FTSE Eurozone GDP Weighted
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1 FTSE Russell Factsheet an GDP Indices Data as at: 30 November 2017 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings are proportionate to each country s forecast GDP. The indices comprising the FTSE GDP Index Series consist of the constituents of the corresponding underlying universe of the FTSE All-World Index Series at the time of the annual review in March (but may differ between reviews due to intra-review additions to the underlying index). 5-Year Performance - Total Return (EUR) Nov-2012 Nov-2013 Nov-2014 Nov-2015 Nov-2016 Nov-2017 GDP FTSE Eurozone GDP Performance and Volatility - Total Return Data as at month end FTSE Developed Europe GDP Index (EUR) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR GDP FTSE Developed Europe GDP FTSE Eurozone GDP * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (EUR) GDP FTSE Developed Europe GDP FTSE Eurozone GDP GDP FEATURES Methodology The five year GDP forecasts at Purchasing Power Parity (PPP) published by the International Monetary Fund (IMF) in September prior to the annual review date determine the country weightings in each GDP weighted index. Objective The indices are designed for the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks in the underlying universe are freefloat weighted to ensure that only the investable opportunity set is included. Liquidity Stocks in the underlying universe are screened to ensure that the indices are tradable. Capping tituent weights are capped at 5% at the annual review. Transparency The indices use a transparent, rules-based construction process. Index Rules are freely available on the FTSE website. Availability The indices are calculated based on price and total return methodologies, available end-of-day. Net TRI versions of the indices are also available. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. 1 of 5
2 an GDP Indices Data as at: 30 November 2017 Return/Risk Ratio and Drawdown - Total Return Index (EUR) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR GDP FTSE Developed Europe GDP FTSE Eurozone GDP Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 tituents - GDP Index tituent Country ICB Sector GDP (Wgt %) (Wgt %) Diff % SBERBANK Russia Banks Lukoil-Holding Russia Oil & Gas Producers OAO Gazprom Russia Oil & Gas Producers Banco Santander Spain Banks Enel Italy Electricity Allianz SE Germany Nonlife Insurance Bayer AG Germany Chemicals Siemens AG Germany General Industrials BASF Germany Chemicals SAP Germany Software & Computer Services Totals Top 10 tituents - Index tituent Country ICB Sector (Wgt %) FTSE Developed Europe ex Diff % UK (Wgt %) INFORMATION Index Universe FTSE All-World Index Index Launch 17 September 2013 Base Date 15 March 2013 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation End-of-day End-of-Day Distribution Via FTP and Currency USD, EUR, GBP, JPY, AUD Review Dates Annually in March History Available from 16 March 2001 Banco Santander Spain Banks Enel Italy Electricity Allianz SE Germany Nonlife Insurance Bayer AG Germany Chemicals Siemens AG Germany General Industrials BASF Germany Chemicals SAP Germany Software & Computer Services Unicredit Italy Banks Eni Italy Oil & Gas Producers Intesa Sanpaolo Italy Banks Totals of 5
3 an GDP Indices Data as at: 30 November 2017 Country Breakdown GDP Country No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % Austria 7 164, , Belgium , , Czech Rep , , Denmark 19 93, , Finland 14 74, , France , ,285, Germany 72 1,344, ,232, Greece , , Hungary 4 95, , Ireland 5 119, , Italy , , Netherlands , , Norway , , Poland , , Portugal 4 100, , Russia 36 1,080, , Spain , , Sweden , , Switzerland , ,037, Turkey , , UK , ,255, Totals 648 8,315, ,306, Country Breakdown Country No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % Austria 7 188, , Belgium , , Denmark , , Finland 14 86, , France 83 1,106, ,285, Germany 72 1,543, ,232, Ireland 5 136, , Italy , , Netherlands , , Norway , , Portugal 4 115, , Spain , , Sweden , , Switzerland , ,037, Totals 403 5,886, ,753, of 5
4 30 November 2017 an GDP Indices Data as at: 30 November 2017 ICB Industry Breakdown - GDP Index GDP ICB Code ICB Industry No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % 0001 Oil & Gas 35 1,189, , Basic Materials , , Industrials , ,141, umer Goods 84 1,150, ,534, Health Care , , umer Services , , Telecommunications , , Utilities , , Financials 147 2,307, ,912, Technology , , Totals 648 8,315, ,306, ICB Industry Breakdown - Index ICB Code ICB Industry No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % 0001 Oil & Gas , , Basic Materials , , Industrials , , umer Goods 60 1,047, ,127, Health Care , , umer Services , , Telecommunications , , Utilities , , Financials 91 1,467, ,301, Technology , , Totals 403 5,886, ,753, Index Characteristics Attributes GDP FTSE Developed Europe ex UK GDP FTSE Developed Europe ex UK Number of constituents Net MCap (EURm) 8,315,772 8,306,260 5,886,814 5,753,047 Dividend Yield % tituent Sizes (Net MCap EURm) Average 12,833 12,287 14,607 13,730 Largest 245, , , ,926 Smallest Median 5,417 5,485 6,338 6,275 Weight of Largest tituent (%) Top 10 Holdings (% Index MCap) of 5
5 an GDP Indices Data as at: 30 November 2017 bmkimage1 bmkimage2 bmkimage London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE GDP Index Series or the fitness or suitability of the FTSE GDP Index Series for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) North America Asia-Pacific Hong Kong Tokyo Sydney +61 (0) of 5
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