# Index benchmark of the ETF is ICE EUA Carbon Futures Index (Excess Return).

* Sub-Fund Inception Date: 21 March 2022

Past performance information is not indicative of future performance. Investors may not get back the full amount invested.

The computation basis of the performance is based on the calendar year end, NAV-to-NAV, with interests reinvested.

These figures show by how much the fund increased or decreased in value during the period shown.

Performance data has been calculated in HKD including ongoing charges and excluding trading costs on SEHK you might have to pay.

Where no past performance is shown there was insufficient data available in that year to provide performance.

Please refer to the Prospectus for details of the index provider including any disclaimer.

Source: China International Capital Corporation Hong Kong Asset Management Limited, Bloomberg 

General risk warning: 

• Investment involves risk, including possible loss of principal. There can be no assurance that the Sub-Fund will achieve its stated objectives. Past performance is not indicative of future performance. 

• Carefully consider the Sub-Fund’s investment objectives, risk factors, charges and expenses before investing. Additional information can be found in the Sub-Fund’s Prospectus and Product Key Facts Statement of the Sub-Fund (together, the “Offering Documents”).

• You should not make any investment decision based on the information as per above.  Read the Offering Documents carefully before investing. The Offering Documents should be read for further details including the risk factors.

• Nothing contained in this wesbite constitutes investment advice or should be relied on as such. This wesbite has not been reviewed by the Securities and Futures Commission of Hong Kong (SFC). The Sub-Fund has been authorised as collective investment schemes by the SFC. SFC authorisation is not a recommendation or endorsement of a scheme nor does it guarantee the commercial merits of a scheme or its performance. It does not mean the scheme is suitable for all investors nor is it an endorsement of its suitability for any particular investor or class of investors.

Tracking Difference (TD):

Tracking difference is the return difference between an ETF and its underlying benchmark/ index over a certain period of time.

Tracking Error (TE):

Tracking error measures how consistently an ETF follows its benchmark/ index. It is the volatility (measured by standard deviation) of that return difference.

TD for calendar year 2023: 2.12%

Sub-Fund Inception Date: 21 March 2022

Trading Cessation Date: 25 November 2024

^Annualised based on the number of dealing days in the past year when daily TD is calculated

The objective of the CICC Carbon Futures ETF is to track the ICE EUA Carbon Futures Index (Excess Return) (“Excess Return” does not mean any additional return on the Sub-Fund’s performance) based on the price movement of all the ICE EUA Futures Contracts, and not the Spot Price of EUA. Because the Sub-Fund tracks the ICE EUA Carbon Futures Index and due to the contango/backwadation effect associated with futures investment, the performance of the NAV of the Sub-Fund and Spot Price of EUA may deviate from each other. You can compare the historical performance of NAV of the Sub-Fund with the Spot Price of EUA for any given period below by entering the start and end date below. 

Only the net asset value of the Sub-Fund is considered in the simulation of its historical performance. Other factors such as trading costs on SEHK and trading at premium/discount are not taken into account, which may cause this simulated return does not always reflect your actual investment.

The objective of the CICC Carbon Futures ETF is to track the ICE EUA Carbon Futures Index (Excess Return) (“Excess Return” does not mean any additional return on the Sub-Fund’s performance) based on the price movement of all the ICE EUA Futures Contracts, and not the Spot Price of EUA. Because the Sub-Fund tracks the ICE EUA Carbon Futures Index and due to the contango/backwadation effect associated with futures investment, the performance of the NAV of the Sub-Fund and Spot Price of EUA may deviate from each other. You can compare the historical performance of the Index with the Spot Price of EUA for any given period below by entering the start and end date below.