Summary
This document is a factsheet detailing the Systematic ESG World Equity strategy as of December 31, 2025. The strategy focuses on companies that align with sustainability themes and the Sustainable Development Goals (SDGs), employing a methodology developed by DGAM’s Responsible Investment (RI) team. It outlines a systematic approach that incorporates a multi-factor model and rigorous active risk control, while excluding securities linked to tobacco, weapons, fossil fuels, alcohol, gambling, adult entertainment, and other harmful practices. The factsheet provides key statistics, including the strategy's assets under management (AUM) of $242 million and its inception dates. It describes the portfolio construction process aimed at maximizing exposure to various factors while adhering to diversification constraints. Additionally, the document includes ESG statistics comparing the portfolio's carbon emissions, water intensity, and board gender diversity against a benchmark index, highlighting the strategy's commitment to responsible investment practices.
