Dow Jones Sustainability Indices Diversified June A cooperation of S&P Dow Jones Indices and RobecoSAM
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1 Dow Jones Sustainability Indices Diversified June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM
2 DJSI Asia Pacific Developed Diversified Select, as of June 30 th 3 25% 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Asia Pacific Developed Diversified Select MSCI Pacific Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Asia Pacific Developed Diversified Select 13.92% 1.66% 4.01% 13.92% 24.42% * 6.22% 3.76% 8.83% 4.96% MSCI Pacific 11.11% 1.39% 3.92% 11.11% 19.26% * 4.63% 3.98% 8.53% 4.89% Excess Return 2.81% 0.27% 0.09% 2.81% 5.16% * 1.59% -0.22% % Performance & Risk characteristics since inception Absolute Risk 14.13% Absolute Risk MSCI Pacific 13.43% Jensen's Alpha -0.04% Tracking Error 3.18% Beta versus MSCI Pacific 1.02 Dividend Yield N.A. Information Ratio 0.02 Sharpe Ratio
3 DJSI Asia Pacific Developed Diversified Select, as of June 30 th 15% 1 5% -5% -1-15% DJSI Asia Pacific Developed Diversified Select MSCI Pacific YTD DJSI Asia Pacific Developed Diversified Select 13.92% 5.13% 0.76% % 18.19% % 4.96% MSCI Pacific 11.11% 4.18% 2.96% % 14.42% % 4.89% Excess Return 2.81% 0.95% % 3.77% -1.52% 0.07% 3
4 DJSI Asia Pacific Developed Diversified Select, as of June 30 th DJSI Asia Pacific Developed Diversified Select MSCI Pacific 4
5 DJSI Emerging Markets Diversified Select, as of June 30 th 25% 15% 1 5% -5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Emerging Markets Diversified Select MSCI Emerging Markets Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Emerging Markets Diversified Select 11.54% 1.69% 2.35% 11.54% 19.42% * 1.61% -0.53% 2.97% -1.06% MSCI Emerging Markets 18.43% 1.01% 6.27% 18.43% 23.75% * 4.31% 1.07% 3.95% 0.88% Excess Return -6.89% 0.68% -3.92% -6.89% -4.33% * % -1.94% Performance & Risk characteristics since inception Absolute Risk 19.14% Absolute Risk MSCI Emerging Markets 17.41% Jensen's Alpha -1.98% Tracking Error 4.68% Beta versus MSCI Emerging Markets 1.07 Dividend Yield 3.84 Information Ratio Sharpe Ratio
6 DJSI Emerging Markets Diversified Select, as of June 30 th DJSI Emerging Markets Diversified Select MSCI Emerging Markets YTD DJSI Emerging Markets Diversified Select 11.54% 19.45% % 0.18% -6.52% 13.13% % -1.06% MSCI Emerging Markets 18.43% 11.19% % -2.19% % % 0.88% Excess Return -6.89% 8.26% -4.42% 2.37% -3.92% -5.09% -1.81% -1.94% 6
7 DJSI Emerging Markets Diversified Select, as of June 30 th DJSI Emerging Markets Diversified Select MSCI Emerging Markets 7
8 DJSI Europe Developed Diversified Select, as of June 30 th 3 25% 15% 1 5% -5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Europe Developed Diversified Select MSCI Europe Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI Europe Developed Diversified Select % 7.53% % * % 9.54% 5.12% MSCI Europe 15.36% -1.09% 7.37% 15.36% 21.11% * 3.69% -0.24% 8.81% 4.63% Excess Return 0.74% -0.15% 0.16% 0.74% 3.91% * -0.39% -0.18% 0.73% 0.49% Performance & Risk characteristics since inception Absolute Risk 16.82% Absolute Risk MSCI Europe 15.91% Jensen's Alpha 0.28% Tracking Error 2.18% Beta versus MSCI Europe 1.05 Dividend Yield 3.70 Information Ratio 0.23 Sharpe Ratio
9 DJSI Europe Developed Diversified Select, as of June 30 th DJSI Europe Developed Diversified Select MSCI Europe YTD DJSI Europe Developed Diversified Select % -3.54% -7.27% 26.64% 21.87% % MSCI Europe 15.36% % -6.18% 25.23% 19.12% % 4.63% Excess Return 0.74% 0.37% % 1.41% 2.75% 0.43% 0.49% 9
10 DJSI Europe Developed Diversified Select, as of June 30 th DJSI Europe Developed Diversified Select MSCI Europe 10
11 DJSI North America Diversified Select, as of June 30 th 25% 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI North America Diversified Select MSCI North America Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI North America Diversified Select 9.21% 1.13% 2.81% 9.21% 19.94% * 9.34% 7.85% 13.79% 11.86% MSCI North America 8.86% 0.72% 2.82% 8.86% 16.99% * 9.22% 7.91% 13.12% 11.05% Excess Return 0.35% 0.41% -0.01% 0.35% 2.95% * 0.12% -0.06% 0.67% 0.81% Performance & Risk characteristics since inception Absolute Risk 11.41% Absolute Risk MSCI North America 11.11% Jensen's Alpha 0.67% Tracking Error 1.84% Beta versus MSCI North America 1.01 Dividend Yield N.A. Information Ratio 0.44 Sharpe Ratio
12 DJSI North America Diversified Select, as of June 30 th DJSI North America Diversified Select MSCI North America YTD DJSI North America Diversified Select 9.21% 15.46% -6.24% 15.13% 30.29% 16.54% -0.67% 11.86% MSCI North America 8.86% 11.57% % 14.77% -2.19% 11.05% Excess Return 0.35% 3.89% -5.34% 3.23% 0.72% 1.77% 1.52% 0.81% 12
13 DJSI North America Diversified Select, as of June 30 th DJSI North America Diversified Select MSCI North America 13
14 DJSI World Developed Diversified Select, as of June 30 th 25% 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI World Developed Diversified Select MSCI World Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI World Developed Diversified Select 11.72% 0.64% 4.17% 11.72% 21.75% * 7.86% 5.58% 12.19% 9.24% MSCI World 10.66% 0.38% 4.03% 10.66% 18. * 7.19% 5.23% 11.37% 8.39% Excess Return 1.06% 0.26% 0.14% 1.06% 3.55% * 0.67% 0.35% 0.82% 0.85% Performance & Risk characteristics since inception Absolute Risk 12.26% Absolute Risk MSCI World 12.01% Jensen's Alpha 0.73% Tracking Error 1.38% Beta versus MSCI World 1.01 Dividend Yield 3.10 Information Ratio 0.61 Sharpe Ratio
15 DJSI World Developed Diversified Select, as of June 30 th 3 25% 15% 1 5% -5% DJSI World Developed Diversified Select MSCI World YTD DJSI World Developed Diversified Select 11.72% 10.53% -4.56% 6.73% % -6.78% 9.24% MSCI World 10.66% 7.51% -0.87% 4.94% 26.68% 15.83% -7.63% 8.39% Excess Return 1.06% 3.02% -3.69% 1.79% 0.62% 2.29% 0.85% 0.85% 15
16 DJSI World Developed Diversified Select, as of June 30 th DJSI World Developed Diversified Select MSCI World 16
17 DJSI World Diversified Select, as of June 30 th 2017 (in USD) 25% 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI World Diversified Select MSCI All Country Last Last 3 Last 6 Last 12 Last 2 YTD month months months months Last 3 Last 5 DJSI World Diversified Select 11.74% 0.68% 4.09% 11.74% 21.7 * % 11.55% 8.52% MSCI All Country 11.48% 0.45% 4.27% 11.48% 18.78% * 6.93% 4.82% 10.53% 7.5 Excess Return 0.26% 0.23% -0.18% 0.26% 2.92% * 0.57% 0.39% 1.02% 1.02% Performance & Risk characteristics since inception Absolute Risk 12.5 Absolute Risk MSCI All Country 12.32% Jensen's Alpha 0.96% Tracking Error 1.26% Beta versus MSCI All Country 1.01 Dividend Yield 3.14 Information Ratio 0.81 Sharpe Ratio
18 DJSI World Diversified Select, as of June 30 th 2017 (in USD) 3 25% 15% 1 5% -5% -1-15% DJSI World Diversified Select MSCI All Country YTD DJSI World Diversified Select 11.74% 11.13% -5.56% 6.28% 24.52% 17.82% -7.56% 8.52% MSCI All Country 11.48% 7.86% -2.36% 4.16% % -8.78% 7.5 Excess Return 0.26% 3.27% % 1.72% 1.69% 1.22% 1.02% 18
19 DJSI World Diversified Select, as of June 30 th 2017 (in USD) DJSI World Diversified Select MSCI All Country 19
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