The investment objective of the Fund is to track the performance before fees and expenses of the Underlying Asset, which is the Solactive ISS ESG Developed Markets Eurozone Net Zero Pathway Index (the “Reference Index”). The Reference Index is designed to reflect the performance of large and medium capitalisation companies across developed market countries in the European Economic and Monetary Union which are selected and weighted with the aim of seeking alignment with EU Paris-aligned Benchmark (“EU PAB”) standards and certain net zero frameworks.