Dow Jones Sustainability Indices June A cooperation of S&P Dow Jones Indices and RobecoSAM
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1 Dow Jones Sustainability Indices June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM
2 DJSI Asia Pacific, as of June 30 th 2017 (in USD) 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Asia Pacific MSCI Pacific Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Asia Pacific 9.25% 1.08% % 19.84% * 3.52% 1.62% % MSCI Pacific 11.11% 1.39% 3.92% 11.11% 19.26% * 4.63% 3.98% 8.53% 5.78% Excess Return -1.86% -0.31% -2.02% -1.86% 0.58% * -1.11% -2.36% -1.33% -0.47% Performance & Risk characteristics since inception Absolute Risk 17.13% Absolute Risk MSCI Pacific 15.92% Jensen's Alpha -0.72% Tracking Error 3.04% Beta versus MSCI Pacific 1.06 Dividend Yield 3.56 Information Ratio Sharpe Ratio 0.22 *
3 DJSI Asia Pacific, as of June 30 th 2017 (in USD) DJSI Asia Pacific MSCI Pacific YTD DJSI Asia Pacific 9.25% % -4.59% 15.17% 18.68% % 5.31% MSCI Pacific 11.11% 4.18% 2.96% % 14.42% % 5.78% Excess Return -1.86% 0.52% % % -0.91% -0.47% *
4 DJSI Asia Pacific, as of June 30 th 2017 (in USD) DJSI Asia Pacific MSCI Pacific 4
5 DJSI Australia, as of June 30 th 2017 (in AUD) 2 15% 1 5% -5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Australia MSCI Australia Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Australia 0.03% -1.54% -3.58% 0.03% 14.09% * 4.69% 4.91% 11.24% 7.55% MSCI Australia % -2.41% % * % 11.63% 7.68% Excess Return -2.77% -1.37% -1.17% -2.77% -0.77% * -1.71% -1.15% -0.39% -0.13% Performance & Risk characteristics since inception Absolute Risk 13.78% Absolute Risk MSCI Australia 13.66% Jensen's Alpha -0.11% Tracking Error 2.13% Beta versus MSCI Australia 1.00 Dividend Yield 4.69 Information Ratio Sharpe Ratio 0.24 *
6 DJSI Australia, as of June 30 th 2017 (in AUD) DJSI Australia MSCI Australia YTD DJSI Australia 0.03% 14.78% -1.71% % 20.86% % 7.55% MSCI Australia % 1.29% 5.59% 20.88% 20.54% % 7.68% Excess Return -2.77% % 1.44% 0.32% % *
7 DJSI Australia, as of June 30 th 2017 (in AUD) DJSI Australia MSCI Australia 7
8 DJSI Emerging Markets, as of June 30 th 2017 (in USD) 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Emerging Markets MSCI Emerging Markets Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Emerging Markets 11.52% 0.04% 1.43% 11.52% 16.06% * 4.72% 1.85% % MSCI Emerging Markets 18.43% 1.01% 6.27% 18.43% 23.75% * 4.31% 1.07% % Excess Return -6.91% -0.97% -4.84% -6.91% -7.69% * 0.41% 0.78% % Performance & Risk characteristics since inception Absolute Risk 16.49% Absolute Risk MSCI Emerging Markets 14.39% Jensen's Alpha 0.08% Tracking Error 5.96% Beta versus MSCI Emerging Markets 1.07 Dividend Yield 2.73 Information Ratio 0.04 Sharpe Ratio 0.14 *
9 DJSI Emerging Markets, as of June 30 th 2017 (in USD) DJSI Emerging Markets MSCI Emerging Markets YTD DJSI Emerging Markets 11.52% 20.37% % 5.29% -6.91% 5.75% % MSCI Emerging Markets 18.43% 11.19% % -2.19% % Excess Return -6.91% 9.18% -3.44% 7.48% -4.31% 0.45% % *
10 DJSI Emerging Markets, as of June 30 th 2017 (in USD) DJSI Emerging Markets MSCI Emerging Markets 10
11 DJSI Europe, as of June 30 th 2017 (in USD) 25% 2 15% 1 5% -5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Europe MSCI Europe Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Europe 8.13% -2.66% 0.83% 8.13% 19.92% * 3.41% 6.65% 11.99% 4.43% MSCI Europe 6.61% -2.62% 0.63% 6.61% 17.5 * % 11.07% 4.82% Excess Return 1.52% -0.04% % 2.42% * 0.91% 0.66% 0.92% -0.39% Performance & Risk characteristics since inception Absolute Risk 15.78% Absolute Risk MSCI Europe 15.44% Jensen's Alpha -0.43% Tracking Error 2.09% Beta versus MSCI Europe 1.01 Dividend Yield 3.81 Information Ratio Sharpe Ratio 0.18 *
12 DJSI Europe, as of June 30 th 2017 (in USD) DJSI Europe MSCI Europe YTD DJSI Europe 8.13% 3.35% 8.21% % 19.01% -9.31% 4.43% MSCI Europe 6.61% 2.61% 8.19% 6.92% 19.86% 16.98% -8.27% 4.82% Excess Return 1.52% 0.74% 0.02% 0.78% -1.25% 2.03% -1.04% -0.39% *
13 DJSI Europe, as of June 30 th 2017 (in USD) DJSI Europe MSCI Europe 13
14 DJSI Eurozone, as of June 30 th 2017 (in EUR) 3 25% 2 15% 1 5% -5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Eurozone MSCI EURO Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Eurozone 8.45% -2.67% 1.07% 8.45% 27.35% * 4.69% 5.16% 12.05% 3.83% MSCI EURO 7.91% -2.57% 0.88% 7.91% 24.37% * 4.29% 6.42% 12.73% 4.03% Excess Return 0.54% % 0.54% 2.98% * % -0.68% -0.2 Performance & Risk characteristics since inception Absolute Risk 19.24% Absolute Risk MSCI EURO 18.19% Jensen's Alpha -0.32% Tracking Error 2.59% Beta versus MSCI EURO 1.05 Dividend Yield 4.06 Information Ratio Sharpe Ratio 0.12 *
15 DJSI Eurozone, as of June 30 th 2017 (in EUR) DJSI Eurozone MSCI EURO YTD DJSI Eurozone 8.45% 6.55% % 21.09% 18.37% % 3.83% MSCI EURO 7.91% 4.37% 8.27% 4.42% 22.73% 19.74% % 4.03% Excess Return 0.54% 2.18% -3.27% -1.97% -1.64% -1.37% 0.98% -0.2 *
16 DJSI Eurozone, as of June 30 th 2017 (in EUR) DJSI Eurozone MSCI EURO 16
17 DJSI Korea, as of June 30 th 2017 (in KRW) 4 35% 3 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Korea MSCI Korea Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Korea 18.28% 1.49% 9.57% 18.28% 23.2 * 10.33% 5.73% 4.81% 5.63% MSCI Korea 21.99% 3.18% 12.76% 21.99% 33.98% * 15.53% 8.07% 6.78% 6.67% Excess Return -3.71% -1.69% -3.19% -3.71% % * % -1.97% -1.04% Performance & Risk characteristics since inception Absolute Risk 17.35% Absolute Risk MSCI Korea 17.9 Jensen's Alpha -0.81% Tracking Error 4.59% Beta versus MSCI Korea 0.94 Dividend Yield 2.04 Information Ratio Sharpe Ratio 0.15 *
18 DJSI Korea, as of June 30 th 2017 (in KRW) DJSI Korea MSCI Korea YTD DJSI Korea 18.28% 7.49% -0.86% -5.31% 2.52% 5.03% % 5.63% MSCI Korea 21.99% 12.02% -0.42% -7.43% 2.47% 12.62% % 6.67% Excess Return -3.71% -4.53% -0.44% 2.12% 0.05% -7.59% -2.03% -1.04% *
19 DJSI Korea, as of June 30 th 2017 (in KRW) DJSI Korea MSCI Korea 19
20 DJSI North America, as of June 30 th 2017 (in USD) 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI North America MSCI North America Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI North America % 2.85% * 10.96% 7.69% 12.61% 4.69% MSCI North America 8.86% 0.72% 2.82% 8.86% 16.99% * 9.22% 7.91% 13.12% 4.8 Excess Return -0.86% 0.92% 0.03% -0.86% 1.01% * 1.74% -0.22% -0.51% -0.11% Performance & Risk characteristics since inception Absolute Risk 15.49% Absolute Risk MSCI North America 15.08% Jensen's Alpha -0.12% Tracking Error 3.22% Beta versus MSCI North America 1.01 Dividend Yield 2.60 Information Ratio Sharpe Ratio 0.17 *
21 DJSI North America, as of June 30 th 2017 (in USD) DJSI North America MSCI North America YTD DJSI North America % -3.27% 11.96% 27.75% 10.31% % MSCI North America 8.86% 11.57% % 14.77% -0.07% 4.8 Excess Return -0.86% 4.12% -2.37% 0.06% -1.82% -4.46% 0.87% -0.11% *
22 DJSI North America, as of June 30 th 2017 (in USD) DJSI North America MSCI North America 22
23 DJSI United States, as of June 30 th 2017 (in USD) 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI United States MSCI North America Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI United States 8.52% 1.47% 3.15% 8.52% 18.19% * 11.22% 8.79% 13.55% 4.57% MSCI North America 8.86% 0.72% 2.82% 8.86% 16.99% * 9.22% 7.91% 13.12% 4.8 Excess Return -0.34% 0.75% 0.33% -0.34% 1.2 * % 0.43% -0.23% Performance & Risk characteristics since inception Absolute Risk 15.2 Absolute Risk MSCI North America 15.08% Jensen's Alpha -0.17% Tracking Error 3.48% Beta versus MSCI North America 0.98 Dividend Yield 2.52 Information Ratio Sharpe Ratio 0.17 *
24 DJSI United States, as of June 30 th 2017 (in USD) DJSI United States MSCI North America YTD DJSI United States 8.52% 14.34% -1.17% 13.45% 30.52% 10.13% % MSCI North America 8.86% 11.57% % 14.77% -0.07% 4.8 Excess Return -0.34% 2.77% -0.27% 1.55% 0.95% -4.64% 2.77% -0.23% *
25 DJSI United States, as of June 30 th 2017 (in USD) DJSI United States MSCI North America 25
26 DJSI World, as of June 30 th 2017 (in USD) 3 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI World MSCI All Country Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI World % 5.78% % * 7.91% 3.51% 10.32% 3.78% MSCI All Country 11.48% 0.45% 4.27% 11.48% 18.78% * 6.93% 4.82% 10.53% 4.52% Excess Return 2.82% 0.09% 1.51% 2.82% 5.68% * 0.98% -1.31% -0.21% -0.74% Performance & Risk characteristics since inception Absolute Risk 17.01% Absolute Risk MSCI All Country 15.85% Jensen's Alpha -0.89% Tracking Error 2.88% Beta versus MSCI All Country 1.06 Dividend Yield 3.32 Information Ratio Sharpe Ratio 0.10 *
27 DJSI World, as of June 30 th 2017 (in USD) DJSI World MSCI All Country YTD DJSI World % -4.41% 1.11% 22.23% 15.51% -7.88% 3.78% MSCI All Country 11.48% 7.86% -2.36% 4.16% % -7.35% 4.52% Excess Return 2.82% -0.38% -2.05% -3.05% -0.57% -0.62% -0.53% -0.74% *
28 DJSI World, as of June 30 th 2017 (in USD) DJSI World MSCI All Country 28
29 DJSI World Developed, as of June 30 th 2017 (in USD) 3 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI World Developed MSCI World Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI World Developed % * 7.85% 3.62% 10.56% 6.52% MSCI World 10.66% 0.38% 4.03% 10.66% 18.2 * 7.19% 5.23% 11.37% 7.92% Excess Return 3.64% 0.15% 1.87% 3.64% 6.3 * 0.66% -1.61% -0.81% -1.4 Performance & Risk characteristics since inception Absolute Risk 18.14% Absolute Risk MSCI World 16.46% Jensen's Alpha -2.09% Tracking Error 3.01% Beta versus MSCI World 1.09 Dividend Yield 3.33 Information Ratio Sharpe Ratio 0.34 *
30 DJSI World Developed, as of June 30 th 2017 (in USD) DJSI World Developed MSCI World YTD DJSI World Developed % -3.64% 1.01% 23.44% 15.92% -7.58% 6.52% MSCI World 10.66% 7.51% -0.87% 4.94% 26.68% 15.83% -5.54% 7.92% Excess Return 3.64% -0.77% -2.77% -3.93% -3.24% 0.09% -2.04% -1.4 *
31 DJSI World Developed, as of June 30 th 2017 (in USD) DJSI World Developed MSCI World 31
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