The Sub-Fund is an index-tracking UCITS passively managed. The investment objective of the Receiving Sub-Fund is to track both the upward and the downward evolution of the STOXX Europe 600 Energy Screened+ Index (the “Index”), denominated in Euros and representative of the performance of European companies in the energy industry after applying a set of compliance, involvement and ESG performance screens, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the Tracking Error, under normal market conditions is expected to be up to 1%.