FTSE Russell Factsheet Indices Data as at: 31 July 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 indices are capitalisation-weighted indices designed to represent the performance of constituents of the underlying index after the exclusion of companies that have a certain revenue and/or reserve exposure to fossil fuels. 5-Year Performance - Total Return 200 190 180 170 160 150 140 130 120 110 100 90 (USD) Jul-2013 Jul-2014 Jul-2015 Jul-2016 Jul-2017 Jul-2018 FTSE Developed ex North America ex Fossil Performance and Volatility - Total Return Data as at month end America FTSE Developed ex North America FTSE Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR 6.7 0.5 6.1 15.7 41.7 87.2 12.3 13.4 12.1 11.3 9.6 America 6.7 0.6 6.1 15.9 40.9 80.2 12.1 12.5 12.0 11.5 9.6 FTSE Developed ex North America ex Fossil -1.9-5.9-1.3 5.3 17.7 38.3 5.6 6.7 9.0 13.6 11.3 FTSE Developed ex North America -1.6-5.3-0.6 6.8 19.6 37.8 6.1 6.6 9.1 13.9 11.4 6.8 0.6 6.5 16.2 42.7 91.0 12.6 13.8 12.4 11.3 9.7 FTSE 6.8 0.7 6.5 16.3 41.9 84.5 12.4 13.0 12.3 11.4 9.6 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 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 1 of 5
Indices Data as at: 31 July 2018 Year-on-Year Performance - Total Return Index % (USD) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017-38.3 30.8 15.4 0.3 17.4 31.7 14.5 1.1 11.6 23.1 America -37.4 29.0 15.4 0.5 15.8 30.7 12.6-0.4 12.4 21.8 FTSE Developed ex North America ex Fossil FTSE Developed ex North America -43.1 32.0 9.3-12.6 20.5 23.6-3.6 1.8 0.3 27.1-43.2 34.0 9.1-12.1 18.6 22.0-4.6 0.0 2.0 27.1-37.8 29.4 15.0 1.2 17.8 33.6 15.0 2.4 11.1 23.3 FTSE -36.8 27.2 15.1 1.7 16.3 32.8 13.3 1.0 11.8 22.1 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR 1.2 1.1 1.4 0.7-9.8-13.4-14.1-48.6 America 1.3 1.1 1.3 0.7-10.0-13.4-14.7-47.4 FTSE Developed ex North America ex Fossil 0.6 0.4 0.6 0.2-10.7-19.1-21.3-51.3 FTSE Developed ex North America 0.7 0.4 0.6 0.2-10.1-19.4-22.1-51.2 1.3 1.2 1.4 0.7-9.8-13.1-13.8-48.3 FTSE 1.3 1.1 1.4 0.7-10.0-13.3-13.9-47.0 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - INFORMATION Index Universe FTSE Developed Index Index Launch 29 April 2014 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 email Currency USD Review Dates Semi-annually in March and September Constituent Country ICB Sector (Wgt %) America Diff % (Wgt %) Apple Inc. Technology Hardware & Equipment 3.78 3.59 0.19 Microsoft Corp 3.24 3.08 0.16 Amazon.Com General Retailers 2.92 2.77 0.15 Facebook Class A 1.66 1.57 0.08 JPMorgan Chase & Co Banks 1.57 1.49 0.08 Alphabet Class C 1.50 1.42 0.07 Alphabet Class A 1.48 1.41 0.07 Johnson & Johnson Pharmaceuticals & Biotechnology 1.44 1.36 0.07 Bank of America Banks 1.18 1.12 0.06 Berkshire Hathaway B Nonlife Insurance 1.02 0.97 0.05 Totals 19.79 18.78 2 of 5
Indices Data as at: 31 July 2018 Top 10 Constituents - Constituent Country ICB Sector (Wgt %) FTSE Diff % (Wgt %) Apple Inc. Technology Hardware & Equipment 3.96 3.78 0.18 Microsoft Corp 3.40 3.25 0.15 Amazon.Com General Retailers 3.05 2.92 0.14 Facebook Class A 1.73 1.66 0.08 JPMorgan Chase & Co Banks 1.65 1.57 0.07 Alphabet Class C 1.57 1.50 0.07 Alphabet Class A 1.55 1.48 0.07 Johnson & Johnson Pharmaceuticals & Biotechnology 1.50 1.44 0.07 Bank of America Banks 1.23 1.18 0.06 Berkshire Hathaway B Nonlife Insurance 1.07 1.02 0.05 Totals 20.71 19.80 Country Breakdown - America Country No. of Cons Wgt % No. of Cons Wgt % Diff % Canada 51 4.49 63 5.00-0.51 592 95.51 617 95.00 0.51 Totals 643 100.00 680 100.00 ICB Supersector Breakdown - America ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 21 2.31 52 6.93-4.62 1300 Chemicals 17 1.94 17 1.84 0.10 1700 Basic Resources 8 0.46 13 0.66-0.20 2300 Construction & Materials 9 0.46 10 0.46 0.00 2700 Industrial Goods & 93 12.03 93 11.44 0.60 3300 Automobiles & Parts 16 1.06 16 1.01 0.05 3500 Food & Beverage 26 3.01 26 2.86 0.15 3700 Personal & Household Goods 36 4.28 36 4.06 0.21 4500 Health Care 57 13.07 57 12.42 0.65 5300 Retail 42 8.49 42 8.07 0.42 5500 Media 24 2.50 24 2.38 0.12 5700 Travel & Leisure 27 2.52 27 2.39 0.13 6500 Telecommunications 8 2.12 8 2.01 0.11 7500 Utilities 33 2.90 33 2.76 0.14 8300 Banks 27 7.84 27 7.45 0.39 8500 Insurance 41 4.59 41 4.36 0.23 8600 Real Estate 41 2.89 41 2.75 0.14 8700 Financial 43 5.85 43 5.56 0.29 9500 Technology 74 21.67 74 20.59 1.08 Totals 643 100.00 680 100.00 3 of 5
31 July 2018 Indices Data as at: 31 July 2018 ICB Supersector Breakdown - FTSE ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 18 1.97 40 6.21-4.24 1300 Chemicals 16 1.89 16 1.80 0.08 1700 Basic Resources 4 0.30 6 0.40-0.10 2300 Construction & Materials 8 0.45 9 0.45 0.00 2700 Industrial Goods & 90 12.12 90 11.58 0.54 3300 Automobiles & Parts 15 1.02 15 0.98 0.05 3500 Food & Beverage 25 3.12 25 2.98 0.14 3700 Personal & Household Goods 36 4.48 36 4.28 0.20 4500 Health Care 56 13.66 56 13.05 0.61 5300 Retail 36 8.63 36 8.25 0.39 5500 Media 22 2.53 22 2.42 0.11 5700 Travel & Leisure 26 2.57 26 2.46 0.11 6500 Telecommunications 5 2.05 5 1.96 0.09 7500 Utilities 29 2.87 29 2.75 0.13 8300 Banks 21 6.51 21 6.22 0.29 8500 Insurance 34 4.35 34 4.15 0.19 8600 Real Estate 40 3.01 40 2.87 0.13 8700 Financial 40 5.95 40 5.68 0.27 9500 Technology 71 22.54 71 21.53 1.01 Totals 592 100.00 617 100.00 Index Characteristics Attributes America ex Fossil America America ex Fossil FTSE Number of constituents 643 680 592 617 Net MCap (USDm) 24,744,294 26,040,486 23,633,907 24,737,934 Dividend Yield % 1.89 1.92 1.83 1.87 Constituent Sizes (Net MCap USDm) Average 38,483 38,295 39,922 40,094 Largest 934,755 934,755 934,755 934,755 Smallest 1,317 1,317 1,317 1,317 Median 16,286 16,198 16,733 16,859 Weight of Largest Constituent (%) 3.78 3.59 3.96 3.78 Top 10 Holdings (% Index MCap) 19.78 19.15 20.71 20.15 4 of 5
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