-12.49%
The Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (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 All-Maturity (EUR). The MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) (Bloomberg Code:FMMPHRG5) (“Benchmark Index”) denominated in EUR, representative of the performance of eurozone government bonds that have the highest credit ratings. Bonds are weighted in the index on the basis of macroeconomic indicators. 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 FR0010820258 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF until 21/07/2016. This fund was absorbed by LU1287023342 Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc on 21/07/2016.
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 (DR) UCITS ETF - Acc ETF | -12.6% | -4.75% | -1.43% | 0.74% |
Benchmark Index | -12.47% | -4.59% | -1.26% | 0.91% |
Product | YTD | 1M | 3M | 1Y | 3Y | 5Y | 10Y | ALL |
---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF | -12.49% | -2.72% | -6.61% | -12.6% | -13.58% | -6.94% | 7.68% | 25.7% |
Benchmark Index | -12.43% | -2.71% | -6.57% | -12.47% | -13.15% | -6.15% | 9.45% | 28.52% |
Product | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc ETF | -3.56% | 3.65% | 3.81% | 1.78% | -0.9% | 3.81% | 0.16% | 11.14% | -1.65% | 6.65% |
Benchmark Index | -3.41% | 3.83% | 3.99% | 1.96% | -0.74% | 3.99% | 0.33% | 11.26% | -1.48% | 7.17% |
At 14/11/2014, the index reference changed from EuroMTS AAA Eurozone MacroWeighted Index All Maturity 1730 to MTS Mid Price Highest Rated Macro-Weighted All-Maturity (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 2 1/2 08/15/46 | EUR | 1.61% | Government | Germany |
DBR 4 01/04/37 | EUR | 1.56% | Government | Germany |
DBR 4 3/4 07/04/34 | EUR | 1.42% | Government | Germany |
DBR 2 1/2 07/04/44 | EUR | 1.41% | Government | Germany |
DBR 4 3/4 07/04/40 | EUR | 1.29% | Government | Germany |
DBR 0 1/2 02/15/26 | EUR | 1.28% | Government | Germany |
DBR 0 1/4 02/15/27 | EUR | 1.25% | Government | Germany |
DBR 5 1/2 01/04/31 | EUR | 1.25% | Government | Germany |
DBR 0 08/15/30 | EUR | 1.23% | Government | Germany |
DBR 0 1/2 08/15/27 | EUR | 1.22% | Government | Germany |
Name | Listing Currency | Quantity | Weight | Sector | Country |
---|---|---|---|---|---|
GERMANY BRD 2.5% 15Aug46 | EUR | 4.42m | 1.62% | Germany | |
GERMANY BRD 4% 04Jan37 | EUR | 3.85m | 1.56% | Germany | |
GERMANY BRD 4.75% 04Jul34 | EUR | 3.43m | 1.46% | Germany | |
GERMANY BRD 2.5% 04Jul44 | EUR | 4m | 1.45% | Germany | |
GERMANY BRD 4.75% 04Jul40 | EUR | 2.87m | 1.34% | Germany | |
GERMANY BRD 0.5% 15Feb26 | EUR | 4.27m | 1.27% | Germany | |
GERMANY BRD 0.25% 15Feb27 | EUR | 4.28m | 1.24% | Germany | |
GERMANY BRD 5.5% 04Jan31 | EUR | 3.01m | 1.24% | Germany | |
FEDERAL REPUB BRD % 15Aug30 | EUR | 4.49m | 1.22% | Germany | |
GERMANY BRD 0.5% 15Aug27 | EUR | 4.13m | 1.21% | Germany |
This funds does not use sec/lending
Name | Currency | Weight | Sector | Country |
---|---|---|---|---|
DBR 2 1/2 08/15/46 | EUR | 1.61% | Government | Germany |
DBR 4 01/04/37 | EUR | 1.56% | Government | Germany |
DBR 4 3/4 07/04/34 | EUR | 1.42% | Government | Germany |
DBR 2 1/2 07/04/44 | EUR | 1.41% | Government | Germany |
DBR 4 3/4 07/04/40 | EUR | 1.29% | Government | Germany |
DBR 0 1/2 02/15/26 | EUR | 1.28% | Government | Germany |
DBR 0 1/4 02/15/27 | EUR | 1.25% | Government | Germany |
DBR 5 1/2 01/04/31 | EUR | 1.25% | Government | Germany |
DBR 0 08/15/30 | EUR | 1.23% | Government | Germany |
DBR 0 1/2 08/15/27 | EUR | 1.22% | Government | Germany |
Full Name | MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR) |
Index Type | Performance |
Index Bloomberg Ticker | FMMPHRG5 |
Index Currency | EUR |
Number of Index Components | 170 |
Further Information | mtsindices.com |
Coupon Rate (%) | 1.3 |
Yield (%) | 1.76 |
Duration (Years) | 7.99 |
Modified Duration (Years) | 7.86 |
Maturity (Years) | 9.47 |
Convexity (%) | 120.41 |
1-3Y | 19.78% |
|
3-5Y | 18.86% |
|
5-7Y | 15.98% |
|
7-10Y | 16.09% |
|
10-15Y | 10.23% |
|
15-25Y | 13.07% |
|
+25Y | 5.98% |
|
Government | 100% |
|
EUR | 100% |
|
Germany | 49.96% |
France | 29.19% |
Netherlands | 12.47% |
Austria | 4.98% |
Finland | 3.39% |
ISIN | LU1287023342 |
UCITS | Yes |
Share Class Currency | EUR |
Assets Under Management | 328.8m EUR |
Total Expense Ratio | 0.165% |
Dividend Treatment | Capitalisation |
Original inception date | 06/01/2009 |
EU-SD Status | In Scope |
Fund Type | SICAV |
Domicile | Luxembourg |
Replication Method | Direct (Physical) |
Sampling | No |
Securities Lending | No |
Umbrella AUM | 48,866.8m EUR |
Portfolio Managers | Raphaël Dieterlen, Jean-Marc Guiot |
Financial Year End | 31/12/2022 |
Inception Date | 21/07/2016 |
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.
Exchange | Ticker Bloomberg | Listing Currency | Currency Hedged | Listing Date | Dividend Policy | ADV 3M | ISIN | Fund AUM in CCY |
---|---|---|---|---|---|---|---|---|
SIX Swiss Ex | LYMAA SW | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 329m EUR |
Borsa Italiana | EMAAA IM | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 329m EUR |
Xetra | LYXA GY | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 329m EUR |
Euronext | MAA FP | EUR | - | 22/07/2016 | Capitalisation | - | LU1287023342 | 329m EUR |
Flow Traders |
Société Générale |
ETF Name | Type | Language | Publication Date | Size |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Factsheets | English | 31/03/2022 | 234 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Prospectus | English | 01/04/2022 | 3506 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
KIID | Norwegian | 18/02/2022 | 170 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Annual Reports | English | 31/12/2021 | 14721 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (DR) UCITS ETF - Acc |
Semi-Annual Reports | English | 30/06/2021 | 2958 Ko |
Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bond (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