Methodology change | Ethical Europe Equity Index 2 | Effective Date 10th March 2025

Today, 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. In addition, a clarification of the selection of the selection pool will be implemented.

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 6. Definitions

From: 

“ESG RESEARCH PROVIDER”is VIGEO and FORUM ETHIBEL

…

“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

To:

“ESG RESEARCH PROVIDER”is MINERVA, ISS and FORUM ETHIBEL

…

“Selection Pool” is provided quarterly by the ESG Research Provider. 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) ESGPerformanceScore greater than equal to 40

(b) ESGPerformanceScore greater than their sector peers

Removal of: 

(g) For each rebalancing of the index, companies which are part of the most carbon intensive group (companies with a carbon footprint in “D”) will receive an engagement letter from the Index Administrator.