The investment objective of Lyxor Index Fund â Lyxor MSCI Digital Economy ESG Filtered (DR) UCITS ETF (the âSub-Fundâ) is to track both the upward and the downward evolution of the MSCI ACWI IMI Digital Economy ESG Filtered Net Total Return Index (the "Index") denominated in US Dollars (USD) while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the âTracking Errorâ).