Franklin STOXX Europe 600 Paris IE00BMDPBY65 Aligned Climate UCITS ETF

Fund Fact Sheet | Equity | 31 August 2021

Fund Overview Reasons To Invest • Provides diversified European equity exposure aligned to the Paris Agreement targets and goals Base Currency EUR • Enables investors to manage climate change risks and access opportunities in the low carbon transition Total Net Assets (EUR) 10 million • Access to an investment that seeks to track standardized EU Climate Benchmark indices Inception Date 29.07.2020 Underlying Index STOXX Europe 600 Performance Paris-Aligned Index-NR Performance over 1 Year in Share Class Currency (%) Investment Universe STOXX Europe 600 Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF Index-NR 140 ISIN IE00BMDPBY65 Ongoing Charges 0.15% Domicile UCITS Yes 120 Methodology Full Replication Product Structure Physical Frequency of Index Quarterly 100 Reconstitution Use of Income Accumulating Fiscal Year End 30 June 80 08/20 02/21 08/21 Shares Outstanding 300,000 Discrete Annual Performance in Share Class Currency (%) Underlying Index Ticker SXXRPAB 08/20 08/19 08/18 08/17 08/16 Summary of Investment Objective 08/21 08/20 08/19 08/18 08/17 Fund (NAV Returns) 27.92 N/A N/A N/A N/A The Fund provides exposure to European large and mid-capitalisation securities aligned to the low carbon Performance in Share Class Currency (%) transition and seeks to track the performance of the Cumulative Annualised STOXX® 600 Paris-Aligned Benchmark Index (the 1 Mth 3 Mths 6 Mths YTD 1 Yr Since Incept Since Incept "Underlying Index") as closely as possible, regardless of Fund (NAV Returns) 2.19 4.99 19.25 19.38 27.92 28.84 26.18 whether the Underlying Index level rises or falls. STOXX Europe 600 2.18 5.84 18.11 20.08 31.20 31.12 28.23 Fund Management Index-NR in EUR STOXX Europe 600 2.23 5.62 19.17 19.28 28.65 28.83 26.17 Lorenzo Crosato, CFA: Paris-Aligned Index-NR in Dina Ting, CFA: United States EUR All performance data shown in the fund’s base currency. Performance data is based on the net asset value (NAV) of the ETF which may not be the same as the market price of the ETF. Individual shareholders may realise returns that are different to the NAV performance. Past performance is not an indicator or a guarantee of future performance. All dividends have been re-invested. The actual costs vary depending on the executing custodian. In addition, deposit costs may be incurred which could have a negative effect on the value development. Please find out the costs due from the respective price lists from the processing/custodian bank. Changes in exchange rates could have positive or negative effects on the development in this investment. Please visit franklintempleton.co.uk for current performance and see the prospectus for further details. When performance for either the portfolio or its benchmark has been converted, different foreign exchange closing rates may be used between the portfolio and its benchmark. Top Ten Holdings (% of Total) Fund Measures Issuer Name Fund Benchmark L'OREAL SA 3.62 Price to Earnings (12-mo 19.23x 18.37x ROCHE HOLDING AG 3.22 Trailing) ASTRAZENECA PLC 2.83 Price to Book 2.38x 2.19x ASML HOLDING NV 2.73 Number of Holdings 494 600 NOVO NORDISK A/S 2.68 Dividend Yield 2.11% 2.24% SAP SE 2.56 Return on Equity 15.72% 12.86% SCHNEIDER ELECTRIC SE 2.55 Standard Deviation (1 Yr) 14.72% 15.13% NOVARTIS AG 2.32 NESTLE SA 2.06 LVMH MOET HENNESSY LOUIS VUITTON SE 1.89 Trading Information Exchange Ticker Trading Currency Bloomberg ID Reuters ID SEDOL Code Borsa Italiana EUPA EUR EUPA IM EUPA.MI BMXB4S9 Deutsche Börse Xetra FLXP EUR FLXP GY FLXP.DE BMXB4R8 London PARI EUR PARI LN PARI.L BMDPBY6 EUPA GBP EUPA LN EUPA.L BMXB4Q7 SIX Swiss Exchange PARI USD PARI SW PARI.S BMXB4T0

UK Freefone Tel Fax E-Mail Web 0800 305 306 +44 20 7073 8690 +44 20 7073 8701 [email protected] franklintempleton.co.uk Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF 31 August 2021

Composition of Fund Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF STOXX Europe 600 Index-NR Geographic % of Total Sector % of Total 19.80 / 16.58 Health Care 19.28 / 14.07 United Kingdom 19.10 / 23.82 Financials 18.19 / 15.46 15.12 / 14.67 Industrials 13.96 / 15.64 13.28 / 13.27 Consumer Staples 13.04 / 11.37 8.46 / 7.43 Consumer Discretionary 11.04 / 11.48 6.18 / 3.88 Information Technology 9.57 / 9.10 4.99 / 6.25 Materials 7.66 / 9.34 4.20 / 3.58 Communication Services 3.50 / 3.86 2.54 / 1.83 Utilities 2.17 / 4.16 Others 6.18 / 8.69 Others 1.43 / 5.51 Cash & Cash Equivalents 0.16 / 0.00 Cash & Cash Equivalents 0.16 / 0.00

Market Capitalisation Breakdown in EUR % of Equity <2.0 Billion 0.03 2.0-5.0 Billion 2.39 5.0-10.0 Billion 6.88 10.0-25.0 Billion 16.13 25.0-50.0 Billion 23.49 >50.0 Billion 50.92 N/A 0.17

What Are the Key Risks? The value of shares in the Fund and income received from it can go down as well as up and investors may not get back the full amount invested. Performance may also be affected by currency fluctuations. Currency fluctuations may affect the value of overseas investments. There is no gaurantee that the Fund will meet its objective. The Fund intends to track the performance of the Index which is constructed of European large and mid-capitalisation stocks selected from the Parent Index. Such assets have historically been subject to price movements due to such factors as general stock market volatility, changes in the financial outlook or fluctuations in currency markets. As a result, the performance of the Fund can fluctuate significantly over relatively short time periods. Other significant risks include: counterparty risk, foreign currency risk, derivative instruments risk, index related risk, secondary market trading risk. For full details of all the risks applicable to this Fund, please refer to the "Risk Considerations" section of the currrent prospectus of Franklin LibertyShares ICAV. Glossary Dividend Yield: The annual dividend received on an equity security as a percentage of the price. For a portfolio, the value represents a weighted average of the stocks it holds. It should not be used as an indication of the income received from this portfolio. Price to Book: The price per share of a stock divided by its book value (i.e., net worth) per share. For a portfolio, the value represents a weighted average of the stocks it holds. Price to Earnings (12-mo Trailing): The share price of a stock, divided by its per-share earnings over the past year. For a portfolio, the value represents a weighted average of the stocks it holds. Return on Equity: A measure of a corporation's profitability that reveals how much profit a company generates with the money shareholders have invested. For a portfolio, the value represents a weighted average of the stocks it holds. Standard Deviation: A measure of the degree to which a fund’s return varies from the average of its previous returns. The larger the standard deviation, the greater the likelihood (and risk) that a fund’s performance will fluctuate from the average return. Important Information Source for data and information provided by Franklin Templeton, as of the date of this document, unless otherwise noted. This material is intended to be of general interest only and should not be construed as individual investment advice or a recommendation or solicitation to buy, sell or hold any security or to adopt any investment strategy. It does not constitute legal or tax advice. Special risks are associated with foreign investing, including currency fluctuations, economic instability and political developments. To the extent the fund focuses on particular countries, regions, industries, sectors or types of investment from time to time, it may be subject to greater risks of adverse developments in such areas at focus than a fund that invests in a wider variety of countries, regions, industries, sectors or investments. Franklin LibertyShares ICAV (“the ETF”) investment returns and principal values will change with market conditions, and an investor may have a gain or a loss when they sell their shares. Please visit www.franklintempleton.co.uk for the Franklin LibertyShares ICAV standardised and most recent month-end performance. There is no guarantee that any strategy will achieve its objective. Investment in Franklin LibertyShares ICAV is not riskless and investors can lose money. All performance data shown is in the fund’s base currency. Performance data is based on the net asset value (NAV) of the ETF which may not be the same as the market price of the ETF. Individual investors may realise returns that are different to the NAV performance. Past performance is not an indicator or a guarantee of future performance. The actual costs vary depending on the executing custodian. In addition, deposit costs may be incurred which could have a negative effect on the value. Please find out the costs due from the respective price lists from the processing/custodian bank. Changes in exchange rates could have positive or negative effects on this investment. Please visit www.franklintempleton.co.uk for current performance and see the latest prospectus or supplement for further details. Information is historical and may not reflect current or future portfolio characteristics. All portfolio holdings are subject to change. An investment in Franklin LibertyShares ICAV entails risks which are described in the latest prospectus or supplement and in the relevant Key Investor Information Document. Franklin LibertyShares ICAV (domiciled outside of the U.S. or Canada) may not be directly or indirectly offered or sold to residents of the United States of America or Canada. ETFs trade like stocks, fluctuate in market value and may trade at prices above or below the ETFs net asset value. Brokerage commissions and ETF expenses will reduce returns. Indices are unmanaged, and one cannot invest directly in an index. They do not reflect any fees, expenses or sales charges. The STOXX® Europe 600 Paris-Aligned Benchmark Index is the intellectual property (including registered trademarks) of STOXX Ltd., Zug, Switzerland (“STOXX”), Deutsche Börse Group or their licensors, which is used under license. The Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF is neither sponsored nor promoted, distributed or in any other manner supported by STOXX, Deutsche Börse Group or their licensors, research partners or data providers and STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not give any warranty, and exclude any liability (whether in negligence or otherwise) with respect thereto generally or specifically in relation to any errors, omissions or interruptions in the Index or its data. Net Returns (NR) include income net of tax withholding when dividends are paid. Fund Management: CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. Performance: Net Asset Value (NAV) represents an ETF's per-share-value. The NAV per share is determined by dividing the total NAV of the Fund by the number of shares outstanding. Top Ten Holdings: These securities do not represent all of the securities purchased, sold or recommended for clients, and the reader should not assume that investment in the securities listed was or will be profitable. The portfolio manager for the Fund reserves the right to withhold release of information with respect to holdings that would otherwise be included in the top holdings list. The dividend yield quoted here is the yield on securities within the Portfolio and should not be used as an indication of the income received from this portfolio. Ongoing Charges: The Ongoing Charges Figure (OCF) is an amount representing all operating charges and expenses of the Fund in the prior 12 months as a percentage of the Fund's average net assets for the period. Where that figure would not be a fair representation of future costs or if 12 months data is not available, an estimated figure will be shown. Issued by Franklin Templeton Investment Management Limited (FTIML), registered office: Cannon Place, 78 Cannon Street, London, EC4N 6HL. Tel+44 (0)20 7073 8500. Authorised and regulated in the United Kingdom by the Financial Conduct Authority. © 2021 Franklin Templeton. All rights reserved.

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