Xtrackers MSCI AC Asia ex Japan ESG Swap UCITS ETF 1C

INVESTMENT OBJECTIVE: The aim is for your investment to reflect the performance of the MSCI AC Asia ex Japan Low Carbon SRI Selection Capped Index (index). DESCRIPTION OF INDEX: The index is based on the MSCI AC Asia ex Japan Index (Parent Index), which is designed to reflect the performance of certain large and medium capitalisation companies from developed and emerging markets in Asia (excluding Japan). In order to be eligible for inclusion in the index, companies must be eligible for inclusion in the Parent Index and must display high environmental, social and governance (ESG) performance and low current and potential carbon exposure relative to their peers. ESG CRITERIA: The constituent selection process is based on three sets of rules applied sequentially, as disclosed in the prospectus and/or supplement: (i) Low Carbon Transition Risk Assessment Rules, (ii) High ESG Performance Selection Rules and (iii) Low Carbon Emissions Rules. The ESG Criteria comprise the requirements as laid out in Article 12(1)(a) to (g) of the Commission Delegated Regulation (EU) 2020/1818 ("PAB Exclusions"). The remaining securities are then weighted by their free-float adjusted market capitalisation and are also subject to a relative weight cap against their weight in the Parent Index as well as an 18% cap on the combined weight of Indian constituents. INDEX REBALANCING, CALCULATION AND ADMINISTRATION: The index is administered by MSCI Limited. The index is calculated on a total return net basis which means that all dividends and distributions by the companies are reinvested in the shares after tax. The index is reviewed and rebalanced at least quarterly. The index is calculated in USD on a daily basis. INVESTMENT POLICY: To achieve the aim, the fund will invest in transferable securities and enter into financial contracts (derivatives) with one or more swap counterparties relating to the transferable securities and the index, in order to obtain the return on the index. FURTHER INFOR

Synthetic replication - Fixed Income Portfolio + Swap

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No