Global Dow 30 Portfolio Series 4

The Trust seeks to provide dividend income by utilizing an inflation-hedged approach to investing in international markets. The Trust will invest in a portfolio of securities of 30 companies by implementing the quantitative selection process described below to determine the constituents of the final portfolio.

See “Investment Policies” in Part B of the prospectus for additional information.

The Trust’s portfolio was constructed and the securities were selected four business days prior to the initial date of deposit (the “Security Selection Date”) using the methodology described below.

In constructing the Trust portfolio, 30 securities were selected based on the following quantitative criteria:

• Begin with all of the securities in the Global Dow Index as of the Security Selection Date.

• For companies with multiple listings, only one security is included. Preference is given to an American Depositary Receipt (“ADR”) traded on either the New York Stock Exchange or NASDAQ Stock Market, if available, or to the most liquid security if the company is only traded on non-U.S. exchanges. Liquidity is determined by the average 30 day trading volume in U.S. dollars and is calculated as the average of a 30 trading day look back from the Security Selection Date (i.e., trading volume in shares multiplied by the closing price for the day, as provided by FactSet Research Systems, Inc., with currency exchange rates provided by WM/Reuters when share price is non-U.S. dollar-denominated).

• Exclude securities that have a pending cash or stock merger and acquisition or bankruptcy which will lead to delisting the security from the qualifying exchanges below. Such events will be determined by reviewing the announced merger and acquisition data from Bloomberg and if the announced date falls before the Security Selection Date, an announcement of an agreement to be acquired in whole for cash or stock from an acquiring company or bankruptcy filing will cause exclusion.

• Exclude securities not listed on public securities exchanges located in the following countries: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Israel, Italy, Japan, Mexico, Netherlands, New Zealand, Norway, Philippines, Singapore, South Africa, Spain, Sri Lanka, Sweden, Switzerland, the United Kingdom and the United States.

• Each of the remaining securities is ranked based on its trailing twelve-month dividend yield, where dividend yield is defined as a security’s annual dividend divided by its current market price per share. If a security has discontinued or omitted its dividend in the previous declaration prior to selection, the security is removed from consideration.

• Select the 30 securities with the highest dividend yield as of the Security Selection Date, subject to the following portfolio limitations:

- A maximum of 50% of the Trust portfolio can be invested in any one sector, as defined by Standard & Poor’s Global Industry Classification Standard (“GICS”); and

- A maximum of 50% of the Trust portfolio can be invested in securities headquartered in any one of the following regions, as provided by Bloomberg L.P.: North America (United States and Canada), Latin America (Mexico, Central America and South America), Europe (Europe and Russia), Middle East & Africa (Middle East region and Africa), and Asia & Pacific (Asia excluding Russia, Australia and New Zealand).

• The portfolio is then equally weighted as of the Security Selection Date.

Once an investment limitation has been reached, additional securities of that type will not be included in the Trust and the next highest yielding security will be used.

Please note that due to the fluctuating nature of security prices, the weighting of an individual security or sector in the Trust portfolio may change after the Security Selection Date.

Global Dow Index^SM is a service mark of Dow Jones Trademark Holdings, LLC (“Dow Jones”) and has been licensed for use for certain purposes by Guggenheim Funds Distributors, LLC. The portfolio is not sponsored, endorsed, sold or promoted by Dow Jones and Dow Jones makes no representation regarding the advisability of investing in such products.

INDEX DEFINITIONS: The Global Dow Index is an 150 stock index that tracks companies from around the world. Indexes are unmanaged and it is not possible to invest directly in an index.

As with all investments, you may lose some or all of your investment in the Trust. No assurance can be given that the Trust’s investment objective will be achieved. The Trust also might not perform as well as you expect. This can happen for reasons such as these:

• Securities prices can be volatile. The value of your investment may fall over time. Market value fluctuates in response to various factors. These can include stock market movements, purchases or sales of securities by the Trust, government policies, litigation, and changes in interest rates, inflation, the financial condition of the securities’ issuer or even perceptions of the issuer. Units of the Trust are not deposits of any bank and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.

• Due to the current state of the economy, the value of the securities held by the Trust may be subject to steep declines or increased volatility due to changes in performance or perception of the issuers. Starting in December 2007, economic activity declined across all sectors of the economy, and many countries experienced increased unemployment. The economic crisis affected the global economy with European and Asian markets also suffering historic losses. In addition, Standard & Poor’s Rating Services lowered its long-term sovereign credit rating on the United States to “AA+” from “AAA.” Effects of the economic crisis can still be felt in many countries around the world and may have an impact on the securities held by the Trust.

• Share prices or dividend rates on the securities in the Trust may decline during the life of the Trust. There is no guarantee that share prices of the securities in the Trust will not decline and that the issuers of the securities will declare dividends in the future and, if declared, whether they will remain at current levels or increase over time.

• The Trust invests in foreign securities listed on a foreign exchange, U.S.-listed foreign securities and American Depositary Receipts (“ADRs”). The Trust’s investment in foreign securities listed on a foreign exchange, U.S.-listed foreign securities and ADRs presents additional risk. ADRs are issued by a bank or Trust company to evidence ownership of underlying securities issued by foreign corporations. Securities of foreign issuers present risks beyond those of domestic securities. More specifically, foreign risk is the risk that foreign securities will be more volatile than U.S. securities due to such factors as adverse economic, currency, political, social or regulatory developments in a country, including government seizure of assets, excessive taxation, limitations on the use or transfer of assets, the lack of liquidity or regulatory controls with respect to certain industries or differing legal and/or accounting standards.

• The Trust includes securities issued by companies headquartered in countries considered to be emerging markets. Emerging markets are generally defined as countries with low per capita income in the initial stages of their industrialization cycles. Risks of investing in developing or emerging countries include the possibility of investment and trading limitations, liquidity concerns, delays and disruptions in settlement transactions, political uncertainties and dependence on international trade and development assistance. Companies headquartered in emerging market countries may be exposed to greater volatility and market risk.

• The Trust is concentrated in securities issued by companies headquartered or incorporated in Great Britain. As a result, political, economic or social developments in Great Britain may have a significant impact on the securities included in the Trust. See “Investment Risks” for additional information concerning the risks associated with an investment in securities issued by companies located in Great Britain.

• The Trust is concentrated in the energy sector. As a result, the factors that impact the energy sector will likely have a greater effect on this Trust than on a more broadly diversified Trust. Some of the risks associated with the energy sector are listed below. Companies in the energy sector are subject to volatile fluctuations in price and supply of energy fuels, and can be impacted by international politics and conflicts, including the unrest in Iraq and hostilities in the Middle East, terrorist attacks, the success of exploration projects, reduced demand as a result of increases in energy efficiency and energy conservation, natural disasters, clean-up and litigation costs associated with environmental damage and extensive regulation.

• The Trust invests in securities issued by mid-capitalization companies. These securities customarily involve more investment risk than securities of large-capitalization companies. Mid-capitalization companies may have limited product lines, markets or financial resources and may be more vulnerable to adverse general market or economic developments.

• Inflation may lead to a decrease in the value of assets or income from investments.

• The Sponsor does not actively manage the portfolio. The Trust will generally hold, and may, when creating additional units, continue to buy, the same securities even though a security’s outlook, market value or yield may have changed.

See “Investment Risks” in Part A of the prospectus and “Risk Factors” in Part B of the prospectus for additional information.