Digital DPM - Open Arch ETF ESG 6+ - Climate Data, Carbon Emissions & Sustainability Report (2022, 2022-12-30 to 2023-03-31)

Digital DPM - Open Arch ETF ESG 6+

Climate Impact & Sustainability Data (2022, 2022-12-30 to 2023-03-31)

Climate mitigation
Adjustment to climate change
Protection of biodiversity
Sustainable use and protection of water and maritime resources
Transition to a circular economy
Avoidance and reduction of environmental pollution
Protection of healthy ecosystems
Sustainable land use
Compliance with recognized labour law standards
Employment safety and health protection
Appropriate remuneration, fair working conditions, diversity, and training and development opportunities
Trade union rights and freedom of assembly
Guarantee of adequate product safety, including health protection
Application of the same requirements to entities in the supply chain
Inclusive projects or consideration of the interests of communities and social minorities
Tax honesty
Anti-corruption measures
Sustainability management by the board
Board remuneration based on sustainability criteria
The facilitation of whistleblowing
Employee rights guarantees
Data protection guarantees
Disclosure of information

Sustainability risks (environmental, social, or governance events) that could negatively impact investment value.
Risks from natural disasters exacerbated by lack of attention to sustainability.

Consideration of sustainability risks in addition to usual financial data during investment decisions.
ESG criteria integrated throughout investment research, including identification of global sustainability trends and financially relevant ESG issues.
Special scrutiny of risks from climate change consequences or violations of internationally recognized guidelines (UN Global Compact, ILO core labour standards, UN Guiding Principles on Business and Human Rights, OECD Guidelines for Multinational Enterprises).
Use of a database-based software solution incorporating ESG data from other research companies and MorgenFund research results.
ESG monitoring of investments made after ESG-integrated analysis.

Extreme weather events (heat waves, droughts, floods, storms, hailstorms, forest fires, avalanches)
Long-term climate change (decreasing snow, changed precipitation, unstable weather, rising sea levels, changes in ocean currents, winds, land productivity, reduced water availability, ocean acidification, global warming)

Total Carbon Emissions:267.35 tCO2e per million EUR invested (Carbon Footprint)

Carbon Intensity:689.81 (weighted average carbon intensity scope 1+2+3)

99.85% of investments aligned with environmental and social characteristics; 21.39% were sustainable investments (as defined by Article 2(17) of EU Regulation 2019/2088).

99.85% of investments aligned with environmental and social characteristics; Invested in target funds that avoided issuers with high severity of norm violations (corporate governance, human and labor rights, safety, business ethics).

Invested primarily in Article 8 and Article 9 funds (as defined in SFDR), indicating adherence to good governance practices; Avoided issuers with high severity of norm violations.

Data limitations for ESG assessment; Determining Taxonomy alignment for sovereign bonds.

Used data from multiple providers, public sources, and internal assessments; Developed a proprietary ESG valuation methodology; Look-through approach for target fund holdings (subject to data availability).

Frameworks Used: SFDR (EU Regulation 2019/2088), EU Taxonomy

Sustainable investments contributed to at least one of the UN SDGs with environmental and/or social objectives.