The Fund aims to track as closely as possible the returns of the MSCI Europe Climate Paris Aligned Index. The Index is a subset of the MSCI Europe Index (the Parent Index) and made up of shares of large and mid-sized companies (as measured by the market value of their shares) based in 15 developed markets countries in Europe, as defined by the Index Provider. The Index is designed to support investors seeking to reduce their exposure to transition and physical climate risks and who wish to pursue opportunities arising from the transition to a lower-carbon economy while aligning with the Paris Agreement requirements.