Xtrackers LevDAX Daily Swap UCITS ETF 1C

INVESTMENT OBJECTIVE: The aim is for your investment to reflect the performance of the LevDAX x2 Index (index) which provides two times the performance of the DAX Index (Underlying Index) on a daily basis less a rate of interest. DESCRIPTION OF INDEX: This means that the level of the index should rise and fall at double the rate of the Underlying Index. The interest rate deducted from the index level is based on the rate at which banks in the Eurozone lend to each other overnight (as calculated by the European Central Bank). The Underlying Index reflects the performance of the shares of 40 of the largest German companies (from any business sector) on the Frankfurt Stock Exchange which meet the applicable eligibility criteria. To be included on the Underlying Index, a company's readily available shares must be listed and continuously traded on the Frankfurt Stock Exchange, and show a free float portion of at least 10% and meet order book turnover requirements on the Frankfurt Stock Exchange within the preceding 12 months. INDEX REBALANCING, CALCULATION AND ADMINISTRATION: The Underlying Index is weighted in favour of larger companies and is reviewed and rebalanced quarterly. At each review, the combined value of a company's readily available shares cannot exceed 15% of the combined value of the shares comprising the Underlying Index. As from 23 September 2024, should any individual company within the Underlying Index reach a weight of 20% intra-quarter, the Underlying Index will be re-balanced intra-quarter such that the individual company will be re-weighted to 15%. The index is calculated on a gross total return basis which means that all dividends and distributions are reinvested in the shares on a gross basis. INVESTMENT POLICY: To achieve the aim, the fund will enter into financial contracts (derivatives) with one or more swap counterparties to swap most subscription proceeds for the return on the index. FURTHER INFORMATION: Certain information (including the

Synthetic replication - fully funded swap backed by collateral

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No