Invesco Indexing Data as of July 31, 2021 Invesco Europe Small Cap Quality Index

Tickers Description

Ticker Value The Invesco Europe Small Cap Quality Index is a broad-based index that employs a factor- Total Return IIESQT 15,533.85 based approach to provide exposure to high quality Europe small-capitalization equities. Price Return IIESQ 9,792.09 Methodology Highlights Net Total Return IIESQN 14,419.35 The Index Universe includes all constituents of the Invesco Indexing Investable Universe Index facts designated as Europe small-capitalization securities. The Index weighting scheme is designed to reflect both a security’s market capitalization and its factor exposure. Each security Weighting Method Factor selected for Index inclusion is weighted proportionally to its factor-tilted market capitalization. Rebalancing Frequency Semi-annually Calculation Frequency Daily Historical performance Calculation Currencies USD Launch Date 7/27/2020 • Invesco Europe Small Cap Quality Index TR Base Date 12/31/2002 16000 Base Value 1000 12000 Size characteristics Number of holdings 234 8000 Market Cap ($ Millions) Largest 6,621 4000 Smallest 231 0 Average 2,012 12/02 12/05 12/08 12/11 12/14 12/17 07/21 Median 1,631 Index performance (%) Fundamental characteristics Returns Annualized returns Trailing P/E 28.58 Since Forward P/E 22.49 1 Mo 3 Mos YTD 1 Yr 3 Yrs 5 Yrs 10 Yrs 12/31/2002 Dividend Yield (%) 2.03 Total Return (TR) 3.61 3.65 20.80 55.47 12.01 14.66 12.90 15.91 Price-to-Sales 3.48 Price-to-Cash Flow 15.83 Calendar year performance (%) 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 Risk characteristics (%) standard deviation Total Return 14.74 28.23 -18.27 37.49 0.24 12.62 -5.80 41.05 36.64 -14.30 3 Years 25.50 (TR) 5 Years 20.56 The Index was launched on 7/27/2020. 10 Years 19.22 All data prior to its launch date is back-tested (i.e. calculations of how the Index might have performed over Since 12/31/2002 20.23 that time period had the Index existed). Back-tested performance is subject to inherent limitations because it reflects retroactive application of an Index methodology and selection of Index constituents with the benefit of hindsight. Past performance, actual or back-tested, is no guarantee of future performance. Risk-adjusted returns sharpe ratio 3 Years 0.42 The Total Return Index assumes dividends are reinvested in the Index after the close on the ex-date. 5 Years 0.65 10 Years 0.64 Since 12/31/2002 0.72

As of July 31, 2021 invescoindexing.com | [email protected] Sector breakdown (%)

■ Basic Materials 4.1 ■ Cons Cyclicals 12.7 ■ Cons Non-Cyclicals 8.6 ■ Energy 2.8 ■ Financials 15.5 ■ Healthcare 12.7 ■ Industrials 19.7 ■ Real Estate 9.4 ■ Technology 13.5 ■ Utilities 1.1

Region breakdown Region Number of constituents Index weight (%) Developed Europe 234 100.00

Top 10 constituents by index weight Constituent Region Sector Weight (%) PLC Developed Europe Technology 3.47 Quilter PLC Developed Europe Financials 2.11 PLC Developed Europe Cons Non-Cyclicals 2.02 Royal Unibrew A/S Developed Europe Cons Non-Cyclicals 1.98 ALK-Abello A/S Developed Europe Healthcare 1.69 BAWAG Group AG Developed Europe Financials 1.69 Developed Europe Industrials 1.68 Dialog Semiconductor PLC Developed Europe Technology 1.59 Ltd Developed Europe Financials 1.57 IG Group Holdings PLC Developed Europe Financials 1.47

Sectors are based on Business Classification (TRBC) sectors.

The information provided is for informational purposes only and should not be construed as an offer to buy or sell any financial instruments, or a recommendation for any security or fund interest. Invesco Indexing LLC is not an investment adviser or fiduciary and makes no representation regarding the advisability of investing in any security or strategy. There can be no assurance that an investment strategy based on the Invesco Indexes will be successful.

Indexes are unmanaged and it is not possible to invest directly in an index. Exposure to an asset class or trading strategy represented by an index is only available through investable instruments (if any) based on that index. Invesco Indexing LLC does not issue, sponsor, endorse, market, offer, review or otherwise express any opinion regarding any fund, derivative or other security, financial product or trading strategy that is based on, linked to or seeks to track the performance of any Invesco Indexing LLC index. As of July 31, 2021 © Copyright Invesco Indexing LLC 2021 | All Rights Reserved invescoindexing.com | [email protected] IIESQ 08/21