TIPE

Lyxor Core US TIPS (DR) UCITS ETF - Monthly Hedged to EUR - Dist

Latest NAV
20.3146 EUR
Performance YTD

-2.99%

Assets Under Management
3,525m EUR
TER
0.12%
ISIN
LU1452600437
Dividend Policy
Distribution
Investment Objective

The Lyxor Core US TIPS (DR) UCITS ETF - Monthly Hedged to EUR - Dist is a UCITS compliant exchange traded fund that aims to track the Bloomberg Barclays US Inflation Linked Bonds TR, offsetting the impact of monthly variations of the index local currency vs. the EUR. The index aims to offer exposure to the US Treasury Inflation Protected Securities (TIPS) market. The EUR-hedged share class offers the simplicity of a monthly currency hedge mechanism embedded in the investment product, representing an efficient solution to 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.

TIPE

Lyxor Core US TIPS (DR) UCITS ETF - Monthly Hedged to EUR - Dist

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.

Cumulative Performance

Product YTD 1M 3M 6M 1Y 3Y 5Y ALL
Lyxor Core US TIPS (DR) UCITS ETF - Monthly Hedged to EUR - Dist ETF -2.99% -3.25% -1.63% -1.63% - - - 0.22%
Bloomberg Barclays US Inflation Linked Bonds TR Hedged EUR Benchmark Index -2.98% -3.24% -1.58% -1.5% - - - 0.37%
Data as of 25/02/2021, Source: Lyxor International Asset Management

Calendar Performance

Product 2020 2019 2018 2017
Lyxor Core US TIPS (DR) UCITS ETF - Monthly Hedged to EUR - Dist ETF - - - -
Bloomberg Barclays US Inflation Linked Bonds TR Hedged EUR Benchmark Index - - - -
Data as of 25/02/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
25/02/2021 20.3146 EUR 3,525m EUR
24/02/2021 20.5736 EUR 3,588m EUR
23/02/2021 20.5999 EUR 3,583m EUR
22/02/2021 20.5972 EUR 3,541m EUR
19/02/2021 20.5924 EUR 3,509m EUR

Dividend History

This fund does not distribute any dividend.

HOLDINGS

This ETF uses physical replication to track the performance of the index. As such, the holdings of the ETF reflect those of the benchmark index.
You can read more about our approach to replication in our pragmatic guide to replication.

Name Currency Weight
TII 0 5/8 04/15/23 USD 3.24%
TII 0 5/8 01/15/26 USD 3.22%
TII 0 3/8 07/15/25 USD 3.07%
TII 0 5/8 01/15/24 USD 3.06%
TII 0 1/4 01/15/25 USD 3.03%
TII 0 3/8 07/15/23 USD 3.03%
TII 0 1/8 04/15/22 USD 3.02%
TII 0 1/8 07/15/24 USD 3%
TII 0 1/8 01/15/23 USD 2.99%
TII 0 1/8 07/15/22 USD 2.98%
Name Listing Currency Quantity Weight
TII 0 5/8 04/15/23 USD 1.27m 3.27%
TII 0 5/8 01/15/26 USD 1.14m 3.22%
TII 0 3/8 07/15/25 USD 1.1m 3.08%
TII 0 5/8 01/15/24 USD 1.1m 3.08%
TII 0 1/8 04/15/22 USD 1.2m 3.06%
TII 0 3/8 07/15/23 USD 1.1m 3.05%
TII 0 1/4 01/15/25 USD 1.1m 3.04%
TII 0 1/8 07/15/24 USD 1.1m 3.02%
TII 0 1/8 01/15/23 USD 1.1m 3.02%
TII 0 1/8 07/15/22 USD 1.1m 3.01%

This funds does not use sec/lending

Index Information

Full Name Bloomberg Barclays US Inflation Linked Bonds TR Hedged EUR
Index Type Performance
Index Bloomberg Ticker BCIT1E
Index Currency EUR
Number of Index Components 43

INDEX ANALYTICS

Coupon Rate (%) 0.71
Yield (%) -0.6
Duration (Years) 8.02
Modified Duration (Years) 8.07
Maturity (Years) 8.25
Convexity (%) 1.2
Estimated Monthly Hedge Cost (%) 597.33
Data as of 25/02/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 18.31%
3-5Y 26.4%
5-7Y 14.26%
7-10Y 21.39%
15-25Y 13.65%
+25Y 5.3%

Sector Breakdown

Government 100%

Ratings Breakdown

AA 100%

Currency Breakdown

USD 100%

Countries Breakdown

United States 100%
Data as of 24/02/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU1452600437
UCITS Yes
Share Class Currency EUR
Assets Under Management 3,524.7m EUR
Total Expense Ratio 0.12%
Dividend Treatment Distribution
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Direct (Physical)
Sampling No
Securities Lending No
Umbrella AUM 38,475.2m EUR
Portfolio Managers Raphaël Dieterlen, Ghassen Menchaoui
Financial Year End 31/12/2021
Inception Date 10/06/2020
Minimum Investment 1 Share

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 TIPE IM EUR EUR 09/07/2020 Distribution 254,315EUR LU1452600437 3,525m EUR
Borsa Italiana* TIPU IM EUR - 31/01/2017 Distribution 164,408EUR LU1452600270 3,525m EUR
Xetra* TIUP GY EUR - 16/11/2016 Distribution 104,308EUR LU1452600270 3,525m EUR
BMV* TIPAN MM MXN - 26/03/2020 Capitalisation - LU1452600197 89,690m MXN
LSE* TIPA LN USD - 14/11/2019 Capitalisation 58,370USD LU1452600197 4,309m USD
BX Swiss* TIPU BW CHF - 19/07/2019 Distribution - LU1452600270 3,892m CHF
LSE* TIPU LN USD - 18/08/2016 Distribution 845,454USD LU1452600270 4,309m USD
LSE* TIPG LN GBP - 18/08/2016 Distribution 189,126GBP LU1452600270 3,049m GBP
*Related Shareclasses

Passporting Information

Netherlands
Luxembourg
Italy
UK
France
Germany
Austria
Spain
Data as of 25/02/2021, Source: Lyxor International Asset Management