Methodology change | Solactive Ethical Europe Climate Care Low Carbon Index | Effective Date 28th February 2025

Today, on the 28/02/2025, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

The current ESG data provider has decommissioned its services. As a result, Solactive has modified the methodology to ensure the index’s continuation while maintaining the integrity of ESG assessments and alignment with the index strategy.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

Section 4. DEFINITIONS

From

The ESG Research Provider on a quarterly basis sends a selection universe consisting of European
companies, screened for a number of ESG constraints. The companies in the selection universe need to
fulfill the following requirements:
(a) Vigeo ESG score of at least 40/100
(b) Vigeo ESG score greater than their sector peers
(c) No controversies with a severity critical
(d) If Vigeo Carbon Footprint is A or B then:
VIGEO Energy Transition score greater than 40/100
Index Guideline
11
VIGEO Energy Transition score greater than their sector peers
If Vigeo Carbon Footprint is C then:
VIGEO Energy Transition score greater than 50/100
VIGEO Energy Transition score greater than their sector peers
If Vigeo Carbon Footprint is D then:
for each VIGEO Sector, VIGEO Energy Transition score is the maximum. In case of equal, it will be selected
the best in terms of the ESG score.
And
VIGEO Energy Transition score greater than 50/100
VIGEO Energy Transition score greater than their sector peers

[…]

To

Part/Component of the Solactive Europe 600 Index (ISIN: DE000SLA9G16), on the SELECTION DAY
. Based on the data provided by Data provider the companies in the selection universe need to fulfill the
following requirements:
(a) No controversies with a severity critical. These include below violations
• Serious or systematic Human Rights violations.
• Serious violations in situation of war or conflict.
• Gross corruption.
• Severe environmental damage.
Index Guideline
11
• Violation of fundamental ethical norms.
(b) No major involvement in Weapon and Nuclear:

(c) Must not be involved in the production or distribution of tobacco.
(d) Must not be involved in thermal coal mining activities or tar sand or oil shale production.
(e ) Electricity generation: An electric utility company must report the carbon intensity of the electric
power generated. This number must be lower than 315g CO2/kWh in order for a company to be
eligible.
(f) ESGPerformanceScore greater than equal to 40.
(g) CarbonRiskRating greater than or equal to 50.
Additionally, the companies need to fulfil the following criteria:
(h) Incorporation and stock market listing in Developed Europe. Developed Europe is defined as: France,
Germany, Austria, Belgium, Luxembourg, Netherlands, Switzerland, Italy, Spain, Portugal, UK, Ireland,
Denmark, Sweden, Finland, Norway, Greece.
(i) Primary Listing on a regulated stock exchange in the form of shares tradable for foreign investors
without restrictions.
(j) Average Daily Traded Value in the 20 trading days of at least 5,000,000 Euro

From:

“ESG Research Provider” is Vigeo Eiris

To:

“Data providers” are. Minerva Analytics and ISS