Bringing it all together

Relevant, Responsible
and Robust

Our investment approach is uniform for our five thematic ETFs, from initial keyword generation to final index creation. By combining human expertise with data science and AI techniques, we confidently target companies relevant to each theme. We aim to build responsible funds by applying an ESG filter. And by giving the companies with superior fundamental scores larger weights in the index, you can take comfort in knowing your exposure is tilted towards the most robust companies.

Source: Lyxor International Asset Management, MSCI. For illustrative purposes only.

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Source: Lyxor International Asset Management, MSCI. For illustrative purposes only. *Companies involved in the following businesses are excluded: Controversial Weapons, Nuclear Weapons, Civilian Firearms, Tobacco, Thermal Coal, Oil Sands. Companies involved in very severe business controversies as defined by the MSCI ESG Controversies Methodology are excluded. Companies not assessed by MSCI’s ESG Controversy Scores are excluded. **Securities in the top half of the ranked universe are eligible for inclusion in the final index. The final number of securities in the index is determined as: N= Minimum (Maximum (Securities in the top half of the ranked universe, 60), 250).

Stock cap: 15%

EM cap: ACWI IMI + 10%***

Semi-annual index review

Annual keyword review

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Source: Lyxor International Asset Management, MSCI. For illustrative purposes only. ***Only Emerging Markets from the following countries are eligible for the final portfolio: China, Taiwan, South Korea, South Africa, Brazil, Thailand, Malaysia and Mexico.