Overview
Announcements

Methodology Change | Solactive ESG Big Data Europe High Dividend Low Volatility Index PR/NTR/TR, Solactive Big Data Europe Low Volatility Index PR/NTR/TR, Solactive Big Data Europe Low Volatility AR 5% Index | Effective Date 11/10/2019

Today, on the 30/09/2019, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):

 

NAME

RIC

ISIN

1

Solactive ESG Big Data Europe High Dividend Low Volatility Index PR

.SOBIGESG

DE000SLA8H16

2

Solactive ESG Big Data Europe High Dividend Low Volatility Index NTR

.SOBIGESGN

DE000SLA8H24

3

Solactive ESG Big Data Europe High Dividend Low Volatility Index TR

.SOBIGESGT

DE000SLA8H32

4

Solactive Big Data Europe Low Volatility Index PR

.SOBDESGP

DE000SLA8NX1

5

Solactive Big Data Europe Low Volatility Index NTR

.SOBDESGN

DE000SLA8NY9

6

Solactive Big Data Europe Low Volatility Index TR

.SOBDESGT

DE000SLA8NZ6

7

Solactive Big Data Europe Low Volatility AR 5% Index

.SOBDESGA

DE000SLA8N00

 

Rationale for methodology change

Solactive has determined that in order to comply with current market standards in the ESG indexing space, the exclusion criteria for companies that exhibit involvement in the sale and/or production of weapons should be strengthened. More specifically, Solactive has determined to exclude all sellers and producers of controversial weapons thereby strengthening and clarifying the definition of the exclusion criterion.

Changes to the Index Guideline

The following description in the table in section 2.1 SELECTION OF THE INDEX COMPONENTS (for indices 1-3 above)/section 2.2 SELECTION OF THE INDEX COMPONENTS (for indices 4-7 above) of the respective index guideline will change

 

 

 From:

Business involvement

Exclusion criterion

Weapons

Company derives >5% of revenues from the sale and/or production of weapons

 

To:

Business involvement

Exclusion criterion

Controversial Weapons

Any involvement, i.e. company derives >0% of revenues from the sale and/or production of weapons

 

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.