Sustainably Invested MX-PE HSBC ETFs PLC - HSBC Developed World Sustainable Equity UCITS ETF HSWO LN Jul 31 2021 Fund IE00BKY59K37 Jul 31 2021 Fund Objective and Strategy Investment Objective The Fund aims to track as closely as possible the returns of the FTSE Developed ESG Low Carbon Select Index (the “Index”). The Fund will invest in or gain exposure to shares of companies which make up the Index. Investment Policy The Index seeks to achieve a reduction in carbon emissions and fossil fuel reserves exposure, improvement of the FTSE Russell ESG rating and also applies the United Nations Global Compact exclusionary criteria.The Fund will be passively managed and will aim to invest in the shares of the companies in generally the same proportion as in the Index. However, there may be circumstances when it is not possible or practical for the Fund to invest in all constituents of the Index. The Fund can gain exposure by using other investments such as depositary receipts, derivatives or funds.The Fund may invest up to 35% in securities from a single issuer during exceptional market conditions.The Fund may invest up to 10% in funds and up to 10% in total return swaps and contracts for difference.See the Prospectus for a full description of the investment objectives and derivative usage. Since Inception Performance (%) Fund Details UCITS V Compliant Yes 140 Fund Reference Benchmark 135 Distribution Type Accumulating 130 2 125 Ongoing Charge Figure 0.180% 120 115 Share Class Base Currency USD 110 105 100 Domicile Ireland ISIN IE00BKY59K37 Share Class Inception Date Jul 09 2020 NAV per Share USD 19.90 Performance (%) YTD 1M 3M 1Y 3Y¹ 5Y¹ Since Inception¹ Shares Outstanding 3,150,000 Fund 14.66 1.53 4.58 33.91 - - 34.50 Fund Size USD 62,683,476 Reference Benchmark 14.65 1.53 4.56 33.91 - - 34.49 HSBC Index and Systematic Equity Manager Tracking Difference 0.01 0.00 0.01 0.00 - - 0.01 Portfolio Management Team Tracking Error - - - 0.06 - - 0.06 Replication Method Physical- Full SIPP Eligible Yes Issuer HSBC ETFs PLC Rolling Performance Jul 31 2020- Jul 31 2019- Jul 31 2018- Jul 31 2017- Jul 31 2016- Custodian HSBC Continental Europe (%) Jul 31 2021 Jul 31 2020 Jul 31 2019 Jul 31 2018 Jul 31 2017 HSBC Securities Services Fund Administrator Fund 33.91 - - - - (Ireland) DAC Reference Benchmark 33.91 - - - - Listing Date Jul 10 2020 Past performance is not an indicator of future returns. The figures are calculated in the Fiscal Year End 31-Dec share class base currency, dividend reinvested, net of fees. Source: HSBC Global Asset Management, data as at July 31 2021 Reference Benchmark Information JP Morgan ACI Corporate Non Index Name Investment Grade Index Currency USD Risk Disclosure Benchmark Type Total Return Net • The Fund's unit value can go up as well as down, and any capital invested in the Fund may be at risk. Index Rebalancing Frequency Annually • The value of investible securities can change over time due to a wide variety of factors, including TR Index Bloomberg ticker but not limited to: political and economic news, government policy, changes in demographics, ELCAWDN cultures and populations, natural or human-caused disasters etc. TR Index Reuters RIC .TFTELCAWDNU • To the extent that the Fund seeks to replicate index performance by holding individual securities, there is no guarantee that its composition or performance will exactly match that of the target index 1 Result is annualised when calculation period is over one year. at any given time (“tracking error”). 2 • Derivatives may be used by the Fund, and these can behave unexpectedly. The pricing and Ongoing Charges Figure, is based on expenses over a year. The volatility of many derivatives may diverge from strictly reflecting the pricing or volatility of their figure includes annual management charge but not the transaction underlying reference(s), instrument or asset. costs. Such figures may vary from time to time. • Investment Leverage occurs when the economic exposure is greater than the amount invested, such as when derivatives are used. A Fund that employs leverage may experience greater gains and/or losses due to the amplification effect from a movement in the price of the reference source. • Further information on the Fund's potential risks can be found in the Key Investor Information Document and Prospectus. Sector Allocation (%) Geographical Allocation (%) Technology 26.61 United States 64.18 Financials 18.84 Japan 7.29 Consumer Discretionary 12.72 United Kingdom 4.64 Industrials 10.81 France 3.19 Consumer Staples 9.81 Germany 2.89 Health Care 9.71 Canada 2.84 Basic Materials 3.66 Switzerland 2.69 Telecommunications 3.29 Australia 2.34 Utilities 1.38 South Korea 1.87 Energy 1.31 Hong Kong (SAR) 1.12 Real Estate 0.92 Other Locations 6.01 Cash & Others 0.95 Cash & Others 0.95 Top 10 Holdings (%) Characteristics Fund Reference Benchmark Microsoft Corp 9.66 Number of Holdings ex Cash 932 - Apple Inc 3.85 Avg Market Cap (USD mil) 456,907 456,906 Alphabet Inc 2.42 P/E Ratio 3 19.80 19.80 Citigroup Inc 1.69 Intel Corp 1.40 Visa Inc 1.39 JPMorgan Chase & Co 1.33 Procter & Gamble Co/The 1.28 Samsung Electronics Co Ltd 1.25 Mastercard Inc 1.18 3Price Earnings (P/E) Ratio: the price paid for a share divided by the annual profit earned by the firm per share. Source: HSBC Global Asset Management, data as at July 31 2021 Trading Trading Bloomberg iNAV Exchange Name Listing Date Hours(Local Reuters RIC iNAV Reuters Currency Ticker Bloomberg Time) LONDON STOCK EXCHANGE July 10 2020 GBP 08:00 - 16:30 HSWO LN HSWO.L HSWDGBIV HSWDGBiv.P BOLSA INSTITUCIONAL DE VALORES October 19 2020 MXN 08.25 - 15:00 HSWDN MM HSWD.BIV - - BORSA ITALIANA SPA July 31 2020 EUR 09:00 - 17:35 HSWD IM HSWD.MI HSWDEUIV HSWDEUiv.P LONDON STOCK EXCHANGE July 10 2020 USD 08:00 - 16:30 HSWD LN HSWD.L HSWDUSIV HSWDUSiv.P SIX SWISS EXCHANGE September 2 2020 USD 09:00 - 17:30 HSWD SW HSWD.S HSWDUSIV HSWDUSiv.P DEUTSCHE BOERSE AG-XETRA August 5 2020 EUR 09:00 - 17:30 H41C GY H41C.DE HSWDEUIV HSWDEUiv.P NYSE EURONEXT - EURONEXT PARIS March 8 2020 EUR 09:00 - 17:30 HSWD FP HSWD.PA HSWDEUIV HSWDEUiv.P Index Disclaimer FTSE International Limited ("FTSE") © FTSE 2021. "FTSE®" is a trade mark of the London Stock Exchange Group companies and is used by FTSE International Limited under licence. All rights in the FTSE indices and / or FTSE ratings vest in FTSE and/or its licensors. Neither FTSE nor its licensors accept any liability for any errors or omissions in the FTSE indices and / or FTSE ratings or underlying data. No further distribution of FTSE Data is permitted without FTSE's express written consent. Reference Carbon Footprint Fund Benchmark Carbon Intensity 68.48 139.03 Carbon Intensity measures the quantity of carbon emission of a company (tonnes CO²e/USD million) Reference Emissions from Reserves (mn tonnes/USDmn) Fund Benchmark Emissions from Reserves/Market Cap 0.00057 0.00132 * Carbon emissions from reserves mn tonnes/USD mn market cap Ten Lowest Carbon Intensity Issuers Carbon Intensity Carbon Intensity Fund (tonnes CO²e/USD Reference Benchmark (tonnes CO²e/USD million) million) PARTNERS GROUP HOLDING AG 10252145 0.30 Amundi 0.01 IGM FINANCIAL INC 10496431 0.34 Partners Group AG 0.30 SAMPO OYJ-A SHS 10126643 0.34 IGM Financial 0.34 NN GROUP NV 10126470 0.35 Sampo Oyi 0.34 ST JAMES'S PLACE PLC 10228823 0.36 NN Group 0.35 AVIVA PLC 10126677 0.39 St. James's Place 0.36 SWISS RE AG 10126693 0.52 Aviva 0.39 PHOENIX GROUP HOLDINGS PLC 10370431 0.54 Gjensidige Forsikring ASA 0.42 SWISS LIFE HOLDING AG-REG 10110838 0.62 Scor S.A. 0.49 DNB BANK ASA 10929236 0.64 Seven Bank 0.50 Ten Highest Carbon Intensity Issuers Carbon Intensity Carbon Intensity Fund (tonnes CO²e/USD Reference Benchmark (tonnes CO²e/USD million) million) RWE AG 10121713 4968.23 Vistra Corp 8956.93 LAFARGEHOLCIM LTD-REG 10258894 4770.25 Electric Power Development 6684.06 CF INDUSTRIES HOLDINGS INC 10127615 4536.22 Buzzi Unicem 5832.82 FORTUM OYJ 10126698 3182.20 Kepco 5221.74 AIR PRODUCTS & CHEMICALS INC 10243579 3050.83 Evergy 5148.13 NEXTERA ENERGY INC 10243350 2386.01 American Elec Power Com 5095.76 CMS ENERGY CORP 10393316 1974.44 RWE 4968.23 DOMINION ENERGY INC 10496341 1932.22 AES Corp. 4853.37 FORTIS INC 10158232 1895.21 Holcim 4770.25 WOODSIDE PETROLEUM LTD 10263714 1815.81 CLP Holdings 4633.77 Carbon Intensity Description, Portfolio's exposure to carbon-intensive Description companies, expressed in tons CO²e/USD million revenue. Formula Weighted Average Carbon Intensity Carbon Intensity Methodology: Scope 1 and Scope 2 GHG emissions are allocated based on portfolio weights (the current value of the investmnet Methodology relative to the current portfolio value), rather than the equity ownership approach. Gross values should be used. Company carbon data, can often be “partially disclosed”, i.e. partial geographic coverage, or incomplete operational data. Trucost* undertakes analysis and research to assess company reported results. The proprietary Trucost model enables an estimate of total emissions which relies on more than just reported financial data. Where securities are not covered by Trucost, HSBC assigns a proxy value based on the average intensity score of comparable companies.*Trucost are a division of S&P Global; they assess risks relating to climate change, natural resource constraints, and broader environmental, social, and governance factors.