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LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
DE000A2QPFT7

ESG Multi Asset Index

Index Value

94.46

Month course

0.65%

Course of the year

-4.60%

Last calculation

10.08.2022

Chart

Description

The objective of the Index is to reflect the performance an investor can achieve by regularly investing in such category which experienced the best trailing 12-month total return performance out of all available categories. In addition, the Index aims to control the volatility of each category (except cash) by dynamically allocating between cash and the relevant category to target a 60-day annualized volatility of approximately 12.0%.

 

Index powered using Thomson Reuters data.

Information & documents


DateISINNameWeight
10/08/2022IE00B1TXK627iShares Global Water UCITS ETF USD (Dist)0.3349
10/08/2022LU1190417599Lyxor Smart Overnight Return - IE0.4646
10/08/2022LU1602144229Amundi MSCI World Climate Transition CTB - AE A0.2004
DateISINUnit Change
25/07/2022LU16021442290.012089
25/07/2022LU1190417599-0.02157741
25/07/2022IE00B1XNHC34-0.20480873
22/07/2022LU11904175990.01564481
22/07/2022IE00B1TXK627-0.02840696
08/07/2022LU1602144229-0.00469938
08/07/2022LU11904175990.01705854
27/06/2022LU11904175990.07085442
27/06/2022IE00B1XNHC34-0.23296722
27/06/2022IE00B1TXK627-0.08841846
15/06/2022LU11904175990.01504445
15/06/2022IE00B1TXK627-0.02982301
25/05/2022LU16021442290.01413747
25/05/2022LU1190417599-0.02780414
25/05/2022IE00B1XNHC34-0.21044359
11/05/2022IE00B1XNHC340.00130029
11/05/2022IE00B1TXK6270.00141571
03/05/2022LU1190417599-0.01725048
03/05/2022IE00B1TXK6270.03104965
28/04/2022LU16021442290.002273
28/04/2022LU1190417599-0.00862902
25/04/2022LU16021442290.01408686
25/04/2022LU1190417599-0.03570661
25/04/2022IE00B1XNHC34-0.24464897
25/04/2022IE00B1TXK6270.01488032
22/04/2022LU1190417599-0.02639289
22/04/2022IE00B1TXK6270.04632735
05/04/2022LU11904175990.0085759
05/04/2022IE00B1XNHC34-0.0720161
25/03/2022LU16021442290.0124784
25/03/2022LU1190417599-0.02055156
25/03/2022IE00B1XNHC34-0.25397403
09/03/2022LU11904175990.00837635
09/03/2022IE00B1XNHC34-0.07388408
01/03/2022LU11904175990.00900548
01/03/2022IE00B1XNHC34-0.08458464
28/02/2022LU11904175990.02140381
28/02/2022IE00B1XNHC34-0.19709269
25/02/2022LU1190417599-0.02113092
25/02/2022IE00B1XNHC34-0.28396546
25/02/2022IE00B1TXK6270.08889665
10/02/2022LU11904175990.03228422
10/02/2022IE00B1XNHC34-0.0792803
10/02/2022IE00B1TXK627-0.04379214
04/02/2022LU11904175990.00742103
04/02/2022IE00B1TXK627-0.01337232
01/02/2022LU11904175990.01635368
01/02/2022IE00B1XNHC34-0.16884827
25/01/2022LU1190417599-0.014423
25/01/2022IE00B1XNHC34-0.36839851
25/01/2022IE00B1TXK6270.08498322
17/01/2022LU11904175990.00874505
17/01/2022IE00B1TXK627-0.01469521
27/12/2021LU1190417599-0.01952958
27/12/2021IE00B1XNHC34-0.36839851
27/12/2021IE00B1TXK6270.09370441
21/12/2021LU11904175990.02719378
21/12/2021IE00B1TXK627-0.04365522
08/12/2021LU11904175990.00962327
08/12/2021IE00B1XNHC34-0.08153024
03/12/2021LU11904175990.01698517
03/12/2021IE00B1XNHC34-0.15049655
30/11/2021LU11904175990.01736588
30/11/2021IE00B1XNHC34-0.06788357
30/11/2021IE00B1TXK627-0.01494478
29/11/2021LU11904175990.04481156
29/11/2021IE00B1TXK627-0.07180693
26/11/2021LU11904175990.03071434
26/11/2021IE00B1XNHC34-0.25499642
25/11/2021LU1190417599-0.0263978
25/11/2021IE00B1XNHC34-0.43215098
25/11/2021IE00B1TXK6270.12685343
10/11/2021IE00B1XNHC340.00853142
10/11/2021IE00B1TXK6270.00380321
03/11/2021LU11904175990.0081917
03/11/2021IE00B1XNHC34-0.06661205
25/10/2021LU1190417599-0.03326346
25/10/2021IE00B1XNHC34-0.43118812
25/10/2021IE00B1TXK6270.13894997
27/09/2021LU1190417599-0.03326346
27/09/2021IE00B1XNHC34-0.43118812
27/09/2021IE00B1TXK6270.13628696
25/08/2021LU1190417599-0.03326346
25/08/2021IE00B1XNHC34-0.43118812
25/08/2021IE00B1TXK6270.13674493
16/08/2021LU1190417599-0.01054286
16/08/2021IE00B1XNHC340.09424472
10/08/2021LU1190417599-0.06953936
10/08/2021IE00B1XNHC340.5994448
09/08/2021LU1190417599-0.00846646
09/08/2021IE00B1XNHC340.07331027
05/08/2021LU1190417599-0.01896365
05/08/2021IE00B1XNHC340.16635172
30/07/2021LU1190417599-0.00829183
30/07/2021IE00B1XNHC340.07414851
26/07/2021LU11904175990.00076933
26/07/2021IE00B1XNHC34-0.0069317
21/07/2021LU1190417599-0.07340697
21/07/2021IE00B1XNHC340.6504846
12/07/2021LU1190417599-0.01674995
12/07/2021IE00B1XNHC340.14522596
25/06/2021LU11904175990.54716245
25/06/2021IE00B1XNHC340.01196741
16/06/2021LU1190417599-0.00918114
16/06/2021IE00B1XNHC340.82313445
08/06/2021LU1190417599-0.0018141
08/06/2021IE00B1XNHC340.17014351
25/05/2021LU11904175990.00004101
25/05/2021IE00B1XNHC34-0.00383182
11/05/2021IE00B1XNHC340.00545954
26/04/2021LU11904175990.00025667
26/04/2021IE00B1XNHC34-0.02179766
25/03/2021LU1190417599-0.00200953
25/03/2021IE00B1XNHC340.18199388

Universe of Index Components

Exchange traded funds

Index Components and their selection

Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria"). The relevant investment instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) be denominated in CHF, USD, EUR or GBP;
(iii) relate to a fund with assets under management at the time of inclusion in the Index in excess of 10 million USD or the equivalent in its relevant currency in which it is denominated; and
(iv) be similar in the investment theme of the relevant category from the Reference Market (e.g. MSCI Global Climate Change cannot be replaced by MSCI Germany).
The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant instrument as Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.
Index Components are not planned to change on a continuous basis. Applicable Index Component changes are described in section 3.5 Extraordinary Changes to Index Components and in section 4.5 Adjustments Following Distributions and Corporate Actions.

Allocation of Index Components

The Index represents a multi asset strategy replicating investments in different ESG-related topics, government bonds and cash (as included in the table below each a "Category"). Each is represented by a fund as outlined in the table below as of the Index Start Date.

Category - Fund ISIN
Clean Energy - IE00B1XNHC34
Climate Change - LU1602144229
Social Responsibility - LU0629459743
Water - IE00B1TXK627
Corporate Bonds - IE00BYZTVT56
Emerging Markets - IE00BHZPJ239
Cash - LU1190417599

The Index Components' individual weightings ("Index Exposure") may be rebalanced on a monthly basis using the trailing 12-month gross total return for each Category (momentum filter).

Volatility targeting is achieved as follows:
- if the observed 60-Days Volatility for the respective Category decreases, the exposure to such Category is dynamically reduced by a corresponding increase in exposure in the Cash Category; and
- if the observed 60-Days Volatility for the respective Category increases, the exposure to such Category is dynamically increased by a corresponding decrease in exposure in the Cash Category.

Monthly Rebalancing
Rebalancing Determination Date: 25th Day of every month.

Each Bucket has annual Rebalancing Dates on which the Bucket reallocates 100.0% to the asset class with best trailing 12-month gross total return performance. The difference between each of the twelve Buckets is that Rebalancing Determination Dates and Rebalancing Dates are offset by one month.

In case a Period Start Date / Period End Date is not a Business Day, the previous Business Day will be considered.

Daily Rebalancing

Volatility targeting is done daily, unless such day is a Monthly Rebalancing Date, for each Bucket and in a similar fashion as described in the sub-section Monthly Rebalancing above. However, to minimize the amount of changes applied within the course of an allocation, a weight tolerance of 10.00 percentage points is applied.

Identifier: DE000A2QPFT7 WKN: A2QPFT
Bloomberg Ticker: LIXXMESG Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH

Index Guidelines (Download as PDF)Benchmark Statement (Download as PDF)Compliance Statement (Download as PDF)Notice (Download as PDF)

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