EMBH

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

Latest NAV
61.4149 EUR
Performance YTD

-23.31%

Assets Under Management
163m 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 -23.58% -8.54%
Benchmark Index -23.16% -8.04%
Data as of 27/09/2022, 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 -23.31% -7.76% -6.14% -23.58% -23.52% - - -15.61%
Benchmark Index -22.99% -7.72% -6% -23.16% -22.25% - - -13.79%
Data as of 27/09/2022, Source: Lyxor International Asset Management
Product 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Lyxor iBoxx $ Liquid Emerging Markets Sovereigns UCITS ETF - Monthly Hedged to EUR - Dist -3.48% 2.49% 10.11% - - - - - - -
Benchmark Index -2.95% 3.05% 10.7% - - - - - - -
Data as of 27/09/2022, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
27/09/2022 61.4906 EUR 163m EUR
23/09/2022 62.873 EUR 165m EUR
22/09/2022 63.663 EUR 168m EUR
21/09/2022 64.4101 EUR 167m EUR
20/09/2022 64.258 EUR 166m EUR

Dividend History

Date Amount Currency
06/07/2022 3.73 EUR
07/07/2021 3.76 EUR
08/07/2020 3.73 EUR
10/07/2019 4.78 EUR
11/07/2018 4.61 EUR

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
Name Listing Currency Quantity Weight Sector Country
THE UNITED ST TSY 2.375% 15Nov49 USD 31.46m 15.27% Government United States
THE UNITED ST TSY 0.625% 15Aug30 USD 26.61m 13.02% Government United States
KSA 3.625% 3/28 USD 9.03m 5.42% Government Saudi Arabia
THE REPUBLIC 7.625% 26Apr29 USD 9.15m 5.06% Government Turkey
REPUBLIC OF I 3.05% 12Mar51 USD 10.59m 4.59% Government Indonesia
THE UNITED ST TSY 1.25% 15Aug31 USD 7.39m 3.74% Government United States
ADGB 3.125% 10/27 USD 5.92m 3.56% Government UAE
STATE OF QATA 5.103% 23Apr48 USD 5.57m 3.56% Government Qatar
EMIRATE OF AB 3.875% 16Apr50 USD 6.37m 3.43% Government UAE
KSA 4.625% 10/47 USD 5.64m 3.17% Government Saudi Arabia
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 12/09/2022

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 - Monthly Hedged to EUR - Dist

1Y Tracking Difference -0.42%
Total Expense Ratio +0.4%
Swap price component estimation =-0.02%

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 0
Further Information www.markit.com/indices

INDEX ANALYTICS

Coupon Rate (%) 4.82
Yield (%) 6.11
Duration (Years) 8.73
Modified Duration (Years) 8.23
Maturity (Years) 15.07
Convexity (%) 128.65
Estimated Monthly Hedge Cost (%) 0.2
Data as of 01/09/2022

Index Composition Breakdown

Maturity Breakdown

1-3Y 1.67%
3-5Y 14.76%
5-7Y 27.93%
7-10Y 11.57%
10-15Y 4.23%
15-25Y 3.7%
+25Y 36.14%

Ratings Breakdown

AA 16.94%
A 14.63%
BBB 30.21%
BB 17.12%
B 21.1%

Sector Breakdown

Government 93.78%
Sovereigns 6.22%

Currency Breakdown

USD 100%

Countries Breakdown

Saudi Arabia 12.42%
Indonesia 11.63%
Turkey 11.09%
United Arab Emirates 9.21%
Qatar 7.73%
Philippines 5.91%
Mexico 5.76%
Brazil 4.73%
Egypt 4.57%
Oman 4.55%
South Africa 3.53%
Dominican Republic 3.4%
Bahrain 3.4%
China 2.21%
Nigeria 2.04%
Peru 1.87%
Hungary 1.84%
Romania 1.72%
Panama 1.47%
Colombia 0.9%
Data as of 23/09/2022, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1686831030
UCITS Yes
Share Class Currency EUR
Assets Under Management 162.6m EUR
Total Expense Ratio 0.4%
Dividend Treatment Distribution
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)
Umbrella AUM 13,190m EUR
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 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 - LU1686831030 163m EUR
Borsa Italiana EMBH IM EUR EUR 26/10/2018 Distribution - LU1686831030 163m EUR
SIX Swiss Ex* LYLEMB SW USD - 26/10/2018 Distribution - LU1686830909 157m USD
Xetra* LYQS GY EUR - 26/10/2018 Distribution - LU1686830909 163m EUR
Borsa Italiana* EMKTB IM EUR - 26/10/2018 Distribution - LU1686830909 163m EUR
Euronext* LEMB FP USD - 26/10/2018 Distribution - LU1686830909 157m USD
LSE* LEMB LN USD - 26/10/2018 Distribution - LU1686830909 157m USD
*Related Shareclasses

Market Makers

Société Générale
Data provided by relevant exchanges

Passporting Information

Italy
Luxembourg
France
Switzerland
UK
Data as of 27/09/2022, 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

We have a new home

Banner Amundi

Read more