The Fund tracks as closely as possible the performance of the Bloomberg Euro Government 1-3 Year Lower Carbon Index (the Index), while minimising the tracking error between the Funds performance and that of the Index, while promoting environmental, social and governance (ESG) characteristics within the meaning of Article 8 of SFDR. The Index consists of fixed-rate, investment-grade sovereign debt from member states of the European Union that participate in the European Monetary Union. The Index only includes securities with maturities between 1-3 years.