FTSE Russell Factsheet High Dividend Index Data as at: 31 August 2018 bmktitle1 The High Dividend Index comprises stocks that are characterized by higherthan-average dividend yields, and is based on the Index, which is part of the FTSE Global Equity Index Series. Real estate investment trusts (REITS) (ICB Sector 8670) are removed from the index, as are stocks that are forecast to pay a zero dividend over the next 12 months ('dividends' excludes any non-regular or 'special' distributions). The remaining stocks are ranked by annual dividend yield and included in the target index until the cumulative market capitalization reaches 50% of the total market cap of this universe of stocks. Please see the index Ground Rules for more information. 5-Year Performance - Total Return 170 160 150 140 130 120 110 100 (USD) Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 High Dividend Performance and Volatility - Total Return Data as at month end Index (USD) Return % Return pa %* Volatility %** FEATURES 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 in the underlying index 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. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR High Dividend 1.4-1.5-1.9 4.7 31.8 42.2 9.7 7.3 8.4 11.6 10.3 3.2 2.2 3.5 11.8 42.1 63.1 12.4 10.3 9.1 11.1 9.9 * 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 Dividend 5% 4% 4% 3% 3% 2% Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Data as at month end High Dividend 1 of 5
High Dividend Index Data as at: 31 August 2018 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR High Dividend 0.5 0.9 0.7 0.3-10.8-14.1-20.3-50.6 1.3 1.2 1.0 0.4-8.9-14.1-18.8-48.0 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Year-on-Year Performance - Total Return Index % (USD) 2013 2014 2015 2016 2017 High Dividend 19.7 2.0-4.5 11.5 19.8 23.3 4.8-1.7 8.6 24.6 Top 10 Constituents - High Dividend Index Constituent Country ICB Sector High Dividend (Wgt %) Johnson & Johnson Exxon Mobil Corporation Pharmaceuticals & Biotechnology Diff % (Wgt %) 1.80 0.77 1.03 Oil & Gas Producers 1.69 0.72 0.97 Nestle Switzerland Food Producers 1.28 0.55 0.73 Wells Fargo & Company Pfizer Banks 1.28 0.55 0.73 Pharmaceuticals & Biotechnology 1.20 0.51 0.69 INFORMATION Index Universe Index Base Date 25 March 2008 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation End of day End-of-Day Distribution By FTP and email Currency USD, GBP, Euro, CHF Review Dates Semi annual in March and September AT&T Fixed Line Telecommunications 1.15 0.49 0.66 Cisco Systems Technology Hardware & Equipment 1.15 0.49 0.66 Intel Corp Technology Hardware & Equipment 1.12 0.48 0.64 Chevron Oil & Gas Producers 1.12 0.48 0.64 Verizon Communications Fixed Line Telecommunications 1.12 0.48 0.64 Totals 12.91 5.52 2 of 5
High Dividend Index Data as at: 31 August 2018 ICB Supersector Breakdown High Dividend ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 82 11.49 147 6.43 5.07 1300 Chemicals 46 2.98 121 2.57 0.41 1700 Basic Resources 65 2.79 137 1.86 0.93 2300 Construction & Materials 42 1.14 118 1.39-0.25 2700 Industrial Goods & Services 137 7.04 456 11.38-4.34 3300 Automobiles & Parts 45 3.34 108 2.28 1.06 3500 Food & Beverage 46 5.18 154 3.58 1.60 3700 Personal & Household Goods 60 7.04 179 5.73 1.31 4500 Health Care 33 11.52 193 10.96 0.55 5300 Retail 64 3.10 189 6.78-3.68 5500 Media 32 1.17 78 2.14-0.97 5700 Travel & Leisure 38 1.56 131 2.39-0.83 6500 Telecommunications 63 5.47 91 2.72 2.75 7500 Utilities 121 5.89 169 2.90 2.99 8300 Banks 150 15.11 242 9.68 5.43 8500 Insurance 74 4.80 129 4.56 0.24 8600 Real Estate 55 1.29 189 2.93-1.63 8700 Financial Services 74 2.45 155 4.31-1.86 9500 Technology 48 6.63 200 15.41-8.78 Totals 1275 100.00 3186 100.00 3 of 5
High Dividend Index Data as at: 31 August 2018 Country Breakdown High Dividend Country No. of Cons Wgt % No. of Cons Wgt % Diff % Australia 65 4.00 94 2.23 1.77 Austria 6 0.15 7 0.07 0.08 Belgium 7 0.61 13 0.34 0.27 Brazil 43 1.02 79 0.68 0.35 Canada 31 4.27 63 2.73 1.54 Chile 10 0.13 21 0.12 0.01 China 126 3.08 265 3.22-0.14 Colombia 4 0.07 10 0.05 0.03 Czech Rep. 5 0.05 5 0.02 0.03 Denmark 8 0.69 19 0.52 0.17 Egypt 4 0.01 7 0.02-0.01 Finland 12 0.77 14 0.36 0.41 France 38 4.06 87 3.29 0.77 Germany 37 4.04 80 2.98 1.06 Greece 4 0.04 12 0.04 0.00 Hong Kong 51 1.48 90 1.19 0.29 Hungary 2 0.02 4 0.03-0.01 India 23 0.52 139 1.16-0.64 Indonesia 13 0.23 29 0.20 0.03 Ireland - - 5 0.08-0.08 Israel 8 0.14 30 0.18-0.04 Italy 19 1.05 37 0.75 0.31 Japan 100 6.30 509 8.19-1.89 Korea 37 1.94 133 1.58 0.36 Malaysia 24 0.49 45 0.30 0.19 Mexico 14 0.35 43 0.37-0.02 Netherlands 15 1.68 28 1.14 0.54 New Zealand 9 0.12 12 0.07 0.04 Norway 9 0.48 11 0.22 0.26 Pakistan 4 0.01 5 0.01 0.01 Peru 1 0.07 3 0.04 0.03 Philippines 7 0.04 25 0.13-0.08 Poland 10 0.14 31 0.14 0.00 Portugal 2 0.10 4 0.05 0.04 Qatar 13 0.24 17 0.11 0.13 Russia 28 0.77 39 0.38 0.39 Singapore 22 0.76 32 0.38 0.37 South Africa 48 0.87 83 0.73 0.14 Spain 23 1.84 31 0.93 0.91 Sweden 22 1.21 40 0.84 0.37 Switzerland 28 5.15 50 2.58 2.57 Taiwan 59 2.75 88 1.29 1.46 Thailand 23 0.48 42 0.35 0.13 Turkey 20 0.09 34 0.06 0.03 UAE 12 0.18 20 0.09 0.09 UK 82 10.25 134 5.54 4.71 147 37.22 617 54.21-16.99 Totals 1275 100.00 3186 100.00 4 of 5
31 August 2018 High Dividend Index Data as at: 31 August 2018 Index Characteristics Attributes High Dividend Number of constituents 1275 3186 Dividend % 3.86 2.36 Constituent (Wgt %) Average 0.08 0.03 Largest 1.80 2.38 Median 0.02 0.01 Top 10 Holdings (Wgt %) 12.91 11.32 bmkimage1 bmkimage2 bmkimage3 2018 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 High Dividend or the fitness or suitability of the High Dividend 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 Services Team office: EMEA +44 (0) 20 7866 1810 North America +1 877 503 6437 Asia-Pacific Hong Kong +852 2164 3333 Tokyo +81 3 4563 6346 Sydney +61 (0) 2 8823 3521 5 of 5