Factsheet 1/4

ENESG

Euronext ® Eurozone ESG Large 80 Objective The Eurozone ESG Large 80 is a free float market capitalisation index that includes the top Energy Transition scored companies within each sector of the Euronext Eurozone 300 index. The index excludes companies with a critical UNGC controversies as well as the 20% worst companies in term of Social and Governance scores, companies involved in coal, tobacco or weapons. The scores are provided by Vigeo-Eiris. The index serves as an underlying for structured products, funds, derivatives and exchange traded funds.

Investability Stocks are screened to ensure liquidity to ensure that the index is investable.

Transparency The index rules are available on our website. Euronext acts as Supervisor. All our rulebooks can be found on the following webpage: https://live.euronext.com/en/products-indices/index-rules.

Statistics March-2020 Market Capitalization EUR Bil Performance (%) Fundamentals Full 1670,4 Q1 2020 -23,67% P/E Incl. Neg LTM 209,11 Free float 1333,1 YTD -23,67% P/E Incl. Neg FY1 17,34 2019 19,88% P/E excl. Neg LTM 210,24 2018 -13,88% P/E excl. Neg FY1 17,49 Components (full) EUR Bil 2017 10,41% Price/Book 3,11 Average 20,64 Price/Sales 2,52 Median 10,05 Annualized (%) Price/Cash Flow 19,40 Largest 136,63 2 Year -9,09% Dividend Yield (%) 3,36 Smallest 2,33 3 Years -6,72% 5 Years -4,23% Risk Component Weights (%) Since Base Date 31-Dec-2011 3,86% Sharpe Ratio 1 Year not calc. Largest 9,12 Volatility 30 Day 63,79 Smallest 0,11 Top ten 49,3

Performance of other versions ESGNR ESGGR ESGD5 Euronext Eurozone ESG Large Euronext Eurozone ESG Large 80 Euronext Eurozone ESG Large 80 80 NR (%) GR (%) D 5% (%)

Q1 2020 -23,55% Q1 2020 -23,51% Q1 2020 -24,51% YTD -23,55% YTD -23,51% YTD -24,51% 2019 23,06% 2019 24,12% 2019 17,06% 2018 -11,84% 2018 -11,15% 2018 -16,17% 2017 12,97% 2017 13,85% 2017 7,48%

ESG8EEuronext Eurozone ESG Large ESGD4Euronext Eurozone ESG Large 80 ESG8DEuronext Eurozone ESG Large 80 80 D 4 5% (%) D 4% (%) D 3 5% (%) Q1 2020 -24,41% Q1 2020 -24,31% Q1 2020 -24,22% YTD -24,41% YTD -24,31% YTD -24,22% 2019 17,65% 2019 18,24% 2019 18,83% 2018 -15,75% 2018 -15,32% 2018 -14,89% 2017 8,02% 2017 8,56% 2017 9,10%

This publication is for information purposes only and is not a recommendation to engage in investment activities. This publication is provided “as is” without representation or warranty of any kind. Whilst all reasonable care has been taken to ensure the accuracy of the content, Euronext does not guarantee its accuracy or completeness. Euronext will not be held liable for any loss or damages of any nature ensuing from using, trusting or acting on information provided. All proprietary rights and interest in or connected with this publication shall vest in Euronext. No part of it may be redist ributed or reproduced in any form without the prior written permission of Euronext. Euronext refers to Euronext N.V. and its affiliates. Information regarding trademarks and intellectual property rights of Euronext is located at https://www.euronext.com/terms-use. © 2016, Euronext N.V. - All rights reserved.

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ENESG

Euronext ® Eurozone ESG Large 80 Objective Index Facts Categories Facts Weighting Free float market capitalization subject to 10% weighting cap

Component Number 80

Review of composition Annual after the close of the third Friday of March (+ quarterly in case of UNGC controversy).

Review of weights Quarterly after the close of the third Friday of March, June, September and December.

Calculation and Distribution Price index; Net return index, Gross return index and Decrement 3.5%, 4%, 4.5% and 5% on Net return versions are available. Isin code / Base Value / Base Date Euronext Eurozone ESG Large 80 (FR0013468832), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 NR (FR0013468865), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 GR (FR0013468873), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 Decrement 3% (FR0013468881), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 Decrement 4% (FR0013498755), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 Decrement 4.5% (FR0013498763), 1000 as of the 31/12/2011 Euronext Eurozone ESG Large 80 Decrement 5% (FR0013468907), 1000 as of the 31/12/2011 Country Allocation Date Introduced The Euronext Eurozone ESG Large 80 family Index series was introduced on 8th April 2020

Top 10 sectors breakdown

Construction & Materials Industrial Goods & Retail 3,30% Services 3,91% 13,38%

Food & Beverage 4,16%

Banks 7,15%

Technology 11,03% Insurance 7,41%

Chemicals Health Care 8,49% 10,74% Personal & Household Goods 10,41%

indices.euronext.com Euronext Factsheet 3/4

Euronext ® Eurozone ESG Large 80

ENESGComponents 80 Company MNEMO Cnty Sector (ICB) Weight (%) 1 SAP SAPG DE Technology 9,12 2 SANOFI SAN FR Health Care 6,95 3 ALLIANZ SE ALVG DE Insurance 5,16 4 SIEMENS AG SIE DE Industrial Goods & Services 4,93 5 UNILEVER UNA NL Personal & Household Goods 4,76 6 L'OREAL OR FR Personal & Household Goods 4,61 7 AIR LIQUIDE AI FR Chemicals 4,20 8 SCHNEIDER ELECTRIC SU FR Industrial Goods & Services 3,33 9 RELX REL NL Media 3,15 10 DEUTSCHE TELEKOM AG DTEG DE Telecommunications 3,09 11 DANONE BN FR Food & Beverage 2,87 12 VINCI DG FR Construction & Materials 2,78 13 BANCO SANTANDER CENT SAN ES Banks 2,70 14 KERING KER FR Retail 2,69 15 PHILIPS KON PHIA NL Health Care 2,54 16 AXA CS FR Insurance 2,25 17 DEUTSCHE POST AG DPW DE Industrial Goods & Services 1,90 18 DEUTSCHE BOERSE AG DB1GN DE Financial Services 1,89 19 ING GROEP N.V. INGA NL Banks 1,58 20 DSM KON DSM NL Chemicals 1,46 21 HEINEKEN HEIA NL Food & Beverage 1,30 22 NOKIA NOKIA FI Technology 1,26 23 LEGRAND LR FR Industrial Goods & Services 1,18 24 MICHELIN ML FR Automobiles & Parts 1,17 25 HENKEL AG & CO PREF HNKGP DE Personal & Household Goods 1,04 26 AKZO NOBEL AKZA NL Chemicals 0,98 27 MERCK KGA MERCK DE Health Care 0,93 28 NESTE OIL OYJ NESTE FI Oil & Gas 0,92

29 SOCIETE GENERALE GLE FR Banks 0,91 30 KBC KBC BE Banks 0,91 31 REPSOL REP ES Oil & Gas 0,88 32 SYMRISE AG SY1G DE Chemicals 0,85 33 UNIBAIL-RODAMCO-WE URW NL Real Estate 0,68 34 CARREFOUR CA FR Retail 0,65 35 WORLDLINE WLN FR Travel & Leisure 0,64 36 CONTINENTAL AG CONG DE Automobiles & Parts 0,60 37 TERNA RETE ELETTRICA TRN IT Utilities 0,58 38 INGENICO GROUP ING FR Technology 0,52 39 BOUYGUES EN FR Construction & Materials 0,52 40 RED ELECTRICA CORP REE ES Utilities 0,50 41 SODEXO SW FR Travel & Leisure 0,48 42 STORA ENSO OYJ STERV FI Basic Resources 0,47 43 CNH INDUSTRIAL NV CNHI IT Industrial Goods & Services 0,46

SMURFIT KAPPA GP SK3 IE Industrial Goods & Services 0,45 44

45 GECINA NOM. GFC FR Real Estate 0,44 46 ERSTE GROUP BANK ERST AT Banks 0,41

indices.euronext.com Euronext Factsheet 4/4

Euronext ® Eurozone ESG Large 80 47 GALP ENERGIA-NOM GALP PT Oil & Gas 0,39 48 SOLVAY SOLB BE Chemicals 0,37 49 GETLINK SE GET FR Industrial Goods & Services 0,37 50 COVESTRO AG 1COV DE Chemicals 0,35 51 OMV AG OMVV AT Oil & Gas 0,34 52 LUFTHANSA LHAG DE Travel & Leisure 0,32 53 BIOMERIEUX BIM FR Health Care 0,32 54 RUBIS RUI FR Utilities 0,29 55 J.MARTINS,SGPS JMT PT Retail 0,29 56 KLEPIERRE LI FR Real Estate 0,28 57 RANDSTAD NV RAND NL Industrial Goods & Services 0,28 58 KESKO B KESKB FI Retail 0,28 59 VALEO FR FR Automobiles & Parts 0,28 60 LANXESS AG LXSG DE Chemicals 0,27 61 AMUN FR Financial Services 0,26 62 SUEZ SEV FR Utilities 0,26 63 COMMERZBANK AG CBKG DE Banks 0,26 64 SIEMENS GAMESA SGREN ES Oil & Gas 0,24 65 COV FR Real Estate 0,23 66 COFINIMMO COFB BE Real Estate 0,23 67 ABN AMRO Bank ABN NL Banks 0,22 68 ADP ADP FR Industrial Goods & Services 0,21 69 HERA S.P.A. HRA IT Utilities 0,20 70 FDJ FDJ FR Travel & Leisure 0,19 71 NOKIAN TYRES OYJ TYRES FI Automobiles & Parts 0,19 72 INMOBILIARIA COLONIA COL ES Real Estate 0,19 73 ICAD FR Real Estate 0,17 74 VOESTALPINE AG VOES AT Basic Resources 0,17 75 ALSTRIA OFFICE REIT AOXG DE Real Estate 0,16 76 KN FR Banks 0,16 77 RF FR Financial Services 0,15 78 RXL FR Industrial Goods & Services 0,15 79 GROUP SOP FR Technology 0,12 80 FRAPORT FRAG DE Industrial Goods & Services 0,11 81 82 83 84 85 86 87 88 89 90 91 92

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