# AXA WF Global Factors - Sustainable Equity I EUR
## Benchmark
Since: 24/07/2013
100% MSCI World Total Return Net

## Fund Key Metrics
Port.	Bench.
| Key Figures (EUR)* Fund Cumulative Performance (%)		Current NAV YTD	1Y	3Y	10Y	Launch	Acc.		Inc. +19.01	+30.05	+49.45	-  +166.36	266.36	124.45 Fund Annualized Performance (%)	Assets Under Management (M) 3 Y.	5 Y.	10 Y.	Launch		USD +14.33	+12.12	-	+12.99	990.96 Dividend Record |
| --- |
| Record Date	Ex-Date	Dividend per Share	12 month Yield (%) |
| Dec 2019	27/12/2019	30/12/2019	0.09	0.09 |
| Dec 2020	29/12/2020	30/12/2020	1.41	1.36 |
| 12 Month Yield = (Sum of Dividends) / (Ending NAV). The 12 Month yield is calculated based on the sum of the distributions over the previous 12 months and the latest NAV. The 12 month yield may be higher or lower than the actual annual dividend yield. A positive distribution yield does not imply positive return. Dividends are not guaranteed. Past dividends are not indicative of future dividends. Please note that a positive distribution yield does not imply a positive return. Investors should not make any investment decision solely based on information contained in the table above. You should read the relevant offering document (including the key facts statement) of the fund for further details including the risk factors. Performance & Risk Performance Evolution (EUR) 160 140 120 100 80 31/07/18	30/01/19	30/07/19	30/01/20	30/07/20	30/01/21 30/07/21 |
| Portfolio* (49.45%)	Benchmark (48.09%) |  |
| Data is rebased to 100 by AXA IM on the graph start date. Past performance is not a reliable indicator of future results. Performance calculations are net of fees, based on the reinvestment of dividends. The benchmark, when there is one could be calculated on the basis of net or gross dividend. Please refer to the prospectus for more information. * 1st NAV date: 24/07/2013 |

Number of Holdings	332	1559
Turnover: Rolling 1Y (%)	64	-
Active Share (%)	54	-

## Fund Profile
ESG Rating
ESG Relative Rating
CO2 Relative rating
% of AUM covered by ESG absolute rating: Portfolio = 98.7% Benchmark = (not meaningful for coverage below 50%)
% of AUM covered by CO2 intensity indicator: Portfolio
= 98.7% Benchmark = (not meaningful for coverage below 50%)
| Risk Analysis |  |
| --- | --- |
|  | 1Y | 3Y | 5Y | Launch |
| Portfolio Volatility* (%) | 10.31 | 14.60 | 12.13 | 11.56 |
| Benchmark Volatility (%) | 11.77 | 16.63 | 13.64 | 12.88 |
| Relative Risk/Tracking Error  (%) | 3.34 | 4.01 | 3.32 | 3.23 |
| Sharpe Ratio | 2.96 | 1.02 | 1.04 | 1.17 |
| Information Ratio | -1.29 | 0.16 | -0.16 | 0.22 |
| Rolling Performance (%) |  |  |  |  |
| 1M	3M	6M	YTD	31/07/2020	31/07/2019	31/07/2018	31/07/2017	31/07/2016	Launch |
|  |  |  |  |  | 31/07/2021 | 31/07/2020 | 31/07/2019 | 31/07/2018 | 31/07/2017 |  |
| Portfolio* | 3.16 | 7.65 | 20.61 | 19.01 | 30.05 | -0.50 | 15.49 | 11.64 | 6.26 | 166.36 |
| Benchmark | 1.80 | 6.39 | 19.08 | 18.74 | 34.70 | 0.97 | 8.89 | 12.74 | 10.14 | 161.84 |
| Excess Return | 1.36 | 1.27 | 1.53 | 0.27 | -4.65 | -1.47 | 6.60 | -1.09 | -3.87 | 4.52 |


## Annual Calendar Performance (%)
|  | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio* | 2.46 | 29.93 | -0.23 | 6.99 | 9.45 | 13.23 | 22.17 | - | - | - |
| Benchmark | 6.33 | 30.02 | -4.11 | 7.51 | 10.73 | 10.42 | 19.50 | - | - | - |
| Excess Return | -3.87 | -0.09 | 3.88 | -0.52 | -1.27 | 2.81 | 2.67 | - | - | - |

Past performance is not a reliable indicator of future results. Performance calculations are net of fees, based on the reinvestment of dividends. The benchmark, when there is one could be calculated on the basis of net or gross dividend. Please refer to the prospectus for more information.
| Portfolio Analysis |  |
| --- | --- |
| Top 10 Holdings |
| Equity |  |  | Weighting (%) | Sector | Geography |
|  | Portfolio | Benchmark | Relative |  |  |
| Apple Inc | 3.67 | 4.16 | -0.49 | Information Technology | United States |
| Microsoft Corp | 3.25 | 3.47 | -0.22 | Information Technology | United States |
| Alphabet Inc | 2.23 | 2.73 | -0.50 | Communication Services | United States |
| Amazon.com Inc | 1.77 | 2.42 | -0.65 | Consumer Discretionary | United States |
| Facebook Inc | 1.12 | 1.46 | -0.34 | Communication Services | United States |
| Texas Instruments Inc | 1.09 | 0.30 | 0.79 | Information Technology | United States |
| Oracle Corp | 1.02 | 0.28 | 0.74 | Information Technology | United States |
| Berkshire Hathaway Inc | 0.93 | 0.65 | 0.28 | Financials | United States |
| Medtronic PLC | 0.92 | 0.30 | 0.62 | Health Care | United States |
| Automatic Data Processing Inc | 0.91 | 0.15 | 0.76 | Information Technology | United States |
| Total (%) | 16.91 | 15.92 |  |  |  |

* 1st NAV date: 24/07/2013

## Top 5 Overweight (%)	Top 5 Underweight (%)
Port. Bench. Relative	Port. Bench. Relative
| Texas Instruments Inc | 1.09 | 0.30 | 0.79 |  | Tesla Inc | 0.00 | 0.90 | -0.90 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Automatic Data Processing Inc | 0.91 | 0.15 | 0.76 |  | NVIDIA Corp | 0.00 | 0.82 | -0.82 |
| Oracle Corp | 1.02 | 0.28 | 0.74 |  | Johnson & Johnson | 0.00 | 0.77 | -0.77 |
| Rockwell Automation Inc | 0.75 | 0.06 | 0.68 |  | Amazon.com Inc | 1.77 | 2.42 | -0.65 |
| Emerson Electric Co | 0.77 | 0.10 | 0.67 |  | Walt Disney Co | 0.00 | 0.54 | -0.54 |
| Sector Breakdown (%) |  |  |  |  | Active Exposure by Sector (%) |  |  |  |

Portfolio	Benchmark
Information Technology	20.64	22.50
Financials	17.62	13.28
Industrials	15.14	10.55
Health Care	13.41	12.76
Consumer Staples	10.18	7.00
Communication Services	6.40	9.14
Consumer Discretionary	5.82	11.87
Real Estate	3.67	2.76
Materials	3.50	4.45
Utilities	2.43	2.76
Energy	0.11	2.92
Cash	1.08	0.00
-7	-6	-5	-4	-3	-2	-1	0	1	2	3	4	5

## Geographical Breakdown (%)
Portfolio	Benchmark
United States	69.57	67.16
Canada	5.88	3.25
Japan	5.71	6.59
France	2.71	3.29
United Kingdom	2.36	3.89
Switzerland	1.94	2.99
Germany	1.79	2.68
Australia	1.64	2.14
Netherlands	1.29	1.67
Sweden	1.15	1.06
Ireland	0.98	0.63
Italy	0.91	0.63
Other	2.99	4.02
Cash	1.08	0.00

## Active Exposure by Geography (%)
-2	-1	0	1	2	3
MarketCap Breakdown (USD - %)
45
40
35
30
25
20
15
10
5
0	0 To
250mn
3bn To 5bn
5bn To 10bn
10bn To 25bn
25bn To 100bn
100bn To 250bn
More Than 250bn
Cash
Port.	0.12	0.14	2.17	12.55	39.45	22.08	22.42	1.08
Bench.	-	0.24	2.97	13.31	33.20	22.88	27.40	-

Translation (ENFR, 2021-07-30):
# AXA WF Global Factors - Sustainable Equity I EUR
## Indice de réference
Depuis le: 24/07/2013
100% MSCI World Total Return Net
Port.

## Caractéristiques du portefeuille
Indice de réf.
Nombre de lignes	332 1559 Turnover: Glissant 1an (%)		64	- Active Share (%)		54	-

## Profil du portefeuille
Notation ESG
Notation ESG relative
Intensité relative en CO2
% de l’encours sous gestion couvert par la note ESG absolue : Portefeuille = 98.7% Indice de référence = (n'est pas significatif lorsque le taux de couverture est inférieur à 50%)
% de l’encours sous gestion couvert par l’indicateur d’intensité en CO2 : Portefeuille = 98.7% Indice de référence = (n'est pas significatif lorsque le taux de couverture est inférieur à 50%)
| Chiffres clés (EUR)* Performances cumulées du fonds (%)		Valeur liquidative YTD	1 an	3 ans	10 ans  Création	Cap.		Dis. +19.01	+30.05	+49.45	-  +166.36	266.36	124.45 Performances annualisées du fonds (%)	Actif net du fonds (M) 3 ans	5 ans	10 ans	Création		USD +14.33	+12.12	-	+12.99	990.96 Historique du dividende |
| --- |
| Date	Date de détachement	Dividende		Rendement d’enregistrement	du dividende		par part	annualisé (%) |
| Dec 2019	27/12/2019	30/12/2019	0.09	0.09 |
| Dec 2020	29/12/2020	30/12/2020	1.41	1.36 |
| Rendement annualisé = [(1 + dividende par action / VL à la date ex-dividende)^Nombre de distributions de dividendes par an - 1] X 100. Le calcul du rendement annualisé s’appuie sur la dernière distribution de dividende et peut être supérieur ou inférieur au rendement annuel du dividende effectif. Un rendement du dividende positif n’implique pas une performance positive. Le dividende n’est pas garanti. Les dividendes antérieurs ne présagent pas des dividendes futurs. Veuillez noter qu’un rendement du dividende positif n’implique pas une performance positive. Les investisseurs ne doivent prendre aucune décision d’investissement fondée uniquement sur les informations contenues dans le tableau ci-dessus. Vous devez lire le document d’offre pertinent (y compris les chiffres clés) du fonds pour obtenir plus d’informations, y compris les facteurs de risque. Performance et risque Evolution de la performance (EUR) 160 140 120 100 80 31/07/18	30/01/19	30/07/19	30/01/20	30/07/20	30/01/21 30/07/21 |
| Portefeuille* (49.45%)	Indice de réference (48.09%) |  |
| Les données sont rebasées à 100 par AXA IM à la date de début du graphique. Les performances passées ne préjugent pas des résultats futurs. Les calculs de performances sont nets de frais et réalisés coupons réinvestis. L’indice de référence, le cas échéant, pourrait être calculé sur la base des coupons nets ou bruts. Veuillez consulter le prospectus pour obtenir plus d’informations. * Date de la 1ère Valeur Liquidative : 24/07/2013 |

| Analyse du risque |  |
| --- | --- |
|  | 1 an | 3 ans | 5 ans | Création |
| Volatilité du portefeuille* (%) | 10.31 | 14.60 | 12.13 | 11.56 |
| Volatilité de l'indice de référence (%) | 11.77 | 16.63 | 13.64 | 12.88 |
| Risque relatif/Tracking Error  (%) | 3.34 | 4.01 | 3.32 | 3.23 |
| Ratio de Sharpe | 2.96 | 1.02 | 1.04 | 1.17 |
| Ratio d'information | -1.29 | 0.16 | -0.16 | 0.22 |
| Performance glissante (%) |  |  |  |  |
| 1 mois	3 mois	6 mois	YTD	31/07/2020	31/07/2019	31/07/2018	31/07/2017	31/07/2016	Création |
|  |  |  |  |  | 31/07/2021 | 31/07/2020 | 31/07/2019 | 31/07/2018 | 31/07/2017 |  |
| Portefeuille* | 3.16 | 7.65 | 20.61 | 19.01 | 30.05 | -0.50 | 15.49 | 11.64 | 6.26 | 166.36 |
| Indice de réference | 1.80 | 6.39 | 19.08 | 18.74 | 34.70 | 0.97 | 8.89 | 12.74 | 10.14 | 161.84 |
| Ecarts | 1.36 | 1.27 | 1.53 | 0.27 | -4.65 | -1.47 | 6.60 | -1.09 | -3.87 | 4.52 |


## Performance calendaire annuelle (%)
|  | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portefeuille* | 2.46 | 29.93 | -0.23 | 6.99 | 9.45 | 13.23 | 22.17 | - | - | - |
| Indice de réference | 6.33 | 30.02 | -4.11 | 7.51 | 10.73 | 10.42 | 19.50 | - | - | - |
| Ecarts | -3.87 | -0.09 | 3.88 | -0.52 | -1.27 | 2.81 | 2.67 | - | - | - |

Les performances passées ne préjugent pas des résultats futurs. Les calculs de performances sont nets de frais et réalisés coupons réinvestis. L’indice de référence, le cas échéant, pourrait être calculé sur la base des coupons nets ou bruts. Veuillez consulter le prospectus pour obtenir plus d’informations.
| Analyse du portefeuille |  |
| --- | --- |
| 10 principaux titres |
| Action |  | Pondération (%) | Secteur | Géographie |
| Portefeuille | Indice de réference | Relative |  |  |
| Apple Inc	3.67 | 4.16 | -0.49 | Technologie | Etats-Unis |
| Microsoft Corp	3.25 | 3.47 | -0.22 | Technologie | Etats-Unis |
| Alphabet Inc	2.23 | 2.73 | -0.50 | Services de Communication | Etats-Unis |
| Amazon.com Inc	1.77 | 2.42 | -0.65 | Biens de conso. Cycliques | Etats-Unis |
| Facebook Inc	1.12 | 1.46 | -0.34 | Services de Communication | Etats-Unis |
| Texas Instruments Inc	1.09 | 0.30 | 0.79 | Technologie | Etats-Unis |
| Oracle Corp	1.02 | 0.28 | 0.74 | Technologie | Etats-Unis |
| Berkshire Hathaway Inc	0.93 | 0.65 | 0.28 | Finance | Etats-Unis |
| Medtronic PLC	0.92 | 0.30 | 0.62 | Santé | Etats-Unis |
| Automatic Data Processing Inc	0.91 | 0.15 | 0.76 | Technologie | Etats-Unis |
| Total (%)	16.91 | 15.92 |  |  |  |

* Date de la 1ère Valeur Liquidative : 24/07/2013

## 5 principales surpondérations (%)	5 principales sous-pondérations (%)
Port. Indice Relative de réf.
Port. Indice Relative de réf.
| Texas Instruments Inc | 1.09 | 0.30 | 0.79 |  | Tesla Inc | 0.00 | 0.90 | -0.90 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Automatic Data Processing Inc | 0.91 | 0.15 | 0.76 |  | NVIDIA Corp | 0.00 | 0.82 | -0.82 |
| Oracle Corp | 1.02 | 0.28 | 0.74 |  | Johnson & Johnson | 0.00 | 0.77 | -0.77 |
| Rockwell Automation Inc | 0.75 | 0.06 | 0.68 |  | Amazon.com Inc | 1.77 | 2.42 | -0.65 |
| Emerson Electric Co | 0.77 | 0.10 | 0.67 |  | Walt Disney Co | 0.00 | 0.54 | -0.54 |
| Exposition sectorielle (%) |  |  |  |  | Exposition sectorielle active (%) |  |  |  |

Portefeuille	Indice de réference
Technologie	20.64	22.50
Finance	17.62	13.28
Industrie	15.14	10.55
Santé	13.41	12.76
Biens de conso. de base	10.18	7.00
Services de Communication	6.40	9.14
Biens de conso. Cycliques	5.82	11.87
Immobilier	3.67	2.76
Matériaux	3.50	4.45
Services aux collectivités	2.43	2.76
Energie	0.11	2.92
Monétaire	1.08	0.00
-7	-6	-5	-4	-3	-2	-1	0	1	2	3	4	5

## Exposition géographique (%)
Portefeuille	Indice de réference
Etats-Unis	69.57	67.16
Canada	5.88	3.25
Japon	5.71	6.59
France	2.71	3.29
Royaume-Uni	2.36	3.89
Suisse	1.94	2.99
Allemagne	1.79	2.68
Australie	1.64	2.14
Pays-Bas	1.29	1.67
Suède	1.15	1.06
Irlande	0.98	0.63
Italie	0.91	0.63
Autres	2.99	4.02
Monétaire	1.08	0.00

## Exposition géographique active (%)
-2	-1	0	1	2	3

## Ventilation par capitalisation boursière (USD - %)
45
40
35
30
25
20
15
10
5
0	De 0 à
250 mns
De 3 à
5 mds
De 5 à
10 mds
De 10 à
25 mds
De 25 à
100 mds
De 100 à
250 mds
Plus de 250 mds
Monétaire
Port.	0.12	0.14	2.17	12.55	39.45	22.08	22.42	1.08
Indice de réf.	-	0.24	2.97	13.31	33.20	22.88	27.40	-