Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc

Latest NAV
99.9687 EUR
Performance YTD


Assets Under Management
2,180m EUR
Dividend Policy
Investment Objective

The Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI. The index is designed to provide exposure to breakeven inflation by entering into a long position in inflation-linked bonds issued by France and Germany and a short position in France and Germany sovereign bonds with adjacent durations. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.


Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc


Performance history


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 5Y
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 6.15% 0.17% -0.22%
Benchmark Index 6.58% 0.55% 0.14%
Data as of 07/12/2021, Source: Lyxor International Asset Management
Product YTD 1M 3M 1Y 3Y 5Y 10Y ALL
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc 6.23% -0.58% 1.03% 6.15% 0.52% -1.1% - -0.4%
Benchmark Index 6.63% -0.54% 1.13% 6.58% 1.65% 0.7% - 1.62%
Data as of 07/12/2021, Source: Lyxor International Asset Management
Product 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Lyxor EUR 2-10Y Inflation Expectations UCITS ETF - Acc -2.86% -1.6% -2.77% -0.37% - - - - - -
Benchmark Index -2.52% -1.25% -2.43% -0.03% - - - - - -
Data as of 07/12/2021, Source: Lyxor International Asset Management

NAV History

Date NAV Currency Fund AUM
07/12/2021 99.9687 EUR 2,180m EUR
06/12/2021 99.7609 EUR 2,192m EUR
03/12/2021 99.7933 EUR 2,197m EUR
02/12/2021 99.5823 EUR 2,190m EUR
01/12/2021 99.9621 EUR 2,198m EUR

Dividend History

This fund does not distribute any dividend.


Name Currency Weight Sector Country
FRANCE (GOVT OF) 1.85 25/07/2027 EUR 19.62% Government France
DBRI 0 1/2 04/15/30 EUR 18.65% Government Germany
FRTR 0.7 07/25/30 EUR 14.95% Government France
FRANCE (GOVT OF) 0.25 25/07/2024 EUR 13.63% Government France
DBRI 0.1 04/15/26 EUR 13.45% Government Germany
FRTR 0 1/2 05/25/29 EUR -7.64% Government France
FRTR 1 1/2 05/25/31 EUR -9.54% Government France
OBL 0 04/10/26 EUR -10.59% Government Germany
DBR 0 02/15/30 EUR -13.14% Government Germany
FRTR 2 3/4 10/25/27 EUR -16.23% Government France
Name Listing Currency Quantity Weight Sector Country
BTPS 0.1 05/15/23 EUR 217,817 10.89% Government Italy
DBRR 0 07/04/42 EUR 15.43bn 7.41% Government Germany
FRTR 0.1 03/01/29 EUR 103.65m 5.7% Government France
SPGBEI 1 11/30/30 EUR 87,032 5.28% Government Spain
DBRR 0 01/04/37 EUR 7.47bn 3.58% Government Germany
FRTRD 0 10/25/38 EUR 7.7bn 3.32% Government France
FRTR 0.1 03/01/25 EUR 58.33m 3.02% Government France
RAGB 0 07/15/24 EUR 60,930 2.83% Government Austria
SPGB 0.35 07/30/23 EUR 45,362 2.1% Government Spain
DBRS 0 07/04/24 EUR 4.44bn 2.06% Government Germany
Swap Information
Basket Adjustment The basket is daily adjusted to the fund outstanding level.
Counterparty Risk Level N/A
Swap Counterparty Société Générale
Date 06/12/2021

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 EUR 2-10Y Inflation Expectations UCITS ETF - Acc

1Y Tracking Difference -0.43%
Total Expense Ratio +0.25%
Swap price component estimation =-0.18%

Index Information

Full Name Markit iBoxx EUR Breakeven Euro-Inflation France & Germany Index Nominal TRI
Index Type Performance
Index Bloomberg Ticker IBXXEBF1
Index Currency EUR
Number of Index Components 24
Further Information


Coupon Rate (%) -0.24
Maturity (Years) 6.08
Convexity (%) -3.37
Data as of 06/12/2021

Index Composition Breakdown

Maturity Breakdown

1-3Y 13.63%
3-5Y 21.54%
5-7Y 19.62%
7-10Y 45.21%

Ratings Breakdown

AAA 32.1%
AA 67.9%

Sector Breakdown

Government 100%

Currency Breakdown

EUR 100%

Countries Breakdown

France 67.9%
Germany 32.1%
Data as of 06/12/2021, Source: Lyxor International Asset Management


Main Fund Characteristics

ISIN LU1390062245
Share Class Currency EUR
Assets Under Management 2,180m EUR
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 50,994.3m EUR
Portfolio Managers Raphaël Dieterlen, Sebastien Foy
Swap Counterparty Société Générale
Full Property of the Assets Yes
Financial Year End 31/12/2021
Inception Date 13/04/2016
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
LSE INFL LN GBP - 17/05/2016 Capitalisation 6,860GBP LU1390062245 1,875m GBP
Borsa Italiana INFL IM EUR - 12/09/2017 Capitalisation 956,233EUR LU1390062245 2,197m EUR
SIX Swiss Ex INFL SW EUR - 02/06/2017 Capitalisation 3,829EUR LU1390062245 2,197m EUR
Xetra EUIN GY EUR - 16/11/2016 Capitalisation 340,742EUR LU1390062245 2,197m EUR
Euronext INFL FP EUR - 05/05/2016 Capitalisation 1.35m EUR LU1390062245 2,197m EUR
*Related Shareclasses

Market Makers

Flow Traders
Société Générale
Data provided by relevant exchanges

Passporting Information

Data as of 07/12/2021, Source: Lyxor International Asset Management


Notice to Shareholders

Notice to Shareholders Annual general meeting Multi Units Luxembourg


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