Xtrackers MSCI EM Asia Screened Swap UCITS ETF 1C

INVESTMENT OBJECTIVE: The aim is for your investment to reflect the performance of the MSCI Emerging Markets Asia Select Screened Index (index). DESCRIPTION OF INDEX: The index is based on the MSCI Emerging Markets Asia Index (the Parent Index), which is designed to reflect the performance of the shares of certain large and medium capitalisation companies from Asian emerging markets. In order to be eligible for inclusion in the index, companies must be eligible for inclusion in the Parent Index and must meet certain environmental, social and governance (ESG) screening criteria. ESG CRITERIA: Securities which breach certain ESG standards, as disclosed in the prospectus and/or supplement, are excluded. The index also includes a carbon emission reduction rule, whereby if having applied the above exclusions, the Greenhouse Gas ("GHG") intensity of the index has been insufficiently reduced compared to the Parent Index, constituents are excluded by descending order of GHG intensity until a relevant reduction threshold is achieved. The remaining securities are then weighted by their free-float adjusted market capitalisation and are also subject to certain country weight adjustments 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. 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 INFORMATION: Certain information (including the latest share prices of the fund, indicative net asset values, full disclosure on the composition of

Synthetic replication - Fixed Income Portfolio + Swap

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No