Methodology change | Solactive Deep Value World MV ex-DA Index | Effective Date 24th February 2025

Today, on the 24/02/2025, 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 2.1. Selection of the Index Components

Removal of:

[…]

Step 2: Disputable Activities involvement screening 

All stocks which passed the Deep Value Filter are examined for any major involvement in specific disputable activities based on the Vigeo Eiris Controversial Activities Screening. Those shares are then removed from the selection pool.

[…]

Section 4. Definitions

From

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“Vigeo Eiris Controversial Activities Screening” – identifies companies deriving revenues from the below controversial activities and quantifies their involvement. Only companies with Major involvement are removed.

[…]

“Vigeo Eiris” is a global provider of environmental, social and governance research to investors and corporates. Vigeo Eiris provides research and solutions for sustainable value creation. For more information, please visit: http://www.vigeo.com/csr-rating-agency/fr/3-1-investisseurs-et-gestionnaires-d-actifs

To

Additionally, the companies must have no Major Involvement in Controversial Activities : Weapons, Tobacco, Alcohol, Adult Entertainment, Gambling, Nuclear, and/or Fossil Fuel activities as defined by the Data Provider.

“Data Provider” is Minerva Analytics Ltd. For more information, please visit: www.minerva.info.

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 is available on the effective date : 24/02/2025.