BNP P.Easy JPM Scr. Green Soc. & Sust. IG EUR Bond UCITS ETF

The Product is passively managed.The Product seeks to replicate (with a maximum tracking error* of 1%) the performance of the J.P. Morgan Screened Green, Social and Sustainability EUR Bond (TR) Index (Bloomberg: JPEIGSSE Index) (the Index) by investing in debt securities issued by countries and companies included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities issued by countries and companies included in the Index (optimised replication).When investing in a sample of debt securities, the Product's tracking error may be higher. The Index is composed of green, social and sustainability bonds issued in EUR across Developed and Emerging markets with an emphasis on green bonds that are aligned with the Paris Agreement goals. Environmental, Social and Corporate Governance (ESG) scoring and screening methodology (such as environmental conventions, labor rights conventions, human rights, etc.) are applied to tilt toward issuers ranked higher on ESG criteria and 'Certified Climate Bond' issues, and to underweight or remove issuers that rank lower. The source for green, social and sustainability bond labelling, and certification, is Climate Bonds Initiative, a labelling scheme for bonds, loans and other debt instruments, based on rigorous scientific criteria and consistent with the goals of the Paris Climate Agreement to limit warming to under 2 degrees (www.climatebonds.net). As a result, issuers subject to significant violations of the UN Global Compact principles and those involved in severe ESG-related controversies are excluded from the Index. The type of approach implemented here is thematic (the index is composed of companies that provide products and services proving concrete solutions to specific environmental and/or social challenges, seeking to benefit from future growth anticipated in these areas while contributing capital to the transition towards a low-carbon, inclusive economy).The investment team applies

Physical replication

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No