Key Information Document Purpose This document provides you with key information about this investment product. It is not marketing material. The information is required by law to help you understand the nature, risks, costs, potential gains and losses of this product and to help you compare it with other products. Terms not defined herein are as defined in the Prospectus.

Product SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF ("Fund") a sub-fund of SSGA SPDR ETFs Europe I plc Share Class: SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF (Dist) (ISIN IE00B99FL386) SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF is authorised in Ireland and regulated by the Central Bank of Ireland. This Fund is managed by State Street Global Advisors Europe Limited ("Fund Manager"), which is authorised in Ireland and supervised by the Central Bank of Ireland. For more information on this product, please refer to www.ssga.com Accurate as of: 31 May 2024

What is this product? Type subset of the securities included in the Index. In limited circumstances the This Fund is an open-ended investment company with variable capital whichFund may purchase securities that are not included in the Index. was incorporated in Ireland on 5 January 2011 under registration number

The Fund may use financial derivative instruments (that is, financial contracts 493329 and is authorised by the Central Bank as a UCITS. whose prices are dependent on one or more underlying assets) in order to

manage the portfolio efficiently. Term The Company is an open-ended public limited company incorporated for an

Save in exceptional circumstances, the Fund will generally only issue and unlimited period. However, it may be dissolved at any time by a resolution

redeem shares to certain institutional investors. However, shares of the Fund passed at a general meeting of Shareholders adopted in compliance with

may be purchased or sold through brokers on one or more stock exchanges. applicable laws. The Fund trades on these stock exchanges at market prices which may This Fund has no maturity date. However, it may be terminated and liquidated fluctuate throughout the day. Market prices may be greater or less than the by the decision of the Board under specific conditions set forth in the

daily net asset value of the Fund. Prospectus.

The Fund does not currently engage in securities lending.

Objectives

Shareholders may redeem shares on any UK business day (other than days on

which relevant financial markets are closed for business and/or the day Investment objective The objective of the Fund is to track the performance

preceding any such day provided that a list of such closed market days will of the fixed-rate, US dollar-denominated high yield corporate bond market.

be published for the Fund on www.ssga.com); and any other day at the The Fund seeks to track the performance of the Bloomberg SASB US Corporate

Directors' discretion (acting reasonably) provided Shareholders are notified in High Yield ESG Ex-Controversies Select Index (the "Index") as closely as advance of any such days. possible.

Any income earned by the Fund will be paid to shareholders in respect of the The Fund is an index tracking fund (also known as a passively managed fund). shares. Investment policies The Fund invests primarily in securities included in the The Shares of the USD Class are issued in U.S. Dollar. Index. The Index is a high yield, fixed-rate, U.S. dollar-denominated benchmark

Index Source: Bloomberg Index Services Limited. BLOOMBERG® is a trademark that optimizes its R-Factor™ score, an environmental, social and governance

and service mark of Bloomberg Finance L.P. and its affiliates (collectively ("ESG") rating, provided by State Street Global Advisors®. Based on the

"Bloomberg"). Bloomberg or Bloomberg's licensors own all proprietary rights Bloomberg US Corporate High Yield Bond Index (the "U.S. HY Corporate

in the Bloomberg Indices. Neither Bloomberg nor Bloomberg's licensors Index"), the Index selects securities eligible for the U.S. HY Corporate Index,

approves or endorses this material, or guarantees the accuracy or then aims to exclude certain issuers based on their ESG characteristics

completeness of any information herein, or makes any warranty, express or considering both their ESG rating and their involvement in certain

implied, as to the results to be obtained therefrom and, to the maximum controversial business activities as outlined in the Index methodology. Then,

extent allowed by law, neither shall have any liability or responsibility for injury the Index weights securities using an optimisation process, in order to seek to

or damages arising in connection therewith. maximise the portfolio ESG rating, while controlling for active total risk. The active total risk refers to the variation between the Index and the U.S. HY

SASB® does not take any position as to whether an issuer should be included Corporate Index. or excluded from the Bloomberg SASB US Corporate High Yield ESG Ex-

Controversies Select Index. At least 90% of the Fund's assets are invested in securities that are constituents of the Index, while the index provider applies ESG Ratings on all of the Index

Intended retail investor constituents.This Fund is intended for investors who plan to stay invested for at least 3 It is expected that the resulting portfolio ESG rating will be higher than the

years and are prepared to take on a medium-high level of risk of loss to their portfolio ESG rating of the U.S. HY Corporate Index after applying a filter

original capital in order to get a higher potential return. It is designed to form eliminating at least 20% of the least well rated securities, by ESG rating, from part of a portfolio of investments. the U.S. HY Corporate Index.

Practical information There may be potential inconsistencies, inaccuracy or lack of availability of theDepositary The Fund depositary is State Street Custodial Services (Ireland) ESG data, particularly when issued by external data providers. There may alsoLimited. be potential inconsistencies with the ESG screening methodology of the Index (criteria, approaches, constraints). Details about the limits are described in the

Further information A copy of the Prospectus and latest annual and semi- Supplement.

annual financial report in English and the latest Net Asset Value per Share are

available free of charge upon request from www.ssga.com or by writing to the As it may be difficult to purchase all securities in the Index efficiently, in

Fund Manager, State Street Global Advisors Europe Limited, 78 Sir John seeking to track the performance of the Index the Fund will use a stratified Rogerson's Quay, Dublin 2, Ireland. sampling strategy to build a representative portfolio which should reflect the performance of the Index. Consequently, the Fund will typically hold only a Page 1/3 | Key Information Document | 31 May 2024 What are the risks and what could I get in return? Risks We have classified this product as 3 out of 7, which is a medium-low risk

category.

Lower risk

Higher risk This rates the potential losses from future performance at a medium-low level,

and poor market conditions are unlikely to impact the capacity of State Street

Global Advisors Europe Limited to pay you.

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2

3

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5

6

7

Be aware of currency risk. You may receive payments in a different currency,

The risk indicator assumes you keep the product for 3 years.so the performance of your investment will be impacted by the exchange rate

between the two currencies. This risk is not considered in the indicator shown

above. The risk category above shows how likely the fund is to lose money because of Besides the risks included in the risk indicator, other risks may affect the fund movements in the markets or because we are not able to pay you. The Fund'sperformance. Please refer to the Fund Prospectus, available free of charge at risk category is not guaranteed and may change in the future. www.ssga.com. Performance scenarios The figures shown include all the costs of the Fund other than the costs that you may need to pay to your advisor, distributor or other intermediary. The figures do not take into account your personal tax situation, which may also affect your return. What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted. The unfavourable, moderate, and favourable scenarios shown are illustrations using the worst, average, and best performance of the product over the last 10 years. Markets could develop very differently in the future. The stress scenario shows what you might get back in extreme market circumstances. Unfavourable: this type of scenario occurred for an investment between February 2014 and February 2017. Moderate: this type of scenario occurred for an investment between March 2019 and March 2022. Favourable: this type of scenario occurred for an investment between March 2015 and March 2018.Recommended holding period3 years

Example Investment10,000 USD

if you exit after

3 years

if you exit after

(recommended

Scenarios1 year holding period)Minimum

There is no minimum guaranteed return. You could lose some or all of your investment.StressWhat you might get back after costs 7,370 USD 7,580 USD Average return each year-26.3%-8.8%Unfavourable

What you might get back after costs 8,210 USD 8,760 USD Average return each year-17.9%-4.3%Moderate

What you might get back after costs 10,220 USD10,870 USD Average return each year2.2%

2.8%FavourableWhat you might get back after costs 13,050 USD12,630 USD Average return each year30.5% 8.1%

What happens if the Fund Manager is unable to pay out? The Manager is responsible for administration and management of the Company, and does not typically hold assets of the Company (assets that can be held by a depositary are, in line with applicable regulations, held with a depositary in its custody network). The Manager, as the manufacturer of this product has no obligation to pay out since the product design does not contemplate any such payment being made. However, investors may suffer loss if the Company or the depositary is unable to pay out.

What are the costs? The person advising on or selling you this product may charge you other costs. If so, this person will provide you with information about these costs and how they affect your investment.

Costs over time The tables show the amounts that are taken from your investment to cover different types of costs. These amounts depend on how much you invest and how long you hold the Fund. The amounts shown here are illustrations based on a specific investment amount, taking into consideration different holding periods. We have assumed: Q in the first year you would get back the amount that you invested (0% annual return). For the other holding periods we have assumed the product performs asshown in the moderate scenario, Q 10,000 USD is invested. Page 2/3 | Key Information Document | 31 May 2024

if you exit after3 years if you exit after

(recommended

Example Investment 10,000 USD

1 yearholding period)Total Costs 60 USD198 USDAnnual cost impact* 0.6%

0.6% each year

(*) This illustrates how costs reduce your return each year over the holding period. For example it shows that if you exit at the recommended holding period your average return per year is projected to be 3.4% before costs and 2.8% after costs.

Composition of costs Annual cost impact if you exit

One-off costs upon entry or exit after 1 yearEntry costs0.00% The impact of the costs you pay when entering your investment. This is

0 USD

the most you will pay, and you could pay less. The impact of costs are already

included in the price. This includes the costs of distribution of your product.Exit costs 0.00% The Impact of the costs of exiting your investment when it matures. 0 USD Annual cost impact if you exit

Ongoing costs taken each yearafter 1 yearManagement fees and other

0.30% The impact of the costs that we take each year for managing your30 USD

administrative or operatinginvestments. This will include the costs of borrowing money to invest but not any

costs

income or capital benefits of doing so, the ongoing costs of running the

company, but not the income derived from it, and the ongoing costs of any

underlying investments in funds within the Company's portfolio.Transaction costs

0.30% The impact of the costs of us buying and selling underlying investments 30 USD

for the product. Annual cost impact if you exit

Incidental costs taken under specific conditions after 1 yearPerformance fees

There is no performance fee for this Fund.0 USD

How long should I hold it and can I take money out early? Recommended holding period: 3 years This Fund is designed for medium to longer term investments; you should be prepared to stay invested for at least 3 years. However, you can redeem your investment without penalty at any time during this period, or hold the investment longer. Redemptions are possible on every working day; it will take 2 business days for you to be paid. The price for the day, reflecting the actual value of the Fund, is set each day after the valuation point, and published on our website www.ssga.com. As the shares are listed on the stock exchange, you may buy or sell shares in the product, without penalty, on any normal business day. Please contact your broker, financial adviser or distributor for information on any costs and charges relating to the sale of the shares. ETF Shares purchased on the secondary market cannot usually be sold directly back to the Company. In exceptional circumstances, whether as a result of disruptions in the secondary market or otherwise, investors who have acquired ETF Shares on the secondary market are entitled to apply to the Company in writing to have the ETF Shares in question registered in their own name, to enable them to access the redemption facilities described in the "Primary Market" section.

How can I complain? If you have a complaint about the Fund or the Manager, you can find more details about how to complain and the Manager's complaint handling policy in the "Contact Us" section of the website at: www.ssga.com.

Other relevant information Cost, performance and risk The cost, performance and risk calculations included in this key information document follow the methodology prescribed by EU rules. Note that the performance scenarios calculated above are derived exclusively from the past performance of the Fund's share price and that past performance is not a guide to future returns. Therefore, your investment may be at risk and you may not get back the returns illustrated. Investors should not base their investment decisions solely upon the scenarios shown. Performance scenarios You can request previous performance scenarios updated on a monthly basis by emailing Fund_data_services@ssga.com. Past performance You can download the past performance over the last 9 years from our website at www.ssga.com. The Prospectus, the Key Investor Information Document, the Articles of the Company as well as the annual and semi-annual reports can be obtained free of charge from the representative in Switzerland, State Street Bank International GmbH, Munich, Zurich Branch, Beethovenstrasse 19, Postfach, 8027 Zürich. The paying agent of the Company in Switzerland is State Street Bank International GmbH, München, Zweigniederlassung Zürich, Beethovenstrasse 19, Postfach, 8027 Zürich. Page 3/3 | Key Information Document | 31 May 2024