FTSE Russell Factsheet FTSE All-World GDP Weighted Indices Data as at: 30 April 2018 bmktitle1 The FTSE GDP Weighted Index Series is designed to reflect the performance of constituent companies in an index where country weightings are proportionate to each country s forecast GDP. The indices comprising the FTSE GDP Weighted Index Series consist of the constituents of the corresponding underlying universe of the FTSE All-World Index Series at the time of the annual review in March (but may differ between reviews due to intra-review additions to the underlying index). 5-Year Performance - Total Return 170 160 150 140 130 120 110 100 90 80 (USD) Apr-2013 Apr-2014 Apr-2015 Apr-2016 Apr-2017 Apr-2018 FTSE All-World GDP Weighted FTSE Emerging GDP Weighted Performance and Volatility - Total Return Data as at month end FTSE Developed GDP Weighted FTSE Europe Asia Pacific GDP Weighted Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE All-World GDP Weighted -6.5 4.5 0.6 18.7 21.3 49.3 6.6 8.4 9.1 14.3 12.4 FTSE Developed GDP Weighted -4.6 3.8 0.8 16.0 26.5 58.7 8.1 9.7 8.4 12.4 10.7 FTSE Emerging GDP Weighted -7.7 5.0 0.5 20.2 16.2 36.6 5.1 6.4 11.3 16.9 15.1 FTSE Europe Asia Pacific GDP Weighted -7.2 4.2 0.2 20.3 19.4 47.5 6.1 8.1 10.2 15.6 13.3 * 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) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 FTSE All-World GDP Weighted -47.7 52.0 12.9-13.7 19.6 12.5 4.1-7.0 8.9 30.9 FTSE Developed GDP Weighted -41.3 31.6 10.1-8.0 17.1 26.6 2.5-1.0 6.7 25.9 FTSE Emerging GDP Weighted -54.2 80.6 17.5-19.8 22.3-1.3 4.9-12.1 10.7 33.9 FTSE Europe Asia Pacific GDP Weighted -51.2 56.5 12.0-17.6 21.3 9.4 2.4-5.8 6.3 34.8 FEATURES Methodology The five year GDP forecasts at Purchasing Power Parity (PPP) published by the International Monetary Fund (IMF) in September prior to the annual review date determine the country weightings in each GDP weighted index. Objective The indices are designed for the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks in the underlying universe are freefloat weighted to ensure that only the investable opportunity set is included. Liquidity Stocks in the underlying universe are screened to ensure that the indices are tradable. Capping tituent weights are capped at 5% at the annual review. Transparency The indices use a transparent, rules-based construction process. Index Rules are freely available on the FTSE website. Availability The indices are calculated based on price and total return methodologies, available end-of-day. Net TRI 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. 1 of 5
Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-World GDP Weighted 2.0 0.5 0.7 0.2-9.4-26.5-26.9-57.3 FTSE Developed GDP Weighted 1.8 0.6 0.9 0.3-8.9-19.3-19.3-56.0 FTSE Emerging GDP Weighted 1.7 0.3 0.4 0.2-10.4-33.5-34.3-62.6 FTSE Europe Asia Pacific GDP Weighted 1.9 0.4 0.6 0.2-9.9-28.4-28.9-58.7 INFORMATION Index Universe FTSE All-World Index Index Launch 17 September 2013 Base Date Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 tituents - FTSE Developed GDP Weighted Index tituent Country ICB Sector FTSE Developed GDP Weighted FTSE Developed Diff % 15 March 2013 Base Value 1000 Investability Screen Apple Inc. Technology Hardware & Equipment 1.38 2.04-0.66 Samsung Electronics Korea Leisure Goods 1.26 0.57 0.69 Microsoft Corp 1.15 1.70-0.55 Amazon.Com General Retailers 1.04 1.53-0.49 Banco Santander Spain Banks 0.75 0.25 0.50 Facebook Class A JPMorgan Chase & Co 0.67 0.99-0.32 Banks 0.62 0.91-0.29 Allianz SE Germany Nonlife Insurance 0.59 0.25 0.34 SAP Germany 0.58 0.25 0.33 Intesa Sanpaolo Italy Banks 0.57 0.13 0.44 Totals 8.61 8.62 Actual free float applied and liquidity screened Index Calculation End-of-day End-of-Day Distribution Via FTP and email Currency USD, EUR, GBP, JPY, AUD Review Dates Annually in March History Available from 16 March 2001 Top 10 tituents - FTSE Emerging GDP Weighted Index tituent Country ICB Sector FTSE Emerging GDP Weighted FTSE Emerging Diff % Tencent Holdings (P Chip) 4.65 5.80-1.15 Alibaba Group Holding ADS (N Shares) General Retailers 4.01 3.04 0.98 truction Bank (H) Banks 2.64 2.00 0.64 Industrial and Commercial Bank of (H) Banks 1.94 1.46 0.47 Housing Development Finance India Financial 1.53 0.94 0.58 Reliance Industries India Oil & Gas Producers 1.52 0.94 0.58 Baidu ADS (N Shares) 1.44 1.09 0.35 Mobile (Red Chip) Mobile Telecommunications 1.41 1.07 0.34 Ping An Insurance (H) Life Insurance/Assurance 1.37 1.04 0.33 Commercial International Bank Egypt Banks 1.32 0.12 1.21 Totals 21.83 17.50 2 of 5
Country Breakdown FTSE All-World GDP Weighted FTSE All-World Country No. of Net MCap (USDm) Wgt % No. of Net MCap (USDm) Wgt % Australia 94 492,242 1.08 94 1,048,928 2.29 Austria 7 164,847 0.36 7 39,619 0.09 Belgium 13 196,106 0.43 13 168,223 0.37 Brazil 80 1,201,240 2.63 80 420,449 0.92 Canada 63 709,056 1.55 63 1,250,402 2.73 Chile 21 181,797 0.40 21 68,594 0.15 262 10,586,318 23.19 262 1,569,020 3.42 Colombia 10 333,751 0.73 10 24,336 0.05 Czech Rep. 5 150,289 0.33 5 10,117 0.02 Denmark 19 105,298 0.23 19 250,300 0.55 Egypt 7 653,887 1.43 7 10,551 0.02 Finland 14 96,660 0.21 14 161,933 0.35 France 87 1,154,154 2.53 87 1,603,629 3.50 Germany 79 1,622,130 3.55 80 1,464,413 3.19 Greece 12 125,564 0.28 12 22,395 0.05 Hong Kong 92 185,279 0.41 92 601,623 1.31 Hungary 4 115,980 0.25 4 19,296 0.04 India 139 4,715,327 10.33 139 530,162 1.16 Indonesia 29 1,309,208 2.87 29 100,510 0.22 Ireland 5 142,999 0.31 5 37,224 0.08 Israel 30 125,042 0.27 30 73,535 0.16 Italy 38 935,954 2.05 38 434,737 0.95 Japan 509 2,004,753 4.39 509 3,978,039 8.67 Korea 129 884,524 1.94 129 841,013 1.83 Malaysia 45 414,374 0.91 45 158,208 0.34 Mexico 42 1,005,095 2.20 42 172,499 0.38 Netherlands 28 371,818 0.81 28 545,934 1.19 New Zealand 12 74,152 0.16 12 32,359 0.07 Norway 11 149,821 0.33 11 103,119 0.22 Pakistan 5 474,852 1.04 5 3,771 0.01 Peru 3 192,331 0.42 3 19,459 0.04 Philippines 25 390,036 0.85 25 61,628 0.13 Poland 31 438,514 0.96 31 69,765 0.15 Portugal 4 126,488 0.28 4 24,036 0.05 Qatar 17 152,937 0.33 17 31,891 0.07 Russia 40 1,401,245 3.07 40 193,205 0.42 Singapore 32 218,138 0.48 32 213,895 0.47 South Africa 82 274,969 0.60 82 394,921 0.86 Spain 32 707,127 1.55 32 497,322 1.08 Sweden 40 196,716 0.43 40 395,276 0.86 Switzerland 50 194,629 0.43 50 1,165,579 2.54 Taiwan 88 451,234 0.99 88 595,917 1.30 Thailand 40 497,091 1.09 40 175,173 0.38 Turkey 33 733,407 1.61 33 49,511 0.11 UAE 20 283,309 0.62 20 42,708 0.09 UK 134 1,176,498 2.58 134 2,786,894 6.08 614 7,537,669 16.51 614 23,407,126 51.03 Totals 3176 45,654,856 100.00 3177 45,869,245 100.00 3 of 5
30 April 2018 FTSE All-World GDP Weighted Indices Data as at: 30 April 2018 ICB Industry Breakdown - FTSE Developed GDP Weighted Index FTSE Developed GDP Weighted FTSE Developed ICB Code ICB Industry No. of Net MCap (USDm) Wgt % No. of Net MCap (USDm) Wgt % 0001 Oil & Gas 91 2,729,200 6.59 91 2,597,981 6.32 1000 Basic Materials 149 2,205,285 5.32 149 1,800,213 4.38 2000 Industrials 412 5,570,576 13.44 412 5,481,455 13.33 3000 umer Goods 312 6,135,850 14.81 312 5,288,126 12.86 4000 Health Care 154 3,853,767 9.30 155 4,554,059 11.07 5000 umer 291 3,854,434 9.30 291 4,504,942 10.95 6000 Telecommunications 46 1,294,029 3.12 46 1,057,122 2.57 7000 Utilities 89 1,666,189 4.02 89 1,233,852 3.00 8000 Financials 453 9,648,095 23.28 453 8,973,596 21.82 9000 Technology 139 4,482,645 10.82 139 5,633,812 13.70 Totals 2136 41,440,069 100.00 2137 41,125,157 100.00 ICB Industry Breakdown - FTSE Emerging GDP Weighted Index FTSE Emerging GDP Weighted FTSE Emerging ICB Code ICB Industry No. of Net MCap (USDm) Wgt % No. of Net MCap (USDm) Wgt % 0001 Oil & Gas 56 518,560 10.85 56 398,522 8.40 1000 Basic Materials 111 283,685 5.94 111 345,342 7.28 2000 Industrials 158 394,937 8.27 158 408,280 8.61 3000 umer Goods 131 444,030 9.29 131 380,158 8.01 4000 Health Care 40 132,039 2.76 40 114,930 2.42 5000 umer 104 470,591 9.85 104 552,844 11.65 6000 Telecommunications 46 257,175 5.38 46 245,600 5.18 7000 Utilities 78 142,818 2.99 78 143,671 3.03 8000 Financials 260 1,603,995 33.57 260 1,421,070 29.95 9000 Technology 56 530,511 11.10 56 733,671 15.46 Totals 1040 4,778,341 100.00 1040 4,744,088 100.00 Index Characteristics Attributes FTSE All-World GDP Weighted FTSE All-World Number of constituents 3176 3177 Net MCap (USDm) 45,654,856 45,869,245 Dividend Yield % 2.45 2.38 tituent Sizes (Net MCap USDm) Average 14,375 14,438 Largest 1,802,797 837,934 Smallest 50 43 Median 4,729 4,784 Weight of Largest tituent (%) 3.95 1.83 Top 10 Holdings (% Index MCap) 13.29 9.84 4 of 5
bmkimage1 bmkimage2 bmkimage3 2017 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 GDP Weighted Index Series or the fitness or suitability of the FTSE GDP Weighted 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 www.ftserussell.com; email info@ftserussell.com; or call your regional Client Team office: EMEA +44 (0) 20 7866 1810 North America +1 877 503 6437 Asia-Pacific Hong Kong +852 2164 3333 Tokyo +81 3 3581 2764 Sydney +61 (0) 2 8823 3521 5 of 5