FTSE All-World ex Fossil Fuels Index Series
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- Kimberly Griffin
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1 FTSE Russell Factsheet FTSE All-World ex Fossil Fuels Index Series Data as at: 31 October 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation risks associated with stranded assets. Stranded assets are fossil fuels deposits, including oil, gas and coal, that must remain unburned or in the ground in order for the world to avoid the worst impacts of climate change. The FTSE All-World ex Fossil Fuels Index Series is a capitalisation-weighted index designed to represent the performance of constituents of the FTSE All-World Index after the exclusion of companies that have a certain revenue and/or reserve exposure to fossil fuels. FEATURES Coverage Derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world s investable market capitalisation. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a 5-Year Performance - Total Return (USD) Oct-2013 Oct-2014 Oct-2015 Oct-2016 Oct-2017 Oct-2018 Data as at month end FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Performance and Volatility - Total Return Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency Index rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies, both real time and end of day. Net of tax 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. * 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 % (USD) FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging of 5
2 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - FTSE All-World ex Fossil Fuels Constituent Country ICB Sector FTSE All-World ex Fossil Fuels (Wgt %) Apple Inc. USA Technology Hardware & Equipment FTSE All-World Diff % (Wgt %) Microsoft Corp USA Software & Computer Services Amazon.Com USA General Retailers Johnson & Johnson JPMorgan Chase & Co USA Pharmaceuticals & Biotechnology USA Banks Facebook Class A USA Software & Computer Services Alphabet Class C USA Software & Computer Services Alphabet Class A USA Software & Computer Services INFORMATION Index Universe FTSE All-World Index Index Launch Developed - 29 April 2014 All-World and Emerging - 28 April 2015 Base Date 30 December 2005 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation Available End of Day End-of-Day Distribution Via FTP and Currency USD Review Dates Berkshire Hathaway B USA Nonlife Insurance Semi-annually in March and September Bank of America USA Banks Totals of 5
3 Country Breakdown FTSE All-World ex Fossil Fuels FTSE All-World Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % Australia , , Austria 7 26, , Belgium , , Brazil , , Canada 51 1,032, ,177, Chile 20 53, , China 261 1,252, ,341, Colombia 9 14, , Czech Rep. 4 5, , Denmark , , Egypt 9 8, , Finland , , France 84 1,252, ,422, Germany 84 1,157, ,227, Greece 11 14, , Hong Kong , , Hungary 3 11, , India , , Indonesia 26 86, , Ireland 5 35, , Israel 28 76, , Italy , , Japan 511 3,471, ,607, Korea , , Kuwait 7 11, , Malaysia , , Mexico , , Netherlands , , New Zealand 12 35, , Norway 10 74, , Pakistan 3 1, , Peru 3 18, , Philippines 22 51, , Poland 12 42, , Portugal 3 12, , Qatar 17 55, , Russia 25 74, , Singapore , , South Africa , , Spain , , Sweden , , Switzerland 49 1,155, ,155, Taiwan , , Thailand , , Turkey 31 31, , UAE 19 41, , UK 131 1,874, ,480, USA ,920, ,896, Totals ,806, ,779, of 5
4 31 October 2018 FTSE All-World ex Fossil Fuels Index Series Data as at: 31 October 2018 ICB Supersector Breakdown FTSE All-World ex Fossil Fuels FTSE All-World ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas , ,851, Chemicals , ,070, Basic Resources , , Construction & Materials , , Industrial Goods & Services 449 4,777, ,925, Automobiles & Parts , , Food & Beverage 152 1,646, ,646, Personal & Household Goods 174 2,270, ,270, Health Care 204 4,958, ,958, Retail 186 2,837, ,874, Media , , Travel & Leisure 131 1,066, ,070, Telecommunications 89 1,243, ,243, Utilities 155 1,258, ,342, Banks 244 4,214, ,214, Insurance 127 2,010, ,010, Real Estate 194 1,289, ,289, Financial Services 164 1,884, ,886, Technology 207 6,739, ,739, Totals ,806, ,779, Index Characteristics Attributes FTSE All-World ex Fossil Fuels FTSE All-World Number of constituents Net MCap (USDm) 40,806,984 43,779,474 Dividend Yield % Constituent Sizes (Net MCap USDm) Average 13,292 13,634 Largest 1,056,460 1,056,460 Smallest Median 3,954 4,049 Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) of 5
5 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 All-World ex Fossil Fuels Index Series or the fitness or suitability of the FTSE All-World ex Fossil Fuels 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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