Fund selection is an important issue for investors. This topic has spawned abundant academic literature. Link
Lyxor Asset Management (“Lyxor”) offers four of the best performing ETFs on major equity indices in 2012 Link
In September, Lyxor International Asset Management announced plans to launch a range of physical ETFs by the end of 2012. On December 6th and 11th, 4 ETFs based on the EuroMTS Macro Weighted AAA Government Index series will be converted to physical replication. Link
lsETFs have attracted a growing number of providers to the market, leaving investors faced with a difficult question: how to select the most efficient ETF? In theory, ETFs which follow the same index should all provide very similar investment returns as they are designed to closely replicate the indices that they track. In practice, however, such returns can vary significantly. As a result, Lyxor has developed an ‘ETF Efficiency Indicator’, a comprehensive solution designed to compare and evaluate ETFs.
This indicator combines the three most commonly used criteria to evaluate ETFs: performance relative to the benchmark index; tracking error volatility; liquidity spread.
Lyxor ETFs, access all markets with performance, liquidity and transparency
Standing among the most experienced ETF providers, Lyxor ranks 3rd in Europe with close to USD 40.7 Bn of ETF assets under management*, and 2nd in terms of ETF liquidity. With 276 ETFs on 12 regulated exchanges across the world, Lyxor provides a highly flexible way for investors to diversify their allocations across all asset classes (equities, bonds, money markets, commodities). As a sign of our commitment to quality, Lyxor implemented an ETF Quality Charter in 2011 to ensure that every Lyxor ETF complies with the highest standards of performance and tracking efficiency, liquidity and transparency.
*AuMs as of December 31st , 2012
Based on research and innovation, Lyxor’s Indexing offering also includes a complete range of index funds tracking all major markets and a proprietary risk- weighted indexing model applied in open-ended funds and the Lyxor SmartIX indices.