Detailed investment characteristics

Investment horizont 2 roky  
Reference currency EUR  
Investment instrument Exchange-traded fund (ETF), legal form - UCITS ETF  
Name of the ETF db x-trackers II iBoxx € Sovereigns Eurozone  
Benchmark IBOXX Euro Eurozone Sovereign Overall Total Return Index  
Bloomberg Ticker XGLE GY (ETF); QW1A (Benchmark)  
ETF ISIN LU0290355717  
Total ETF Assets 1,79 mld. EUR (k 7.3.2016)  
Date of establishment of the ETF 22.5.2007  
Asset Class Sovereign bonds emitted by the governments of Eurozone countries  
Liquidity 100% (the investment can be sold during busi- ness time for the current market price)  
Business time 9:00-17:30 CET (UCT +1)  
Stock market Deutsche Börse - Xetra ETF  
Investment riskiness Sharpe Ratio
Monte Carlo VaR 95%
4,03% p.a.
6,22% p.q.
Types of risks: The risk of a default of the emitter / ETF manager (Default risk), the risk of selective default, the risk emerging from a change in interest rates (Interest rate risk), Market risk, the risk of an unpaid coupon, the risk of illiquidity of the ETF manager, Political risk.  
Capital Guarantee: No (partial guarantee of capital can be applied in case of the default of the debtor, for example selective default, by the means of a so-called recovery rate, whose amount is not set before- hand)  
ETF manager: Deutsche Asset & Wealth Management Investment S.A., a subsidiary company of Deutsche Bank Group  

The goal of the bond portfolio is to gain yields from the price fluctuations of corporate bonds with a maturity ranging from 1 to 25 years, whose credit quality is always within the investment scale. The geographical focus is solely on sovereign bonds (gilt-edged securities) emitted by the governments of the Eurozone. The portfolio invests into bonds via the ETF (Exchange Traded Fund), whose profitability matches the chosen index IBOXX € SOVEREIGNS EUROZONE OVERALL TOTAL RETURN INDEX ®.
This portfolio should serve the investors as a tool for diversifying their investments. (The portfolio should maintain a relatively stable value even in the case of a decline or volatility on capital markets.)
The portfolio is composed only of bonds quoted on EU stock markets, whose value (total market capitalization) is over 2 billion EUR. The value of the bond portfolio is formed by: coupon yields and yields from the price fluctuations of bonds.
At all times, 100% of the portfolio’s value will be invested in bond ETFs. No derivatives will be included in the portfolio.
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