity (%) 0.12
Data as of 23/09/2022

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 19.23%
Communications 16.32%
Financials 14.15%
Health Care 10.83%
Materials 8.73%
Technology 8.18%
Industrials 7.84%
Energy 6.3%
Others 5.32%
Real Estate 3.11%

Currency Breakdown

USD 70.56%
EUR 27.82%
GBP 1.62%

Maturity Breakdown

1-3Y 16.47%
3-5Y 24.5%
5-7Y 28%
7-10Y 21.18%
10-15Y 2.21%
15-25Y 1.05%
+25Y 6.04%

Ratings Breakdown

BBB 4.21%
BB 66.89%
B 23.34%
CCC 4.84%
CC 0.03%
NR 0.7%

Countries Breakdown

United States 64.45%
Italy 7.41%
France 5.05%
Germany 3.97%
Spain 3.89%
United Kingdom 3.57%
Canada 1.96%
Netherlands 1.88%
Sweden 1.2%
Japan 1.06%
Australia 0.96%
Luxembourg 0.88%
Greece 0.8%
Ireland 0.64%
Finland 0.64%
Belgium 0.55%
Austria 0.23%
Jersey 0.22%
Portugal 0.21%
Cayman Islands 0.16%
Multi Nationaux 0.12%
Switzerland 0.1%
Cyprus 0.03%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099295466
UCITS Yes
Share Class Currency USD
Assets Under Management 24.8m CHF
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
Tax data (PEA) No
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 12,467.2m CHF
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2022
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
SIX Swiss Ex GHYU SW CHF - 23/07/2020 Capitalisation - LU2099295466 25m CHF
Borsa Italiana GHYE IM EUR - 25/02/2020 Capitalisation - LU2099295466 26m EUR
LSE GHYU LN USD - 13/02/2020 Capitalisation - LU2099295466 25m USD
Borsa Italiana* GHYEH IM EUR EUR 01/04/2020 Capitalisation - LU2099296274 26m 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 26/09/2022, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
20/05/2022

Notice to Shareholders Change of Registered Office - Lyxor Index Fund

Notice to Shareholders
09/02/2022

Notice to Shareholders Lyxor Index Fund - Annual General Meeting

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund

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