Methodology Change | Ethical Europe Climate Care Index | Effective Date 09/07/2025

Today, on the 18/07/2025, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices”):

Rationale for Methodology Change

Solactive has determined that:

Due to the recent change in ESG data provider, the Index Universe has been updated to .EU600. As a result, Solactive recommends aligning the rebalancing frequency of the index with that of its new Index Universe.

Furthermore, a refinement of the ESG criteria for companies with a carbon footprint rating of D is proposed, in order to account for methodological differences introduced by the new ESG data provider.

It is planned to incorporate these changes retrospectively, effective as of 9 July 2025.

Changes to the Index Guideline

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

Section 6. DEFINITIONS

Old text:

“REBALANCE DAY” is second -last CALCULATION DAY in January, April, July and October

[…]

“SELECTION DAY” is the CALCULATION DAY which is ten CALCULATION DAYS prior to the scheduled REBALANCE DAY

“SELECTION POOL” is provided quarterly by the ESG Research Provider VIGEO. It consists 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 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 term of ESG score.

And

VIGEO Energy Transition score greater than 50/100

VIGEO Energy Transition score greater than their sector peers

(e) No major involvement in Weapons, Tobacco and Nuclear

New text:

“REBALANCE DAY” is the first Wednesday in February, May, August and November. If that day is not an Eligible Rebalance Day, the Rebalance Day will be the immediately following Eligible Rebalance Day.

“ELIGIBLE REBALANCE DAY” is each day that is a Trading Day at the New York Stock Exchange, the London Stock Exchange, the EUREX Exchange and the Tokyo Stock Exchange.

[…]

“SELECTION DAY” is 20 BUSINESS DAYS before the scheduled REBALANCE DAY.

“SELECTION POOL” consists of companies, that are Part/ Component of the GBS INDEX UNIVERSE of the Solactive Europe 600 Index (ISIN: DE000SLA9G16), on a SELECTION DAY, screened for several ESG constraints. The companies in the selection universe need to fulfill the following requirements:

(a) ESG score of at least 40/100

(b) ESG score greater than their sector peers

(c) No severe controversies

(d) If Carbon Score is A or B then

Carbon Risk Rating greater than 40/100

Carbon Risk Rating greater than their sector peers

If Carbon Score is C then

Carbon Risk Rating greater than 50/100

Carbon Risk Rating greater than their sector peers

If Carbon Score is D then

Carbon Risk Rating greater than 50/100

Carbon Risk Rating greater than their sector peers

In case of equal scores, the company with the higher ESG score will be selected.

(e) No major involvement in Weapons, Tobacco and Nuclear

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.