Xtrackers MSCI China A Screened Swap UCITS ETF 1C

INVESTMENT OBJECTIVE: The aim is for your investment to reflect the performance of the MSCI China A Inclusion Select Screened Index (index). DESCRIPTION OF INDEX: The index is based on the MSCI China A Inclusion Index (Parent Index), which is designed to reflect the performance of certain shares of large and medium capitalisation Chinese companies listed on on-shore exchanges such as on the Shanghai and Shenzhen exchanges (so-called A-Shares) and accessible through the Stock Connect framework. In order to be eligible for inclusion in the index, companies must be eligible for inclusion in the Parent Index and must meet certain environmenal, 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 weight adjustments such that certain sector weightings do not deviate by more than a certain perentage from the Parent Index weightings. 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. 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. You may request the redemption of shares genera

Unfunded Swap Model (physical assets + swap 0%)

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No