LU1112178824 State Street Europe Small Cap Screened Equity Fund - P

Important Risk Disclosure

The returns on a portfolio of securities which exclude companies that do not meet the portfolio's sustainable strategy criteria may trail the returns on a portfolio of securities which include such companies. A portfolio's sustainable strategy criteria may result in the portfolio investing in industry sectors or securities which underperform the market as a whole.

Concentrated investments in a particular sector or industry tend to be more volatile than the overall market and increases risk that events negatively affecting such sectors or industries could reduce returns, potentially causing the value of the Fund’s shares to decrease.

Equity securities may fluctuate in value and can decline significantly in response to the activities of individual companies and general market and economic conditions.

Investments in small-sized companies may involve greater risks than in those of larger, better known companies.

Investing in foreign domiciled securities may involve risk of capital loss from unfavorable fluctuation in currency values, withholding taxes, from differences in generally accepted accounting principles or from economic or political instability in other nations.

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 generate losses.

Actively managed funds do not seek to replicate the performance of a specified index The fund is actively managed and may underperform its benchmarks. An investment in the fund is not appropriate for all investors and is not intended to be a complete investment program. Investing in the fund involves risks, including the risk that investors may receive little or no return on the investment or that investors may lose part or even all of the investment.

Overview Performance Holdings Documents More Insights

NAV

€19.41

as of 03 Dec 2025

Base Currency

EUR

Share Class Currency

EUR

1 Day Nav Change

+€0,11 (+0,55%)

as of 03 Dec 2025

Max TER

1.64%

as of 31 Oct 2025

Morningstar Medalist rating

as of 31 Oct 2025

Fund Objective

The objective of the Fund is to provide a return in excess of the performance of European small capitalisation equity markets.

Investment Strategy

The investment policy of the Fund is to outperform the MSCI Europe Small Cap Index (or any other index determined by the Directors from time to time to track substantially the same market as the Index) over the medium and long term.

The investment policy will also involve screening out securities based on an assessment of their adherence to ESG criteria (i.e. international norms in relation to environmental protection, human rights, labour standards, anticorruption and controversial weapons).

Fund Information as of 05 Dec 2025

ISIN	LU1112178824
Inception Date	04 May 2015
Countries of Registration	Austria, Belgium, Denmark, Finland, France, Germany, Italy, Luxembourg, Spain, Sweden, Switzerland, United Kingdom
Share Class Currency	EUR
Income Treatment	Accumulation
Settlement Cycle	Redemption Settlement Cycle, DD+2; Subscription Settlement Cycle, DD+2
Trading Cycle	-
Max TER	1.64%
Benchmark	MSCI Europe Small Cap^SM
Minimum Investment	-
UCITS Compliant	Yes
Domicile	Luxembourg
Investment Manager	State Street Global Advisors Europe Limited
Sub-Investment Manager(s)	State Street Global Advisors Limited
Fund Umbrella	State Street Global Advisors Luxembourg SICAV
Replication Method	-
Distribution Frequency	-
PEA Eligible	No
ISA Eligible	Yes
SIPP Eligible	Yes
UK Reporting Status	Yes
Securities Lending	Yes
Investment Approach	Active
Geography of Investment	Europe
Vehicle	Investment Company
SFDR Fund Classification	SFDR - Article 8

Fund Net Asset Value as of 30 Nov 2025

NAV

€19.41

Most Recent NAV/NAV History

Fund Performance

Fund Inception Date: 04 May 2015

as of 31 Oct 2025

	As Of	1 Month	3 Month	YTD	1 Year	3 Year	5 Year	10 Year	Since Inception 04 May 2015
Fund Net	31 Oct 2025	1.39%	2.67%	18.53%	20.76%	15.25%	13.83%	6.51%	8.50%
Difference	31 Oct 2025	0.29%	1.85%	4.88%	6.01%	3.29%	4.19%	0.25%	1.42%
Fund Gross	31 Oct 2025	1.53%	3.09%	20.01%	22.60%	17.09%	15.67%	8.23%	10.23%
Difference	31 Oct 2025	0.43%	2.27%	6.35%	7.85%	5.14%	6.02%	1.97%	3.15%
Index MSCI Europe Small Cap^SM	31 Oct 2025	1.10%	0.82%	13.66%	14.75%	11.95%	9.65%	6.26%	7.08%

as of 31 Oct 2025

	As Of	1 Month	3 Month	YTD	1 Year	3 Year	5 Year	10 Year	Since Inception 04 May 2015
Fund Net	31 Oct 2025	1.39%	2.67%	18.53%	20.76%	53.08%	91.13%	87.88%	830.74%
Difference	31 Oct 2025	0.29%	1.85%	4.88%	6.01%	12.76%	32.64%	4.29%	281.90%
Fund Gross	31 Oct 2025	1.53%	3.09%	20.01%	22.60%	60.55%	107.07%	120.65%	1,333.32%
Difference	31 Oct 2025	0.43%	2.27%	6.35%	7.85%	20.23%	48.59%	37.06%	784.48%
Index MSCI Europe Small Cap^SM	31 Oct 2025	1.10%	0.82%	13.66%	14.75%	40.32%	58.49%	83.59%	548.83%

as of 31 Oct 2025

	2025 (YTD)	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Fund Net	18.53%	10.89%	11.47%	-17.70%	31.97%	-5.63%	34.22%	-15.28%	14.56%	-6.82%	24.45%
Difference	4.88%	5.23%	-1.27%	4.81%	8.15%	-10.21%	2.78%	0.59%	-4.47%	-7.68%	0.92%
Fund Gross	20.01%	12.71%	13.30%	-16.35%	34.13%	-4.08%	36.42%	-13.89%	16.24%	-5.20%	26.43%
Difference	6.35%	7.05%	0.56%	6.15%	10.31%	-8.66%	4.98%	1.98%	-2.79%	-6.06%	2.90%
Index MSCI Europe Small Cap^SM	13.66%	5.65%	12.74%	-22.50%	23.82%	4.58%	31.44%	-15.86%	19.03%	0.86%	23.53%

Past performance is not a reliable indicator of future performance.

Investing involves risk including the risk of loss of capital.

The performance figures contained herein are provided on a gross and net of fees basis. Gross of fees do not reflect the deduction of advisory or other fees which could reduce the return. Index returns reflect capital gains and losses, income, and the reinvestment of dividends. The performance includes the reinvestment of dividends and other corporate earnings and is calculated in the currency stated in the Fund Facts.

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 that period.

This fund has a new inception date of 04 May 2015 due to a merger from the French domiciled SSgA Europe Small Cap Equity Fund. The performance table and graph shows historical data beginning from 30 June 1998.

The calculation method for value added returns may show rounding differences.

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 relevant period.

Prior to 30th April 2025, the fund was known as State Street Europe Small Cap ESG Screened Equity Fund.

On 21 September 2017, State Street EMU Small Cap Equity Fund [P share class] merged with State Street Europe Small Cap Equity Fund [P share class]. As a result, State Street EMU Small Cap Equity Fund will cease to exist and will be dissolved without going into liquidation.

Deviation & Tracking Error as of 31 Oct 2025

Standard Deviation	11.70%
Tracking Error	3.34%

Holdings as of 05 Dec 2025

Download All Holdings: Download Daily Holdings

Documents

Fund Documents

Information & Schedules

Sustainability-related Disclosures

Characteristics, holdings and sectors shown are as of the date indicated and are subject to change. This information should not be considered a recommendation to invest in a particular sector or to buy or sell any security shown. It is not known whether the sectors or securities shown will be profitable in the future. The holdings are taken from the accounting records of SSGA which may differ from the official books and records of the custodian.

Capital Risk: Investing involves risk including the risk of loss of capital.

Past performance is not a reliable indicator of future performance.

First net asset value taken into account corresponds to the first end of month following complete investment of the portfolio in agreement with the policy of management. Historical performance is not necessarily indicative of actual future investment performance.

Prior to 30th April 2025, the fund was known as State Street Europe Small Cap ESG Screened Equity Fund.

^© 2025 Morningstar, Inc. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.