Title: Fact Sheet:SPDR® FTSE Global Convertible Bond UCITS ETF, Mar2025 URL Source: https://is.gd/rtz1Nn Markdown Content: Fund Objective The objective of the Fund is to track the performance of the global convertible bo nd market. Index Description The FTSE Qualified Global Convertible Monthly Hedged (CHF) index represents the performance achieved when hedging the currency exposure of its parent index, the FTSE Qualified Global Convertible Index, to CHF. The index is 100% hedged to CHF by selling forwards of all the currencies in the parent index at each monthly rebalance based on the anticipated exposure to each currency following the rebalance. The FTSE Qualified Global Convertible Index is designed to provide a broad measure of the performance of the investable, global convertible bo nd market. Tax Status As standard, SSGA aims to meet all applicable tax reporting requirements for all of the SPDR ETFs in the following countries. Applications are made throughout the year depending on the time scale required by each local tax authority: UK, Germany, Austria, Sw itzerland. Countries of Registration United Kingdom, Switzerland, Sweden, Spain, Norway, Netherlands, Luxembourg, Italy, Ireland, Germany, France, Finland, Denmar k, Austria Fund Information ISIN IE00BDT6FS23 Index Name FTSE Qualified Global Convertible Monthly Hedged (CHF) Index Index Ticker UCBITRCH Index Type Total Return Number of Constituents 323 Key Facts Inception Date 17-Jul-2018 Share Class Currency CHF Fund — Base Currency USD TER 0.55% Income Treatment Accumulation Replication Method Stratified Sampling UCITS Compliant Yes Domicile Ireland Investment Manager State Street Global Advisors Europe Limited Sub-Investment Manager(s) State Street Global Advisors Limited State Street Global Advisors Trust Company Fund Umbrella SSGA SPDR ETFs Europe II plc Share Class Assets (millions) Fr161.86 Total Fund Assets (millions) US$1,440.55 ISA Eligible Yes SIPP Eligible Yes PEA Eligible No Prior to 6th Jan 2025, the Fund was known as SPDR ® Refinitiv Global Convertible Bond CHF Hdg UCITS ETF (Acc) tracking the Refinitiv Qualified Global Convertible Monthly Hedged (CHF) Index. And Prior to 29 May 2020, the Fund was known as SPDR ® Thomson Reuters Global Convertible Bond CHF Hdg UCITS ETF (Acc). Prior to 6th Jan 2025, the Fund was known as SPDR ® Refinitiv Global Convertible Bond CHF Hdg UCITS ETF (Acc) tracking the Refinitiv Qualified Global Convertible Monthly Hedged (CHF) Index. And Prior to 29 May 2020, the Fund was known as SPDR ® Thomson Reuters Global Convertible Bond CHF Hdg UCITS ETF (Acc). Please be advised that due to all SSGA SPDR ETF Europe I & II sub-funds being closed on Friday 29th March 2024 fund pricing will reflect the NAV of Thursday 28th March meaning monthly fund performance figures may differ from the benchmark. Listings Exchange Exchange Ticker Trading Currency iNAV Ticker Bloomberg Code Reuters Code SEDOL Code SIX Swiss Exchange* GCVC CHF INSPF4C GCVC SE GCVC.S BDT6FS2 *Denotes Prima ry Listing 1 # SPDR ® FTSE Global # Convertible Bond CHF # Hdg UCITS ETF (Acc) # Fact Sheet # Fixed Income 31 March 2025 # 31 March 2025 2 Capital Risk: Investing involves risk including the risk of loss o f capital. Past performance is not a reliable indicator of future per formance. Performance Index Fund Gross Difference Fund Net Difference Annualised Returns (%) 1 Year 4.77 4.91 0.14 4.34 -0.43 3 Year 0.39 0.45 0.07 -0.10 -0.48 5 Year 6.57 6.77 0.20 6.19 -0.38 10 Year - - - - - Since Inception 3.59 3.81 0.22 3.24 -0.35 Cumulative Performance (%) 1 Month -1.58 -1.56 0.02 -1.60 -0.02 3 Month 1.12 1.18 0.05 1.04 -0.08 1 Year 4.77 4.91 0.14 4.34 -0.43 2 Year 12.94 13.09 0.15 11.86 -1.08 3 Year 1.17 1.37 0.20 -0.29 -1.45 5 Year 37.49 38.78 1.29 35.03 -2.46 10 Year - - - - - Since Inception 26.71 28.49 1.79 23.85 -2.85 Calendar Performance (%) 2025 1.12 1.18 0.05 1.04 -0.08 2024 6.43 6.43 0.01 5.85 -0.58 2023 8.96 9.10 0.14 8.50 -0.46 2022 -19.56 -19.53 0.03 -19.97 -0.41 2021 -1.63 -1.52 0.11 -2.06 -0.43 2020 32.15 33.22 1.07 32.49 0.34 Fund (%) Standard Deviation (3 Years) 9.03 Annualised Tracking Error (3 Years) 0.23 Past performance is not an indicator of future performance. The Gross of fees do not reflect and net of fees do reflect commissions and costs incurred on the issue and redemption, or purchases and sale, of units. If the performance is calculated on the basis of Gross/net asset values that are not denominated in the accounting currency of the collective investment scheme, its value may rise or fall as a result of currency flu ctuations. When the Fund is closed according to its official Net Asset Value (NAV) calendar but, nonetheless, a significant portion of the underlying security prices can be determined, a Technical NAV is calculated. Past Performance indicated herein has therefore been calculated using a Technical NAV when required, as well as the official NAV of the Fund as at each other business day for the releva nt period. Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic performance-linked Fund (whichever is the earliest) falls within th at period. Characteristics Number of Holdings 323 Delta 0.43 Average Maturity in Years 2.61 †Distribution Yield - † This measures the 12 month historical dividend pay-out per share divided by the NAV. Source: SSGA Characteristics, holdings, country allocations and sectors shown are as of date indicated at the top of this factsheet and are subject to change. Any reference to a specific company or security does not constitute a recommendation to buy, sell, hold or invest directly in such company or se curities. Top 10 Holdings Weight (%) ALIBABA GROUP HOLDING 0.5 06/01/2031 2.83 PING AN INSURANCE GROUP 0.875 07/22/2029 1.68 SK HYNIX INC 1.75 04/11/2030 1.12 MICROSTRATEGY INC 0 12/01/2029 0.95 RHEINMETALL AG 1.875 02/07/2028 0.92 PG&E CORP 4.25 12/01/2027 0.91 JD.COM INC 0.25 06/01/2029 0.90 RHEINMETALL AG 2.25 02/07/2030 0.89 FORD MOTOR COMPANY 0 03/15/2026 0.88 GOLD POLE CAPITAL CO LTD 1 06/25/2029 0.87 Credit Quality Breakdown* Weight (%) AAA 0.02 AA+ 4.51 AA 4.08 AA- 2.56 A+ 2.54 A 10.13 A- 9.03 BBB+ 13.23 BBB 7.00 BBB- 12.01 BB+ 4.73 BB 5.05 BB- 5.73 B+ 1.92 B 2.75 B- 2.81 CCC 0.90 C 3.68 NR 7.30 *Source: State Street Global Advisors, FinAPU, as of 31 Mar 2025. FinAPU provides an independent risk assessment platform of issuers based on real time available fundamental information allowing to evaluate issuers and instruments using data from Refinitiv and Fitch Solutions using proprietary risk and validated models. The indicative ratings are as of the date indicated, are subject to change, and should not be relied upon as current thereafter. For more Information, please go to fi napu.com. Sector Breakdown Weight (%) IT 23.99 Industrials 11.59 Utilities 6.87 Electronics 6.78 Pharmaceutical 6.52 Retail/Wholesale 5.94 Services 5.28 Leisure 4.82 Transport 3.99 Telecom 3.96 Cash 3.61 3 > Maturity Breakdown Weight (%) > 0 - 1 Year 26.40 > 1 - 3 Years 33.65 > 3 - 5 Years 29.64 > 5 - 7 Years 9.95 > 7 - 10 Years 0.15 > > 20 Years 0.21 > Currency Breakdown Weight (%) > USD 74.30 > EUR 18.03 > JPY 5.25 > HKD 0.75 > GBP 0.56 > SGD 0.46 > AUD 0.43 > CHF 0.22 > Country Weights Weight (%) > United States 60.54 > China 7.10 > Germany 6.60 > Japan 5.29 > France 4.86 > CASH 3.61 > Italy 2.39 > South Korea 1.90 > Spain 1.65 > Taiwan 1.49 > Australia 0.84 > United Kingdom 0.79 > Netherlands 0.66 > South Africa 0.50 > Switzerland 0.50 > Belgium 0.43 > Singapore 0.34 > Sweden 0.23 > Israel 0.18 > Canada 0.11 Contact Us Visit our website at ssga.com/etfs or contact your local SPDR ETF representative. Alternatively contact our SPDR ETF Sales and Support team at spdrseurope @ssga.com . France & Luxembourg spdretf_france@ssga.com +33 1 44 45 40 00 Germany spdrsgermany@ssga.com +49 69 66774 5016 Italy spdretf_italia@ssga.com +39 0232066 140 Netherlands spdr_nl@ssga.com +31 (0)20-7181071 Nordics spdrseurope@ssga.com +31 (0)20-7181071 Spain spdrseurope@ssga.com +39 0232066 140 Switzerland spdrsswitzerland@ssga.com + 41 (0)44 245 70 00 United Kingdom spdrseurope@ssga.com +44 (0) 203 395 6888 4 # ssg a.com/etfs Glossary Effective Convexity A measure of the curvature in the relationship between bond prices and bond yields that demonstrates how the duration of a bond changes as the interest rat e changes. Effective Duration A duration calculation for bonds that have embedded options. This measure of duration takes into account the fact that expected cash flows will fluctuate as interest rates change. Effective duration can be estimated using modified duration if a bond with embedded options behaves like an option-free bond. Yield to Maturity The total return anticipated on a bond if the bond is held until it matures. Yield to maturity is considered a long-term bond yield, but is expressed as an annual rate. In other words, it is the internal rate of return (IRR) of an investment in a bond if the investor holds the bond until maturity and if all payments are made as scheduled. Distribution Yield The Annual dividends per share (DPS) of the fund divided by the share price of the fund. Delta A measure of equity sensitivity showing the relationship between a percent change in stock price and corresponding expected percent change in convertible price; it is also known as price e lasticity. TER Total Expense Ratio is a fee charged to the fund, as a percentage of the Net Asset Value, to cover costs associated with operation and management of the portfolio of assets. For Professional Clients / Qualified Investors Use Only. Not for public dis tribution. ETFs trade like stocks, are subject to investment risk, fluctuate in market value and may trade at prices above or below the ETFs net asset value. Brokerage commissions and ETF expenses will reduc e returns. Marketing Com munication SPDR ETFs may not be available or suitable for you. The information provided does not constitute investment advice as such term is defined under the Markets in Financial Instruments Directive (2014/65/EU) and it should not be relied on as such. It should not be considered a solicitation to buy or an offer to sell any investment. It does not take into account any investor's or potential investor's particular investment objectives, strategies, tax status, risk appetite or investment horizon. If you require investment advice you should consult your tax and financial or other professiona l advisor. This document does not constitute an offer or request to purchase shares in SPDR ETFs Europe I plc and SPDR ETFs Euro pe II plc. Please refer to the Fund’s latest Key Information Document (KID)/Key Investor Information Document (KIID) and Prospectus before making any final investment decision. The latest English version of the prospectus and the KID/KIID can be found at www.ssga.com . A summary of investor rights can be found here: https://www.ssga.com/library- content/products/fund-docs/summary-of- investor-rights/ssga-spdr-investors-rights- summary.pdf Note that the Management Company may decide to terminate the arrangements made for marketing and proceed with de-notification in compliance with Article 93a of Directive 2 009/65/EC. All fund related documents are available for free of charge from the offices of the Local Representative/Agent or by visiting the www. ssga.com or by contacting State Street Custodial Services (Ireland) Limited, 78 Sir John Rogerson's Quay, Dublin 2 , Ireland. SPDR ETFs is the exchange traded funds ("ETF") platform of State Street Global Advisors and is comprised of funds that have been authorised by Central Bank of Ireland as open-ended UCITS investment companies. The funds are not available to U.S. investors. SSGA SPDR ETFs Europe I plc and SPDR ETFs Europe II plc issue ("the Company") issue SPDR ETFs, and is an open-ended investment company with variable capital having segregated liability between its sub-funds. The Company is organised as an Undertaking for Collective Investment in Transferable Securities (UCITS) under the laws of Ireland and authorised as a UCITS by the Central Bank of Ireland. Additional Important Inf ormation: For the UK, this document has been issued by State Street Global Advisors Limited ("SSGA"). Authorised and regulated by the Financial Conduct Authority, registered No. 2509928. VAT No. 5776591 81. Registered office: 20 Churchill Place, Canary Wharf, London, E14 5HJ Telephone: 020 3395 6000 Facsimile: 020 3395 6350 Web: www .ssga.com . For the EU, this document has been issued by State Street Global Advisors Europe (“SSGA”), regulated by the Central Bank of Ireland. Registered office address 78 Sir John Rogerson’s Quay, Dublin 2. Registered number 49934. T: +353 (0)1 776 3000. Fax: +353 (0)1 776 3300. Web: www .ssga.com . SPDR ETFs Local Representative/ Payi ng Agents: France: State Street Bank International GmbH Paris Branch, Cœur Défense -Tour A, 100, Esplanade du Général de Gaulle, 92931 Paris La Defense Cedex; Switzerland: State Street Bank GmbH Munich, Zurich Branch, Beethovenstrasse 19, 8027 Zurich and the main distributor in Switzerland, State Street Global Advisors AG, Beethovenstrasse 19, 8027 Zurich; Germany: State Street Global Advisors Europe Limited, Brienner Strasse 59, D-80333 Munich; Spain: Cecabank, S.A. Alcalá 27, 28014 Madrid (Spain); Denmark: Nordea Bank Denmark A/S, Issuer Services, Securities Services Hermes Hus, Helgeshøj Allé 33 Postbox 850 DK-0900 Copenhagen C; Austria: Erste Bank, Graben 21, 1010 Wien, Österreich; Sweden: SKANDINAVISKA ENSKILDA BANKEN AB, Global Transaction Services ST MH1, SE-106 40 Stockhol m, Sweden. The Fund/share class may use financial derivatives instruments for currency hedging and to manage the portfolio efficiently. The Fund may purchase securities that are not denominated in the share class currency. Hedging should mitigate the impact of exchange rate fluctuations however hedges are sometimes subject to imperfect matching which could genera te losses. THE SPDR FTSE GLOBAL CONVERTIBLE BOND UCITS ETF (THE “PRODUCT”) IS NOT SPONSORED, ENDORSED, SOLD OR PROMOTED BY FTSE LIMITED OR ANY OF ITS SUBSIDIARIES OR AFFILIATES (“FTSE”). FTSE MAKE NO REPRESENTATION OR WARRANTY, EXPRESS OR IMPLIED, TO THE OWNERS OF THE PRODUCT(S) OR ANY MEMBER OF THE PUBLIC REGARDING THE ADVISABILITY OF INVESTING IN SECURITIES GENERALLY OR IN THE PRODUCT(S) PARTICULARLY OR THE ABILITY OF THE FTSE QUALIFIED GLOBAL CONVERTIBLE INDEX (THE “INDEX”) TO TRACK GENERAL MARKET PERFORMANCE. FTSE’ ONLY RELATIONSHIP TO THE PRODUCT(S) AND STATE STREET GLOBAL ADVISORS (THE “LICENSEE”) IS THE LICENSING OF THE INDEX, WHICH IS DETERMINED, COMPOSED AND CALCULATED BY FTSE OR ITS LICENSORS WITHOUT REGARD TO THE LICENSEE OR THE PRODUCT(S). FTSE HAS NO OBLIGATION TO TAKE THE NEEDS OF THE LICENSEE OR THE OWNERS OF THE PRODUCT(S) INTO CONSIDERATION IN CONNECTION WITH THE FOREGOING. FTSE IS NOT RESPONSIBLE FOR AND HAS NOT PARTICIPATED IN THE DETERMINATION OF THE TIMING OF, PRICES AT, OR QUANTITIES OF THE PRODUCT(S) TO BE ISSUED OR IN THE DETERMINATION OR CALCULATION OF THE EQUATION BY WHICH THE PRODUCT(S) IS TO BE CONVERTED INTO CASH. FTSE HAS NO OBLIGATION OR LIABILITY IN CONNECTION WITH THE ADMINISTRATION, MARKETING OR TRADING OF THE P RODUCT(S). FTSE DOES NOT GUARANTEE THE QUALITY, ACCURACY AND/OR THE COMPLETENESS OF THE INDEX OR ANY DATA INCLUDED THEREIN. FTSE MAKE NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY LICENSEE, OWNERS OF THE PRODUCT(S), OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDEX OR ANY DATA INCLUDED THEREIN IN CONNECTION WITH THE RIGHTS LICENSED HEREUNDER OR FOR ANY OTHER USE. FTSE MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND HEREBY EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL FTSE HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, INCIDENTAL OR CONSEQUENTIAL DAMAGES OR LOST PROFITS, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUC H DAMAGES. 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