Methodology Change | Solactive ISS ESG Global High Dividend Low Volatility Index | Effective Date 15/08/2025

Today, on the 05/08/2025, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

Rationale for Methodology Change

Following the feedback from the recently conducted Market Consultation regarding the above indices, Solactive has decided to implement Option 3, a targeted revision of the ISS ESG Norm-Based Research (NBR) filter. As a result, an additional ESG filter will be incorporated into Section 2.2 of the Index Guideline. Under this revision, companies with verified, severe violations in critical areas such as Environment, Labour Rights, and Human Rights will be excluded. In the case of Anti-Corruption, only companies involved in very severe cases will be excluded.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline:

From: 

2.2.       Selection of the Index Components

Based on the Index Universe, the initial composition of the Index as well as any selection for an ordinary rebalance is determined on the Selection Day in accordance with the following rules:

Step 1: Deep Value Filter

…

TO:

2.2.       Selection of the Index Components

Based on the Index Universe, the initial composition of the Index as well as any selection for an ordinary rebalance is determined on the Selection Day in accordance with the following rules:

Step 1: ESG filter

All companies in the respective Index Universe are evaluated based on the criteria outlined in the table below. The evaluation is based on data provided by the Data Provider:

All companies violating any of the exclusion criteria above are excluded. All companies for which an evaluation of these exclusion criteria is not possible due to insufficient and/or missing information or data are excluded.

Step 1: Deep Value Filter

…

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices. The amended version of the index guideline will be available on the effective date.