AMUNDI MSCI WORLD MOMENTUM SCREENED FACTOR UCITS ETF - USD ACC ETF

The objective of the Sub-Fund is to track the performance of the index 'MSCI World Momentum Select ESG Low Carbon Index' (the 'Index'). The Sub-Fund aims to achieve a level of tracking error of the Sub-Fund and its Index that will not normally exceed 1%. The Index is an equity index based on the MSCI World Index, representative of the large and mid-cap stocks across developed markets countries (the 'Parent Index'). The Index is designed to represent the performance of a strategy that seeks to maximize the exposure to a momentum factor (i.e. well performing stocks tending to perform well in trending markets) while systematically integrating environmental, social and governance ('ESG') characteristics, as further described in Annex 1 - ESG Related Disclosures to the Sub-Fund's prospectus. The Index is constructed by selecting constituents of a market capitalization weighted index and applying an optimization process that aims to maximize the exposure to a momentum factor, reduce the carbon-equivalent exposure to CO2 and other greenhouse gases ('GHG') by thirty percent (30%) and improve the weighted-average industry-adjusted ESG score of the Index with respect to its Parent Index.