QI Emerging Markets 3D Enhanced Index Equities II I GBP - LU2606021280

Key points

Aims to consistently outperform the benchmark, with a low tracking error
Diversified exposure to an integrated multi-factor stock selection model
Using the proven return factors of value, quality, momentum, along with analyst revisions and short-term signals, with an improved sustainability profile across several dimensions such as ESG, SDGs and environmental footprints

About this fund

Robeco QI Emerging Markets 3D Enhanced Index Equities II is an actively managed sub-fund that aims to provide long term capital growth while at the same time aiming for a better sustainability profile compared to the Benchmark. The Sub-fund invests in stocks of companies incorporated or exercising a preponderant part of their economic activities in Emerging Countries. The Sub-fund applies Robeco's 3D Investing approach, which seeks to consider risk, return and sustainability in the fund's portfolio. The portfolio is optimised using a quantitative process to target returns in excess of the Benchmark, to target better sustainability characteristics than the Benchmark, while managing risk compared to the Benchmark.

Key facts

Per 8-31-2025

Total size of fund	GBP 323,330,378.32
Size of share class	GBP 323,330,378.32
Inception date share class	2023-05-23
1-year performance	16.71%
Dividend paying	No

Fund manager

Wilma de Groot
Tim Dröge
Han van der Boon
Daniel Haesen
Jan Sytze Mosselaar

Wilma de Groot is Head of Core Quant Equities, Head of Quant Equity Portfolio Management and Deputy Head of Quant Equity. She is responsible for quant equity strategies and specializes in asset pricing anomalies, portfolio construction and sustainability integration. She has published in various academic publications including the Journal of Impact and ESG Investing, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Empirical Finance and the Financial Analysts Journal. She is a guest lecturer at several universities. Wilma joined Robeco as a Quant Researcher in 2001. Wilma has a PhD in Finance from Erasmus University Rotterdam and holds a Master’s in Econometrics from Tilburg University. She is a CFA® Charterholder. Tim Dröge is Portfolio Manager Quantitative Equities. Tim specializes in quantitative stock selection, portfolio construction and Emerging Markets. Previously, he held positions as Portfolio Manager Balanced Investments and Account Manager institutional clients. Tim has been working as a Portfolio Manager since 2001. He started his career at Robeco in 1999. He holds a Master's in Business Economics from Erasmus University Rotterdam. Han van der Boon is Portfolio Manager Quantitative Equities. He specializes in quantitative stock selection and portfolio construction. He was a Technical Portfolio Manager and Operational Portfolio Manager with a focus on equities in the period 2009-2018. He joined Robeco in 1997 as a Business Controller. He holds a Master's in Business Administration from Erasmus University Rotterdam. Daniel Haesen is Portfolio Manager Quantitative Equities. He specializes in factor research and portfolio management. Daniel joined Robeco in 2003 as a quantitative researcher, with a specific focus on quant selection research, working on both equity and corporate bond multi-factor selection models. He was also responsible for quantitative sustainability and quantitative allocation research. He has published in several academic journals, including the Journal of Banking and Finance. He holds a Master's degree in Econometrics and Quantitative Finance from Tilburg University in the Netherlands and is a CFA® Charterholder. Jan Sytze Mosselaar is Portfolio Manager Quantitative Equities. He is responsible for quant equity strategies and specializes in quantitative stock selection as well as portfolio and market analysis. Jan Sytze is the author of ‘A Concise Financial History of Europe’, published by Robeco. He started his career in 2004 at Robeco and worked for ten years as a multi-asset portfolio manager, responsible for multi-asset funds, quant allocation funds and fiduciary pension mandates. He holds a Master’s in Business Economics with a specialization in Finance & Investments from the University of Groningen. He is a CFA® Charterholder.

Per period	Fund	Reference index
1 month	0.64%	-0.79%
3 months	11.42%	9.26%
YTD	11.04%	10.33%
1 year	16.71%	13.62%
2 years	14.16%	12.28%
Since inception 05/2023	12.74%	10.44%

Cost of this fund	Percentage
Ongoing charges Indication of annual charges that are deducted for this fund. This indication is based on the costs over the last calendar year and may vary from year to year. Transaction costs incurred by the fund, any performance fees and other one-off costs are not included in the ongoing charges.	0.52%
Included management fee A fee paid by the fund to the asset management company for the professional management of the fund.	0.35%
Included service fee This fee is intended to cover official fees, such as the cost of annual reports, annual shareholders' meetings and price publications.	0.16%
Transaction costs The transaction costs shown are the average annual transaction costs over the last three years calculated in accordance with European regulations.	0.20%

Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.01% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

Investors who are not subject to (exempt from) Dutch corporate-income tax (e.g. pension funds) are not taxed on the achieved result. Investors who are subject to Dutch corporate-income tax can be taxed for the result achieved on their investment in the fund. Dutch bodies that are subject to corporate-income tax are obligated to declare interest and dividend income, as well as capital gains in their tax return. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. We advise individual investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.

Policies

Per 8-31-2025

Profile

Per 8-31-2025

ESG IntegrationVoting

Sustainability

Per 8-31-2025

The fund systematically incorporates sustainability in the investment process via exclusions, ESG integration, ESG and environmental footprint targets as well as voting. Firstly, the fund does not invest in stock issuers that are in breach of international norms or where activities have been deemed detrimental to society following Robeco's exclusion policy. The fund also excludes stocks issued by companies that have a high or medium negative impact on the Sustainable Development Goals (SDGs). The impact of issuers on the SDGs is determined by applying Robeco's internally developed three-step SDG Framework. Secondly, financially material ESG factors are integrated in the portfolio construction to ensure the ESG score of the portfolio is at least 10% better than that of the index. In addition, the environmental footprints of the fund are made lower than that of the benchmark by restricting the GHG emissions, water use and waste generation. The target is to achieve 30% lower GHG emissions and 20% lower water use and waste generation compared to the index. With these portfolio construction rules, stocks issued by companies with better ESG scores or environmental footprints are more likely to be included in the portfolio while stocks issued by companies with worse ESG scores or environmental footprints are more likely to be divested from the portfolio. Thirdly, where a stock issuer is flagged for breaching international standards in the ongoing monitoring, the issuer will become subject to exclusion. Lastly, the fund makes use of shareholder rights and applies proxy voting in accordance with Robeco's proxy voting policy.

Performance explanation

Per 8-31-2025

Based on transaction prices, the fund's return was 0.64%. The objective of the Emerging Markets Sustainable Enhanced Indexing strategy is to provide consistent outperformance and an improved sustainability profile against the MSCI Emerging Markets Index by applying a large number of small overweight and underweight positions versus the index, resulting in a low tracking error. The portfolio consists of roughly 400 emerging market stocks and overweights stocks with an enhanced sustainability profile, an attractive valuation, a profitable operating business, a strong price momentum and positive recent revisions from analysts. The portfolio's ESG risk is significantly lower than the index, while footprints for water use, greenhouse gas emissions and waste generation are reduced. By using our integrated multi-factor stock selection model, we expect the strategy to consistently outperform the benchmark.

Robeco QI Emerging Markets 3D Enhanced Index Equities II I GBP

Systematic factor approach with improved sustainability profile as an alternative to passive investing

Key points

About this fund

Key facts

Fund manager

Performance

Costs

Fiscal product treatment

Fiscal treatment of investor

Fund allocation

Policies

Profile

Sustainability

Performance explanation

Fund documents

Annual and Semi-Annual Reports

Announcements

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