GHYU
SFDR Classification

Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc

Latest NAV
22.2949 USD
Performance YTD

3.6%

Assets Under Management
41m USD
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

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 ETF 10.28%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index 10.76%
Data as of 23/09/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc ETF 3.6% 0.84% 1.7% 10.28% - - - 11.74%
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index 3.92% 0.88% 1.81% 10.76% - - - 12.65%
Data as of 23/09/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor Global High Yield Sustainable Exposure UCITS ETF - Acc ETF - - - - - - - - - -
Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index Benchmark Index - - - - - - - - - -
Data as of 23/09/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
23/09/2021 22.2949 USD 41m USD
22/09/2021 22.2929 USD 41m USD
21/09/2021 22.2724 USD 41m USD
20/09/2021 22.2551 USD 41m USD
17/09/2021 22.3177 USD 36m USD

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 0.46% Health Care United States
KHC 4 3/8 06/01/46 USD 0.4% Consumer Staples United States
HCA 5 3/8 02/01/25 USD 0.35% Health Care United States
DVA 4 5/8 06/01/30 USD 0.34% Health Care United States
HCA 3 1/2 09/01/30 USD 0.34% Health Care United States
THC 6 1/8 10/01/28 USD 0.32% Health Care United States
CNC 4 1/4 12/15/27 USD 0.31% Health Care United States
WDC 4 3/4 02/15/26 USD 0.3% Information Technology United States
VOD 7 04/04/79 USD 0.3% Communication Services United Kingdom
KHC 5.2 07/15/45 USD 0.3% Consumer Staples United States
Name Listing Currency Quantity Weight Sector Country
T 3 3/8 11/15/48 USD 68,175 22.13% Communication Services United States
T 2 3/8 11/15/49 USD 55,873 15.19% Government United States
TII 0 5/8 01/15/26 USD 37,156 11.4% Communication Services United States
WIT 0 1/2 06/30/27 USD 46,782 11.02% Communication Services United States
T 2 1/4 08/15/27 USD 40,970 10.64% Government United States
T 2 7/8 05/15/28 USD 28,945 7.87% Government United States
T 2 11/15/26 USD 25,299 6.5% Government United States
T 4 1/4 05/15/39 USD 5,708 1.96% Government United States
UCGIM 7.296 04/02/34 USD 275 0.83% Financials Italy
TII 0 5/8 04/15/23 USD 2,769 0.77% Communication Services United States
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 22/09/2021

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 Global High Yield Sustainable Exposure UCITS ETF - Acc

1Y Tracking Difference -0.48%
Total Expense Ratio +0.25%
Swap price component estimation =-0.23%

Index Information

Full Name Bloomberg Barclays MSCI Global Corporate High Yield SRI Sustainable Index
Index Type Performance
Index Bloomberg Ticker I35333US
Index Currency USD
Number of Index Components 1113

INDEX ANALYTICS

Coupon Rate (%) 4.58
Yield (%) 2.74
Duration (Years) 3.76
Modified Duration (Years) 3.91
Maturity (Years) 6.13
Convexity (%) -0.01
Data as of 22/09/2021

Index Composition Breakdown

Sector Breakdown

Consumer Discretionary 18.46%
Communications 16.19%
Financials 14.42%
Health Care 10.28%
Materials 9.09%
Technology 8.55%
Industrials 7.82%
Consumer Staples 5.44%
Others 5.08%
Energy 4.68%

Maturity Breakdown

1-3Y 11.43%
3-5Y 25.08%
5-7Y 22.99%
7-10Y 25.75%
10-15Y 3.78%
15-25Y 2.49%
+25Y 8.36%

Ratings Breakdown

BBB 4.84%
BB 66.61%
B 22.65%
CCC 5.2%
NR 0.7%

Currency Breakdown

USD 67.08%
EUR 30.8%
GBP 2.12%

Countries Breakdown

United States 61.52%
Italy 8.59%
France 5.03%
Spain 4.2%
Germany 4.19%
United Kingdom 3.86%
Netherlands 2.82%
Japan 1.42%
Sweden 1.38%
Canada 1.36%
Luxembourg 0.89%
Multi Nationaux 0.65%
Belgium 0.65%
Finland 0.62%
Greece 0.53%
Australia 0.52%
Ireland 0.43%
Switzerland 0.31%
Denmark 0.28%
Portugal 0.28%
Austria 0.24%
Jersey 0.21%
Cyprus 0.04%
Data as of 22/09/2021, Source: Lyxor International Asset Management

CHARACTERISTICS

Main Fund Characteristics

ISIN LU2099295466
UCITS Yes
Share Class Currency USD
Assets Under Management 41.5m USD
Total Expense Ratio 0.25%
Dividend Treatment Capitalisation
EU-SD Status In Scope
Fund Type SICAV
Domicile Luxembourg
Replication Method Indirect (Unfunded swap)
Umbrella AUM 15,162.9m USD
Portfolio Managers Raphaël Dieterlen, Jean-Marc Guiot
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/10/2021
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
Borsa Italiana GHYE IM EUR - 25/02/2020 Capitalisation 23,999EUR LU2099295466 35m EUR
SIX Swiss Ex GHYU SW CHF - 23/07/2020 Capitalisation 52,799CHF LU2099295466 38m CHF
LSE GHYU LN USD - 13/02/2020 Capitalisation 23,345USD LU2099295466 41m USD
Borsa Italiana* GHYEH IM EUR EUR 01/04/2020 Capitalisation 39,176EUR LU2099296274 35m 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 23/09/2021, Source: Lyxor International Asset Management

NEWS

Notice to Shareholders
28/01/2021

Notice to Shareholders Annual general meeting of Lyxor Index Fund