-1.8%
The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc is a UCITS compliant exchange traded fund that aims to track the benchmark index MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR). The MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) provides an unlevered exposure to the Eurozone AAA and AA sovereign bond market. The index is denominated in Euro and comprises bonds issued by Eurozone governments with the highest credit ratings (denoted “AAA” and "AA"), with country weights calculated based on macroeconomic indicators. More information is available on www.mtsindices.com Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
The fund’s performance track record is that of FR0011146315 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc until 09/11/2018. This fund was absorbed by LU1829219556 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc on 09/11/2018.
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 | 10Y |
---|---|---|---|---|
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc ETF | -2.28% | -1.35% | -1.05% | -0.43% |
Benchmark Index | -2.17% | -1.21% | -0.91% | -0.28% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc ETF | -1.8% | -0.37% | -1.41% | -2.28% | -4% | -5.15% | -4.21% | -2.97% |
Benchmark Index | -1.76% | -0.36% | -1.38% | -2.17% | -3.57% | -4.45% | -2.72% | -1.39% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc ETF | -1.02% | -0.65% | -0.8% | -0.51% | -0.98% | 0.13% | 0.14% | 0.74% | -0.15% | 1.35% |
Benchmark Index | -0.89% | -0.49% | -0.64% | -0.36% | -0.82% | 0.29% | 0.29% | 0.89% | 0.01% | 1.52% |
At 14/11/2014, the index reference changed from EuroMTS AAA Eurozone MacroWeighted Index 1-3yr 1730 to MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR).
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 | Sector | Country |
---|---|---|---|---|
DBR 0 1/2 02/15/25 | EUR | 4.85% | Government | Germany |
FRTR 4 1/4 10/25/23 | EUR | 4.64% | Government | France |
FRTR 1 3/4 05/25/23 | EUR | 4.54% | Government | France |
FRTR 0 03/25/25 | EUR | 4.49% | Government | France |
NETHER 2 07/15/24 | EUR | 4.41% | Government | Netherlands |
NETHER 1 3/4 07/15/23 | EUR | 4.39% | Government | Netherlands |
DBR 2 08/15/23 | EUR | 4.12% | Government | Germany |
OBL 0 04/05/24 | EUR | 4.12% | Government | Germany |
DBR 1 1/2 05/15/24 | EUR | 4.11% | Government | Germany |
DBR 1 3/4 02/15/24 | EUR | 4.08% | Government | Germany |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
DBR 0 1/2 02/15/25 | EUR | 1.04bn | 5.01% | Government | Germany |
NETHER 2 07/15/24 | EUR | 8.83m | 4.44% | Government | Netherlands |
FRTR 4 1/4 10/25/23 | EUR | 8.61m | 4.43% | Government | France |
NETHER 1 3/4 07/15/23 | EUR | 8.93m | 4.38% | Government | Netherlands |
FRTR 0 03/25/25 | EUR | 9.16m | 4.33% | Government | France |
FRTR 1 3/4 05/25/23 | EUR | 8.8m | 4.31% | Government | France |
DBR 1 1/2 05/15/24 | EUR | 849.19m | 4.21% | Government | Germany |
OBL 0 04/05/24 | EUR | 886.92m | 4.21% | Government | Germany |
DBR 2 08/15/23 | EUR | 849.25m | 4.19% | Government | Germany |
DBR 1 3/4 02/15/24 | EUR | 849.32m | 4.17% | Government | Germany |
This funds does not use sec/lending
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
DBR 0 1/2 02/15/25 | EUR | 4.85% | Government | Germany |
FRTR 4 1/4 10/25/23 | EUR | 4.64% | Government | France |
FRTR 1 3/4 05/25/23 | EUR | 4.54% | Government | France |
FRTR 0 03/25/25 | EUR | 4.49% | Government | France |
NETHER 2 07/15/24 | EUR | 4.41% | Government | Netherlands |
NETHER 1 3/4 07/15/23 | EUR | 4.39% | Government | Netherlands |
DBR 2 08/15/23 | EUR | 4.12% | Government | Germany |
OBL 0 04/05/24 | EUR | 4.12% | Government | Germany |
DBR 1 1/2 05/15/24 | EUR | 4.11% | Government | Germany |
DBR 1 3/4 02/15/24 | EUR | 4.08% | Government | Germany |
Full Name | MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) |
Index Type | Performance |
Index Bloomberg Ticker | FMMPHRA5 |
Index Currency | EUR |
Number of Index Components | 33 |
Further Information | mtsindices.com |
Coupon Rate (%) | 0.97 |
Yield (%) | 0.19 |
Duration (Years) | 1.91 |
Modified Duration (Years) | 1.9 |
Maturity (Years) | 1.93 |
Convexity (%) | 5.87 |
Government | 100% |
|
1-3Y | 100% |
|
EUR | 100% |
|
Germany | 49.81% |
France | 29.29% |
Netherlands | 12.5% |
Austria | 5.03% |
Finland | 3.37% |
ISIN | LU1829219556 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 300.2m EUR |
Total Expense Ratio | 0.165% |
Dividend Treatment | Capitalisation |
Original inception date | 25/11/2011 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Direct (Physical) |
Sampling | No |
Securities Lending | No |
Umbrella AUM | 52,227.1m EUR |
Portfolio Managers | Raphaël Dieterlen, Ghassen Menchaoui |
Financial Year End | 31/12/2022 |
Inception Date | 08/11/2018 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
BX Swiss | LYMA13 BW | EUR | - | 17/12/2019 | Capitalisation | - | LU1829219556 | 310m EUR |
Xetra | LYS4 GY | EUR | - | 09/11/2018 | Capitalisation | - | LU1829219556 | 310m EUR |
Borsa Italiana | AAA13 IM | EUR | - | 09/11/2018 | Capitalisation | - | LU1829219556 | 310m EUR |
Euronext | MA13 FP | EUR | - | 09/11/2018 | Capitalisation | - | LU1829219556 | 310m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 232 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
Prospectus | English | 05/11/2021 | 4427 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
KIID | Danish | 18/02/2022 | 170 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
Annual Reports | English | 31/12/2020 | 6408 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond 1-3Y (DR) UCITS ETF - Acc |
Quarterly Performance Analysis | English | 30/06/2021 | 423 Ko |
Notice to Shareholders Change of Registered Office - Multi Units Luxembourg
Notice to Shareholders Lyxor International Asset Management Merger - Amundi
Notice to Shareholders Multi Units Luxembourg - Annual General Meeting Of Shareholders
Notice to Shareholders Annual General Meeting 2022 - Multi Units Luxembourg