Combined ESG factors

Weighted average ESG rating of the benchmark (voluntary).

Overall ESG rating of top ten benchmark constituents by weighting in the benchmark (voluntary).

Environmental

Weighted average environmental rating of the benchmark (voluntary).

Exposure of the benchmark portfolio to renewable energy as measured by capital expenditures (CapEx) in those activities (as a share of total CapEx by energy companies included in the portfolio) (voluntary).

Exposure of the benchmark portfolio to climate-related physical risks, measuring the effects of extreme weather events on companies’ operations and production or on the different stages of the supply chain (based on issuer exposure) (voluntary).

Degree of exposure of the portfolio to the sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006 of the European Parliament and of the Council6 as a percentage of the total weight in the portfolio.

Greenhouse gas (GHG) intensity of the benchmark.

Percentage of GHG emissions reported versus estimated.

Exposure of the benchmark portfolio to companies the activities of which fall under Divisions 05 to 09, 19 and 20 of Annex I to Regulation (EC) No 1893/2006.

Exposure of the benchmark portfolio to activities included in the environmental goods and services sector, as defined in Article 2, point (5) of Regulation (EU) No 691/2011 of the European Parliament and of the Council7.

Social

Weighted average social rating of the benchmark (voluntary).

International treaties and conventions, United Nations principles or, where applicable, national law used in order to determine what constitutes a ‘controversial weapon’.

Weighted average percentage of benchmark constituents in the controversial weapons sector.

Weighted average percentage of benchmark constituents in the tobacco sector.

Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law.

Exposure of the benchmark portfolio to companies without due diligence policies on issues addressed by the fundamental International Labor Organisation Conventions 1 to 8.

Weighted average gender pay gap.

Weighted average ratio of female to male board members.

Weighted average ratio of accidents, injuries, fatalities.

Numbers of convictions and amount of fines for violations of anti-corruption and anti-bribery laws.

Governance

Weighted average governance rating of the benchmark (voluntary).

Weighted average percentage of board members who are independent.

Weighted average percentage of female board members.