FACTSHEET - AS OF 11-Oct-2024
Solactive L&G Enhanced ESG Europe ex UK Index TR

HISTORICAL PERFORMANCE

CHARACTERISTICSISIN / WKN

DE000SL0EA40 / SL0EA4

Base Value / Base Date

100 Points / 07.05.2014

Bloomberg / Reuters/ .SOEESGET

Last Price

249.61

Index Calculator

Solactive AG

Dividends

Reinvested

Index Type

Total Return

Calculation

Index Currency

GBP

Index Members

315

History

9:00 am to 10:50 pm (CET), every 15 seconds
Available daily back to 07.05.2014

FACTSHEET - AS OF 11-Oct-2024
Solactive L&G Enhanced ESG Europe ex UK Index TR

STATISTICS
GBP
Performance
Performance (p.a.)Volatility (p.a.)
HighLow
Sharpe Ratio*
Max. Drawdown
VaR 95 \ 99
CVaR 95 \ 99

30D90D

180D

360D

YTD

Since Inception

2.04%-0.83%

3.95%

17.86%

9.41%

11.43%
250.8011.64%
252.47

11.45%
254.3810.38%
254.3810.65%
254.38149.61%
9.17%
15.54%
254.38244.382.01-2.04%

237.70-0.71-5.57%

237.120.28-6.56%

203.04
1.27-6.56%-17.9% \ -24.8%-21.7% \ -28.3%

221.070.67-6.56%

91.63
0.27-26.75%-23.4% \ -43.4%-35.8% \ -58.4%* Up to 31 December 2021, ex-post Sharpe ratios use as input for the risk free rate term the London Inter-Bank Offered rates in the respective currencies of the index and at a term equal to the observation period. From 3 January2022 onwards, Sharpe ratios will be / are calculated using as reference risk free rate input the overnight replacement rate for these currencies, namely SONIA (for GBP), SOFR (for USD) and EURIBOR Overnight (for EUR).

COMPOSITION BY CURRENCIESCOMPOSITION BY COUNTRIESTOP COMPONENTS AS OF 11-Oct-2024
CompanyTicker

CountryCurrency

Index Weight (%)

NOVO NORDISK A/SNOVOB DC Equity

DK

DKK

5.68%

ASML HOLDING NV

ASML NA Equity

NL

EUR

4.55%

SAP SESAP GY Equity

DEEUR

4.02%

ROCHE HOLDING AG

ROG SE Equity

CH

CHF

3.61%

NOVARTIS AGNOVN SE Equity

CH

CHF

3.46%

NESTLE SANESN SE Equity

CHCHF

3.11%

SU FP Equity

FR

EUR

2.16%

SCHNEIDER ELECTRIC SE
LVMH MOET HENNESSY LOUIS VUITTON SE

MC FP Equity

FREUR

2.00%

SIEMENS AG

SIE GY Equity

DEEUR

2.00%

SANOFI SA

SAN FP Equity

FREUR

1.69%

FACTSHEET - AS OF 11-Oct-2024
Solactive L&G Enhanced ESG Europe ex UK Index TR

DISCLAIMER© Solactive AG, 2024. All rights reserved.
The information contained in this factsheet is impersonal, not tailored to the needs of any person, entity or group of persons and for informational purposes only. The
information contained herein has been obtained from public sources believed to be reliable, but no representation or warranty, express or implied, is made that suchinformation is accurate or complete and it should not be relied upon as such. The content is provided on an ”as is” basis. Solactive AG accepts no responsibility or liability forany errors or for any loss from use of this factsheet or any of the information or data contained herein. In no event shall Solactive AG be liable to any party for any direct,
indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income orlost profits and opportunity costs) in connection with any use of the factsheets and its content even if advised of the possibility of such damages.
It is not possible to invest directly in an index. Exposure to assets represented by an index is available through investable financial instruments that seek to provide aninvestment return based on the performance of an index. A decision to invest in any such financial instrument should not be made in reliance on any of the statements set
forth in this document. Prospective investors are advised to make an investment in any such financial instrument only after carefully considering the risks associated withinvesting in such financial instruments, as detailed in an offering memorandum or similar document that is prepared by or on behalf of the issuer of the financial instrument
or vehicle.
The financial instruments are not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee
or assurance either with regard to the results of using the Index and/or Index trade mark or the Index level at any time or in any other respect. Solactive AG makes noassurance that financial instruments based on the index will accurately track index performance or provide positive investment returns. Solactive AG is not an investment
adviser and nothing in this factsheet constitutes a recommendation by Solactive AG to invest capital in financial instruments nor does it in any way represent an assurance
or opinion of Solactive AG with regard to any investment in a financial instrument. Inclusion of a security within an index is not a recommendation by Solactive AG to buy,sell, or hold such security, nor is it considered to be investment advice.
Past performance should not be considered as indication or guarantee of any future results. Charts and graphs are provided for illustrative purposes.
This info service is offered exclusively by Solactive AG, Platz der Einheit 1, D-60327 Frankfurt am Main|E-Mail: indexing@solactive.com”Solactive”, ”Solactive GBS”, ”German Index Engineering” and the logo

are registered trademarks of Solactive AG.

The information in this document does not constitute tax, legal or investment advice. The factsheet is proprietary to Solactive AG. Its content may not be modified,
reproduced, redistributed or stored in a retrieval system in whole or in part without the prior written consent of Solactive AG.