Dow Jones Sustainability Indices June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM
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% 1.9 9.25% 19.84% * 3.52% 1.62% 7.2 5.31% 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 -0.15 Sharpe Ratio 0.22 *31.12.2003 2
DJSI Asia Pacific, as of June 30 th 2017 (in USD) 4 3 2 1-1 -2-3 -4-5 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI Asia Pacific MSCI Pacific YTD 2016 2015 2014 2013 2012 2011 DJSI Asia Pacific 9.25% 4.7-0.54% -4.59% 15.17% 18.68% -14.65% 5.31% MSCI Pacific 11.11% 4.18% 2.96% -2.7 18.27% 14.42% -13.74% 5.78% Excess Return -1.86% 0.52% -3.5-1.89% -3.1 4.26% -0.91% -0.47% *31.12.2003 3
DJSI Asia Pacific, as of June 30 th 2017 (in USD) 12 10 8 6 4 2-2 12-2003 12-2006 12-2009 12-2012 12-2015 DJSI Asia Pacific MSCI Pacific 4
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 2.8-0.17% -2.41% 2.8 14.86% * 6.4 6.06% 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 -0.06 Sharpe Ratio 0.24 *29.10.2004 5
DJSI Australia, as of June 30 th 2017 (in AUD) 6 4 2-2 -4-6 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI Australia MSCI Australia YTD 2016 2015 2014 2013 2012 2011 DJSI Australia 0.03% 14.78% -1.71% 5.5 22.32% 20.86% -12.67% 7.55% MSCI Australia 2.8 11.98% 1.29% 5.59% 20.88% 20.54% -10.97% 7.68% Excess Return -2.77% 2.8-3.0-0.09% 1.44% 0.32% -1.7-0.13% *29.10.2004 6
DJSI Australia, as of June 30 th 2017 (in AUD) 20 15 10 5 10-2004 10-2007 10-2010 10-2013 10-2016 DJSI Australia MSCI Australia 7
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% - 2.72% MSCI Emerging Markets 18.43% 1.01% 6.27% 18.43% 23.75% * 4.31% 1.07% - 2.49% Excess Return -6.91% -0.97% -4.84% -6.91% -7.69% * 0.41% 0.78% - 0.23% 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 *01.10.2012 8
DJSI Emerging Markets, as of June 30 th 2017 (in USD) 3 2 1-1 -2-3 2012 2013 2014 2015 2016 DJSI Emerging Markets MSCI Emerging Markets YTD 2016 2015 2014 2013 2012 2011 DJSI Emerging Markets 11.52% 20.37% -18.36% 5.29% -6.91% 5.75% - 2.72% MSCI Emerging Markets 18.43% 11.19% -14.92% -2.19% -2.6 5.3-2.49% Excess Return -6.91% 9.18% -3.44% 7.48% -4.31% 0.45% - 0.23% *01.10.2012 9
DJSI Emerging Markets, as of June 30 th 2017 (in USD) 2 1-1 -2-3 10-2012 10-2013 10-2014 10-2015 10-2016 DJSI Emerging Markets MSCI Emerging Markets 10
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 * 2.5 5.99% 11.07% 4.82% Excess Return 1.52% -0.04% 0.2 1.52% 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 -0.19 Sharpe Ratio 0.18 *28.09.2001 11
DJSI Europe, as of June 30 th 2017 (in USD) 4 2-2 -4-6 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI Europe MSCI Europe YTD 2016 2015 2014 2013 2012 2011 DJSI Europe 8.13% 3.35% 8.21% 7.7 18.61% 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% *28.09.2001 12
DJSI Europe, as of June 30 th 2017 (in USD) 15 10 5-5 09-2001 09-2004 09-2007 09-2010 09-2013 09-2016 DJSI Europe MSCI Europe 13
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% -0.1 0.19% 0.54% 2.98% * 0.4-1.26% -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 -0.08 Sharpe Ratio 0.12 *28.09.2001 14
DJSI Eurozone, as of June 30 th 2017 (in EUR) 4 2-2 -4-6 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI Eurozone MSCI EURO YTD 2016 2015 2014 2013 2012 2011 DJSI Eurozone 8.45% 6.55% 5.0 2.45% 21.09% 18.37% -12.75% 3.83% MSCI EURO 7.91% 4.37% 8.27% 4.42% 22.73% 19.74% -13.73% 4.03% Excess Return 0.54% 2.18% -3.27% -1.97% -1.64% -1.37% 0.98% -0.2 *28.09.2001 15
DJSI Eurozone, as of June 30 th 2017 (in EUR) 10 8 6 4 2-2 -4-6 09-2001 09-2004 09-2007 09-2010 09-2013 09-2016 DJSI Eurozone MSCI EURO 16
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% -10.78% * -5.2-2.34% -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 -0.23 Sharpe Ratio 0.15 *30.12.2005 17
DJSI Korea, as of June 30 th 2017 (in KRW) 8 6 4 2-2 -4-6 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI Korea MSCI Korea YTD 2016 2015 2014 2013 2012 2011 DJSI Korea 18.28% 7.49% -0.86% -5.31% 2.52% 5.03% -12.71% 5.63% MSCI Korea 21.99% 12.02% -0.42% -7.43% 2.47% 12.62% -10.68% 6.67% Excess Return -3.71% -4.53% -0.44% 2.12% 0.05% -7.59% -2.03% -1.04% *30.12.2005 18
DJSI Korea, as of June 30 th 2017 (in KRW) 12 10 8 6 4 2-2 -4 12-2005 12-2008 12-2011 12-2014 DJSI Korea MSCI Korea 19
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 8.0 1.64% 2.85% 8.0 18.0 * 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 -0.03 Sharpe Ratio 0.17 *31.08.1999 20
DJSI North America, as of June 30 th 2017 (in USD) 4 3 2 1-1 -2-3 -4-5 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI North America MSCI North America YTD 2016 2015 2014 2013 2012 2011 DJSI North America 8.0 15.69% -3.27% 11.96% 27.75% 10.31% 0.8 4.69% MSCI North America 8.86% 11.57% -0.9 11.9 29.57% 14.77% -0.07% 4.8 Excess Return -0.86% 4.12% -2.37% 0.06% -1.82% -4.46% 0.87% -0.11% *31.08.1999 21
DJSI North America, as of June 30 th 2017 (in USD) 15 10 5-5 08-1999 08-2002 08-2005 08-2008 08-2011 08-2014 DJSI North America MSCI North America 22
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 * 2.0 0.88% 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 -0.06 Sharpe Ratio 0.17 *31.08.1999 23
DJSI United States, as of June 30 th 2017 (in USD) 4 3 2 1-1 -2-3 -4-5 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI United States MSCI North America YTD 2016 2015 2014 2013 2012 2011 DJSI United States 8.52% 14.34% -1.17% 13.45% 30.52% 10.13% 2.7 4.57% MSCI North America 8.86% 11.57% -0.9 11.9 29.57% 14.77% -0.07% 4.8 Excess Return -0.34% 2.77% -0.27% 1.55% 0.95% -4.64% 2.77% -0.23% *31.08.1999 24
DJSI United States, as of June 30 th 2017 (in USD) 15 10 5-5 08-1999 08-2002 08-2005 08-2008 08-2011 08-2014 DJSI United States MSCI North America 25
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 14.3 0.54% 5.78% 14.3 24.46% * 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 -0.26 Sharpe Ratio 0.10 *31.08.1999 26
DJSI World, as of June 30 th 2017 (in USD) 6 4 2-2 -4-6 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI World MSCI All Country YTD 2016 2015 2014 2013 2012 2011 DJSI World 14.3 7.48% -4.41% 1.11% 22.23% 15.51% -7.88% 3.78% MSCI All Country 11.48% 7.86% -2.36% 4.16% 22.8 16.13% -7.35% 4.52% Excess Return 2.82% -0.38% -2.05% -3.05% -0.57% -0.62% -0.53% -0.74% *31.08.1999 27
DJSI World, as of June 30 th 2017 (in USD) 15 10 5-5 08-1999 08-2002 08-2005 08-2008 08-2011 08-2014 DJSI World MSCI All Country 28
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 14.3 0.53% 5.9 14.3 24.5 * 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 -0.47 Sharpe Ratio 0.34 *30.09.2008 29
DJSI World Developed, as of June 30 th 2017 (in USD) 4 3 2 1-1 -2-3 2008 2009 2010 2011 2012 2013 2014 2015 2016 DJSI World Developed MSCI World YTD 2016 2015 2014 2013 2012 2011 DJSI World Developed 14.3 6.74% -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 *30.09.2008 30
DJSI World Developed, as of June 30 th 2017 (in USD) 12 10 8 6 4 2-2 -4-6 09-2008 09-2009 09-2010 09-2011 09-2012 09-2013 09-2014 09-2015 09-2016 DJSI World Developed MSCI World 31
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