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Lyxor Index Fund - Lyxor ESG USD High Yield (DR) UCITS ETF Monthly Hedged to EUR - Dist
Lyxor Index Fund (SICAV domiciled in Luxembourg)
Key Information
Legal Documents

Fund Profile

Category: SICAV

The Fund is an index-tracking UCITS passively managed. The investment objective of the Fund is to track both the upward and the downward evolution of the Bloomberg Barclays MSCI US Corporate High Yield SRI Sustainable Index (the “Benchmark Index”) denominated in USD, while minimizing the volatility of the difference between the return of the Fund and the return of the Benchmark Index (the "Tracking Error”). The anticipated level of Tracking Error in normal market conditions is indicated in the prospectus. The Benchmark Index is representative of the performance of USD denominated high yield bonds issued by companies in developed markets meeting Environmental, Social and Governance (“ESG”) criteria, based on an ESG rating. The ESG rating methodology is based on ESG key issues including but not limited to water stress, carbon emissions, labor management or business ethics. The Benchmark Index uses a “Best-in-class” approach that permits the reduction by at least 20% of the Eligible Universe (expressed in number of issuers). Limits of the methodology of the Benchmark Index are described in the prospectus of the Fund through risk factors, such as the market risk linked to controversies and the risks linked to ESG methodologies and to ESG score computation. Additional information on the Benchmark Index may be found on the following website : In order to hedge EUR currency risk, the Fund uses a monthly hedging strategy which aims at reducing the impact of a change in the Fund currency against the currency of the Benchmark Index constituents. The Benchmark Index is a total return index. A total return index calculates the performance of the index constituents on the basis that any coupons or distributions are included in the index returns. The Fund seeks to achieve its objective via indirect replication by entering into an over-the-counter swap contract (financial derivative instrument, the “FDI”). The Fund may also invest in a diversified portfolio of debt securities, whose performance will be exchanged against the performance of the benchmark Index via the FDI. Updated composition of the Fund holdings is available on In addition, the indicative net asset value is published on the Reuters and Bloomberg pages of the Fund, and might also be mentioned on the websites of the stock exchanges where the Fund is listed. The share currency is the Euro (EUR). Invested financial instruments: FDI, international bonds. Dividend policy: the Fund's amounts available for distribution (if any) will be distributed. Net Asset Value: is calculated daily provided that the relevant stock exchanges are open for trading and orders can be covered. Redemptions: investors are able to redeem their shares on the primary market every valuation day before 18:30 Luxembourg and sell their shares on the secondary market at any time during trading hours on the Fund listing places.

Morningstar Rating
More information about the calculation of the Morningstar Ratings
Risk and reward profile
Lower Risk
Possible Lower
Higher Risk
Possible Higher
Key Information
Closing Price 15/10/202188.21
Morningstar categoryOther Bond
Distribution statusDistributing
Inception Date20/10/2016
Minimum initial amount-
Fees And Charges
Custody feeNone
Ongoing charge0.30% of which none is paid to MeDirect
Fund management company
AddressLyxor International Asset Management S.A.S. Lyxor International Asset Management S.A.S. Tour Société Générale 17, Cours Valmy Puteaux F- 92987 France
Manager NameSébastien Foy
Manager Start Date05/07/2016
Total Net Assets (mil)188.21 EUR (30/09/2021)


en 12/04/2021
Annual Report
en 31/10/2020
Semi Annual Report
en 30/04/2021
Morningstar Report


Historical returns are no guarantee for future performances. Investing in Financial markets and securities involves risk. Past performance is not a guarantee of future results. Investment losses may occur and investors could lose some or all of their investment in the Fund.
Entry fees, purchase charges, custody fees, exit fees, sale charges and taxes are not included in the calculation of past performance. Ongoing charges (including management fees, administrative fees and other costs) have been taken in to account, as they are already included in the price/NAV of the fund.
Annualised performance in EUR
PeriodAnnualised returnDate
1 year7.11%15/10/2021
3 years3.60%15/10/2021
Since launch2.93%15/10/2021
Cumulative performance in EUR
YTD 01/01/20212.25
1 month-1.02
3 months0.07
6 months1.47
Quarterly Returns
Q 1Q 2Q 3Q 4
No Data Available


Asset Allocation
% Long% Short% Net Assets
Return/Risk Analysis
Risk Measurement1 Year3 Years5 Years
Standard Deviation
Sharpe Ratio
Sortino Ratio
Positive Months9.0023.0037.00
Negative Months3.0013.0022.00
Worst Month-0.24-11.97-11.97
World Regions
No Data Available
Stock Sector Weighting
No Data Available
Classification of Morningstar Category
Ranking1 Year2 Years3 Years5 Years
Top 25%
Category above the average
Category below the average
Bottom 25%
Morningstar Style Box
No Data Available
Closing Price
All key information and documents must be reviewed before being able to Invest.

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MeDirect Bank (Malta) plc, company registration number C34125, is licensed to undertake the business of banking in terms of the Banking Act (Cap. 371) and investment services under the Investment Services Act (Cap. 370). MeDirect Bank (Malta) plc is regulated by the Malta Financial Services Authority as a Credit Institution under the Banking Act 1994.