The investment objective of the fund is to track both the upward and the downward evolution of the Euronext European Strategic Autonomy index, denominated in EUR, while minimizing the volatility between the Sub-Fund and the Index. The Index is an equity index based on Euronext Developed Europe Total Market index designed to capture the performance of European companies, incorporated within the European Economic Area (EEA) and that play a critical role in strengthening Europe's strategic autonomy across essential sectors such as aerospace and defense, financials, energy production and distribution.