The investment objective of the Fund is to achieve the net total return performance of the EURO STOXX® Optimised Banks Index (the "Reference Index") less fees, expenses and transaction costs. The Reference Index is is a free float market cap weighted index. It is a subset of the EURO STOXX® Banks index which comprises the Eurozone subset of the STOXX® Europe 600 Banks index. The EURO STOXX® Optimised Banks Index comprises financial services companies which are selected from the STOXX® Europe 600 index by applying certain filters including a liquidity factor and a capping of 20, 15 or 10% depending on the number of components in the index. The free float market capitalisation, liquidity factors (to ensure relevant components have a sufficiently liquid trading market) and cap factors (ensuring no component constitutes part of the Reference Index above a pre-determined percentage level) are reviewed quarterly.