Xtrackers Bloomberg Commodity Swap UCITS ETF 2C EUR Hedged

INVESTMENT OBJECTIVE: The aim is for your investment to reflect the performance of Bloomberg Commodity Index Total Return 3 Month Forward (index), while seeking to minimise foreign currency fluctuations at share class level. DESCRIPTION OF INDEX: The index is designed to be a highly liquid and diversified benchmark for longer dated commodity investments and represents the returns of a diversified basket of commodity futures. Twenty-five commodities are eligible for inclusion in the index. Each designated commodity future contract, which is eligible for the index, is weighted based on the following relative figures: (i) commodity production percentage (based on the average U.S. dollar-adjusted value of production, which measures the economic significance of the commodity), and (ii) commodity liquidity percentage (based on the average volume of trading). Among the designated commodity future contracts selected for inclusion, weighting limits both at single commodity and commodity group level are applied annually. Single commodities must have a minimum weight of 2% in the index and are capped at 15%. Single commodities together with their derivatives (e.g., West Texas Intermediate (WTI) crude oil and Brent crude oil, together with ULS diesel and unleaded gas), are capped at 25% of the index. Related groups of commodities (e.g., energy, precious metals, livestock or grains) are capped at 33% of the index. The composition of the index is reweighted and rebalanced annually. Between rebalancings, weightings may fluctuate to levels outside the above limits. INDEX REBALANCING, CALCULATION AND ADMINISTRATION: 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. INVESTMENT POLICY: To achieve the aim, the fund will i) invest in transferable securities and enter into financial contracts (derivatives) with one or more swap counterparties relating to transferable securities and

Synthetic replication - Fixed Income Portfolio + Swap

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No