The investment seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Lattice Risk-Optimized Advancing Markets Strategy Index (LROAMX). The fund generally invests at least 80 percent of its assets in securities of the index and in depositary receipts representing securities of the index. The index is designed to balance risks and opportunities within equity markets of emerging economies while emphasizing constituents exhibiting a favorable combination of factor characteristics.