Akros SCHK HK-Korea Low Volatility Factor Index

The index pairs a Hong Kong sleeve of Stock Connect Southbound-eligible stocks with a Korean sleeve of KOSPI- and KOSDAQ-listed stocks at a fixed 62%/38% split. Each sleeve selects the stocks with the lowest trailing one-year volatility, taking 30 Hong Kong and 20 Korean names. Constituents are weighted by inverse volatility, subject to a 10% individual cap, and the index is rebalanced quarterly.