FACTSHEET - AS OF 29-Sep-2021 Solactive L&G Low Carbon Transition UK GBP Index TR

DESCRIPTION

Solactive L&G Low Carbon Transition UK GBP Index TR

HISTORICAL PERFORMANCE

1,300

1,200

1,100

1,000

900

Jan-2016 Jan-2017 Jan-2018 Jan-2019 Jan-2020 Jan-2021 Solactive L&G Low Carbon Transition UK GBP Index TR

CHARACTERISTICS

ISIN / WKN DE000SL0BNU3 Base Value / Base Date 1000 Points / 07.05.2015 Bloomberg / Reuters / .SLCTBGBT Last Price 1273.39 Index Calculator Solactive AG Dividends Reinvested Index Type Total Return Calculation 1:00 am to 10:50 pm (CET), every 15 seconds Index Currency GBP History Available daily back to 07.05.2015 Index Members 107 FACTSHEET - AS OF 29-Sep-2021 Solactive L&G Low Carbon Transition UK GBP Index TR

STATISTICS

30D 90D 180D 360D YTD Since Inception Performance -0.82% 0.31% 6.29% 21.44% 11.38% 27.34% Performance (p.a.) - - - - - 3.85% Volatility (p.a.) 10.47% 10.89% 10.71% 13.29% 11.66% 16.06% High 1295.48 1295.48 1295.48 1295.48 1295.48 1330.25 Low 1247.24 1228.78 1197.14 987.59 1128.69 853.39 Sharpe Ratio -0.91 0.11 1.22 1.61 1.31 0.22 Max. Drawdown -3.72% -3.72% -3.82% -7.14% -6.22% -32.67% VaR 95 \ 99 -19.8% \ -34.3% -22.9% \ -49.5% CVaR 95 \ 99 -30.0% \ -38.5% -40.1% \ -69.3%

COMPOSITION BY CURRENCIES COMPOSITION BY COUNTRIES

GB 92.8% GBP 97.0% JE 4.7% USD 2.3% IM 0.7% EUR 0.7% NL 0.7% Others 1.1%

TOP COMPONENTS AS OF 29-Sep-2021

Company Ticker Country Currency Index Weight (%) PLC ULVR LN Equity GB GBP 6.84% ASTRAZENECA PLC AZN LN Equity GB GBP 6.52% PLC DGE LN Equity GB GBP 4.76% HSBC HOLDINGS PLC HSBA LN Equity GB GBP 4.69% GLAXOSMITHKLINE PLC GSK LN Equity GB GBP 3.84% PLC BATS LN Equity GB GBP 3.57% PLC ORD A RDSA LN Equity GB GBP 3.11% RELX PLC REL LN Equity GB GBP 2.50% BENCKISER GROUP PLC RKT LN Equity GB GBP 2.39% ROYAL DUTCH SHELL PLC RDSB LN Equity GB GBP 2.26% FACTSHEET - AS OF 29-Sep-2021 Solactive L&G Low Carbon Transition UK GBP Index TR

DISCLAIMER

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