Sustainability Report

Transcription

1 Sustainability Report This information is provided for financial advisers and their clients and wholesale investors. There is no guarantee investment strategies will be successful. Investment risks include loss of principal and fluctuating value. Environmental and social screens may limit investment opportunities for the fund.

2 Fossil Fuel Smart Emissions exposure as at 28 February, 2018 GREENHOUSE GAS EMISSIONS INTENSITY Megatons CO2e Tons CO2e/million sales POTENTIAL EMISSIONS FROM RESERVES % reduction in emissions reduction in potential emissions from reserves 2 possibility of such damages. 1

3 Weight Distribution by Sustainability Score DIMENSIONAL GLOBAL SUSTAINABILITY TRUST VS. MSCI WORLD EX AUSTRALIA INDEX % 44.27% 45.0 The portfolio holds a greater weight than the broad market in companies with high and above-average sustainability scores % 9.51% 23.65% 18.52% 12.19% 19.33% 8.38% The portfolio holds a lesser weight than the broad market in companies with low or below-average sustainability scores % The sustainability score of each company is based on sustainability criteria created by Dimensional. The weighting of companies in each sustainability score category (e.g.,,,, Below, and Least ) is determined by computing breakpoints based on each company s sustainability score within its respective target market. possibility of such damages. MSCI data copyright MSCI 2018, all rights reserved. 2

4 Sector Allocations DIMENSIONAL GLOBAL SUSTAINABILITY TRUST PORTFOLIO WEIGHTS Financials 19.33% Consumer Discretionary 17.33% Information Technology 16.89% Industrials 13.18% Health Care 11.57% Consumer Staples 6.65% Materials 6.03% Telecommunication Services 3.83% REITs 1.98% Energy 2.34% Utilities 0.88% Other Holdings are subject to change and are exclusive of cash. Numbers may not total 10 due to rounding. Real Estate Investment Trusts (REITs) are shown as a separate category to illustrate their exclusion from certain funds. REITs are classified according to GICS Industry code. GICS was developed by and is the exclusive property of MSCI and S&P Dow Jones Indices. 3

5 Weight Distribution by Sustainability Score ENERGY % % 11.03% 16.15% 14.07% 12.42% 9.99% 1.02% 0.0 UTILITIES % 38.43% 44.35% 8.06% 25.19% % MATERIALS % 45.13% 28.17% % % 9.87% 1.09% The sustainability score of each company is based on sustainability criteria created by Dimensional. The weighting of companies in each sustainability score category (e.g.,,,, Below, and Least ) is determined by computing breakpoints based on each company s sustainability score within its respective target market. possibility of such damages. MSCI data copyright MSCI 2018, all rights reserved. 4

6 Weight Distribution by Sustainability Score INDUSTRIALS CONSUMER DISCRETIONARY CONSUMER STAPLES HEALTH CARE The sustainability score of each company is based on sustainability criteria created by Dimensional. The weighting of companies in each sustainability score category (e.g.,,,, Below, and Least ) is determined by computing breakpoints based on each company s sustainability score within its respective target market. possibility of such damages. MSCI data copyright MSCI 2018, all rights reserved. 5

7 Weight Distribution by Sustainability Score FINANCIALS INFORMATION TECHNOLOGY TELECOMMUNICATION SERVICES REITS The sustainability score of each company is based on sustainability criteria created by Dimensional. The weighting of companies in each sustainability score category (e.g.,,,, Below, and Least ) is determined by computing breakpoints based on each company s sustainability score within its respective target market. possibility of such damages. MSCI data copyright MSCI 2018, all rights reserved. 6

8 Appendix

9 Disclosure & Disclaimer The issuer of this document is DFA Australia Limited (AFS License No , ABN ). This material is provided for information only. No account has been taken of the objectives, financial situation, or needs of any particular person. Accordingly, to the extent this material constitutes general financial product advice, investors should, before acting on the advice, consider the appropriateness of the advice, having regard to the investor s objectives, financial situation, and needs. This is not an offer or recommendation to buy or sell securities or other financial products, nor a solicitation for deposits or other business, whether directly or indirectly. Any opinions expressed in this publication reflect our judgment at the date of publication and are subject to change. A Product Disclosure Statement (PDS) for the Dimensional Wholesale Trusts, under which offers to invest in these trusts are made, is available from DFA Australia Limited or by download from our website at Investors should consider the current PDS in deciding whether to invest in the trusts, or to continue to hold their investments in the trusts. 8