The objective of this Sub-Fund is to track the performance of MSCI North America ESG Broad CTB Select Index (the "Index"), and to minimize the tracking error between the net asset value of the Sub-Fund and the performance of the Index. The Index is an equity index representative of the large and mid-cap segments of the US and Canada markets (the "Parent Index"). The Index excludes companies from the Parent Index based on social or environmental criteria. Additionally, the Index aims to represent the performance of a strategy that reweights securities based upon the opportunities and risks associated with the climate transition to meet the EU Climate Transition Benchmark (EU CTB) regulation minimum requirements.