The investment seeks to track the investment results (before fees and expenses) of the S&P 500 Low Volatility Rate Response Index (the underlying index). The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. The index is designed to measure the volatility-driven weighted performance of the 100 constituents of the S&P 500 ® Index that exhibit the lowest volatility and low sensitivity to changes in the 10-year U.S. Treasury rates (interest rate risk).