The Fund seeks to replicate (with a maximum tracking error of 1%) the performance of the J.P. Morgan ESG EMU Government Bond IG 3- 5 Year (TR) Index (the Index) by investing in debt securities issued by countries included in the Index, respecting the Index's weightings (full replication), or in a sample of debt securities included in the Index(optimised replication). The Index applies ESG scoring and screening methodology (such as environmental conventions, labour rights conventions, human rights, etc.) to tilt toward issuers ranked higher on ESG criteria, and to underweight or remove issuers that rank lower.