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Contact details

ManagerGroupLogo
Tour Societe Generale, 17 Cours Valmy, France
081 086 8788 (Main Number)
www.lyxoretf.com
info@lyxoretf.co.uk

FE Risk Scores

Instrument 1y(%) Growth FE Risk Score
Lyxor UCITS ETF MSCI EMU VALUE 13.1
121
FTSE100 6.5
100
MSCI EMU Value 13.8
121
Cash n/a
0
Learn more about using FE Risk Scores>>


Investment objectives

The LYXOR UCITS ETF MSCI EMU VALUE is a UCITS compliant exchange traded fund that aims to track as closely as possible the benchmark index MSCI EMU Value Net Total Return by entering into a return swap contract. For this specific index, Lyxor provides through its swap based ETF the most efficient way of tracking the benchmark, with an expected lower tracking error, while the swap counterparty risk is targeted at 0% via a daily reset mechanism associated with a full property and control of all the assets held. Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.

Performance

performance chart
chart
    1m3m6m1y3y5y12m-24m24m-36m36m-48m48m-60m
+4.4 +8.6 +7.7 +13.1 +57.0 +40.7 +28.5 +8.1 -16.1 +6.9
  MSCI EMU VALUE INDEX +5.3 +9.5 +8.6 +13.8 +56.7 +39.9 +28.0 +7.6 -16.5 +6.9
Price
  BidOfferCurrencyYear HighYear LowDateEPICCodeISINCodeCiticodeSEDOLNews
pdf LYXOR UCITS ETF MSCI EMU VALUE 127.18 EUR 126.99 102.66 05-Mar-2015 0KEY FR0010168781 BAX1 B0KBG15 company announcements
Detailed fund information
Fund type Exchange Traded Fund
Indice MSCI EMU Value
Asset ClassEquity
Open/Closed to new business Open
Fund size £189.0m / $287.8m (30-Jan-15)
Launch date01-Apr-2005
Dividends p.a.2
Pricing frequencyDaily
Distributor statusFund distributor status
Peer groups
Region Asset Class Sector
France Equity Equity - Europe ex UK
Largest holdings, 30-Jan-2015
Holding (%) Rank Holding (%) Rank
SANOFI5.541ALLIANZ SE3.806
TOTAL SA5.532TELEFONICA SA3.197
BANCO SANTANDER SA4.773BNP PARIBAS2.828
SIEMENS AG4.194DEUTSCHE TELEKOM AG2.769
BASF SE4.155DAIMLER AG2.2010
 Total38.95 
Regional weightings, 30-Jan-2015
Region (%) Rank  
France33.951 33.95% France
Germany29.202 29.20% Germany
Spain13.463 13.46% Spain
Italy8.874 8.87% Italy
Netherlands6.595 6.59% Netherlands
Finland3.026 3.02% Finland
Others1.547 1.54% Others
Belgium1.498 1.49% Belgium
Luxembourg0.989 0.98% Luxembourg
Ireland0.9010 0.90% Ireland
Total100.00 
Sector weightings, 30-Jan-2015
Sector (%) Rank  
Financials29.681 29.68% Financials
Consumer Discretionary15.362 15.36% Consumer Discretionary
Industrials12.703 12.70% Industrials
Utilities10.794 10.79% Utilities
Telecommunication Services9.935 9.93% Telecommunication Services
Materials9.516 9.51% Materials
Energy9.047 9.04% Energy
Consumer Staples1.928 1.92% Consumer Staples
Information Technology0.969 0.96% Information Technology
Health Care0.1110 0.11% Health Care
Total100.00 

Price total return performance figures are calculated on a mid price to mid price basis. Performance figures are shown in fund’s native currency unless otherwise specified with gross income (dividends) reinvested.

 
 
 
 
 
*

Ratios

  1y 3y
Volatility 11.65 14.63
Alpha 0.23 0.42
Beta 1.00 1.00
Sharpe 0.83 0.89
Info Ratio 1.29 1.29
R2 1.00 1.00
vs. MSCI EMU Value

Fund vs sector

  1y 3y
Position
Quartile

Downloads

Asset allocation

French Equities, 33.95%
33.9500% ofFrench Equities
German Equities, 29.20%
29.2000% ofGerman Equities
Spanish Equities, 13.46%
13.4600% ofSpanish Equities
Italian Equities, 8.87%
8.8700% ofItalian Equities
Dutch Equities, 6.59%
6.5900% ofDutch Equities
Finnish Equities, 3.02%
3.0200% ofFinnish Equities
International Equities, 1.54%
1.5400% ofInternational Equities
Belgian Equities, 1.49%
1.4900% ofBelgian Equities
Luxembourg Equities, 0.98%
0.9800% ofLuxembourg Equities
Irish Equities, 0.90%
0.9000% ofIrish Equities

Sector analysis

Charting

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