FTSE Russell Factsheet FTSE Global Small Cap ex US Index Data as at: 31 August 2018 bmktitle1 The FTSE Global Small Cap ex US Index is a market-capitalization weighted index representing the performance of Small cap stocks in Developed and Emerging markets excluding the US. The index is derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world s investable market capitalization. 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 FTSE Global Small Cap ex US Performance and Volatility - Total Return Data as at month end FTSE Global Small Cap Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Global Small Cap ex US -3.6-3.5-3.2 4.7 33.1 42.5 10.0 7.3 9.3 12.8 11.1 FTSE Global Small Cap 2.7 6.2 5.6 15.1 44.1 65.7 12.9 10.6 9.1 12.2 10.5 * 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 Global Small Cap ex US -52.0 61.2 25.2-18.2 18.9 18.4-4.0-0.2 4.3 30.3 FTSE Global Small Cap -45.9 48.0 26.8-10.4 17.8 28.0 2.5-2.0 11.8 22.6 Return/Risk Ratio and Drawdown - Total Return FEATURES Coverage Small cap constituents in Developed and Emerging markets, excluding the US. 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 The index uses a transparent, rules-based construction process. 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. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global Small Cap ex US 0.5 0.9 0.7 0.3-11.9-13.8-23.5-50.9 FTSE Global Small Cap 1.6 1.1 1.0 0.5-8.7-16.0-21.9-52.0 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data 1 of 5
Top 10 Constituents Constituent Country ICB Sector Net MCap (USDm) Wgt % Open Text Corp Canada Software & Computer Services 9,988 0.39 Yageo Taiwan Electronic & Electrical Equipment 8,813 0.34 First Quantum Minerals Canada Industrial Metals & Mining 8,535 0.33 Canopy Growth Canada Tobacco 8,011 0.31 GVC Holdings UK Travel & Leisure 7,867 0.31 Ocado Group UK Food & Drug Retailers 7,653 0.30 Gn Store Nordic Denmark Health Care Equipment & Services 7,012 0.27 CCL Industries B Canada General Industrials 7,001 0.27 Bombardier B Canada Aerospace & Defense 6,880 0.27 Gildan Activewear Canada Personal Goods 6,358 0.25 Totals 78,117 3.05 INFORMATION Index Universe FTSE Global Equity Index Series Index Launch 22 September 2003 Base Date 31 December 2002 Base Value 200 Investability Screen Actual free float applied and liquidity screened Index Calculation Via FTP and email Distribution Real-time and end-of-day Currency USD, EUR, GBP, JPY, Local Review Dates Semi-annually in March and September History Available from December 1993 2 of 5
Country Breakdown - FTSE Global Small Cap ex US Country No. of Cons Net MCap (USDm) Wgt % Australia 155 125,270 4.88 Austria 21 22,304 0.87 Belgium 25 27,465 1.07 Brazil 48 19,309 0.75 Canada 150 329,921 12.86 Chile 11 5,021 0.20 China 211 93,645 3.65 Colombia 2 1,398 0.05 Czech Rep. 1 41 0.00 Denmark 20 37,780 1.47 Egypt 11 2,781 0.11 Finland 22 28,642 1.12 France 56 52,197 2.04 Germany 80 114,546 4.47 Greece 10 2,901 0.11 Hong Kong 100 40,266 1.57 Hungary 1 202 0.01 India 166 80,865 3.15 Indonesia 40 16,927 0.66 Ireland 7 7,291 0.28 Israel 30 9,531 0.37 Italy 60 58,324 2.27 Japan 820 403,548 15.73 Korea 278 118,458 4.62 Malaysia 44 28,091 1.10 Mexico 23 11,574 0.45 Netherlands 27 41,173 1.61 New Zealand 20 22,271 0.87 Norway 36 46,128 1.80 Pakistan 19 7,824 0.31 Philippines 18 8,759 0.34 Poland 11 1,929 0.08 Portugal 10 9,355 0.36 Qatar 3 679 0.03 Russia 6 1,314 0.05 Singapore 44 30,407 1.19 South Africa 34 10,698 0.42 Spain 33 41,386 1.61 Sweden 73 103,193 4.02 Switzerland 60 76,783 2.99 Taiwan 331 177,550 6.92 Thailand 72 40,269 1.57 Turkey 46 3,950 0.15 UAE 6 1,065 0.04 UK 185 301,673 11.76 Totals 3426 2,564,703 100.00 3 of 5
31 August 2018 FTSE Global Small Cap ex US Index Data as at: 31 August 2018 ICB Supersector Breakdown FTSE Global Small Cap ex US FTSE Global Small Cap ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas 115 113,759 4.44 177 267,998 4.22 1300 Chemicals 126 82,454 3.21 159 184,745 2.91 1700 Basic Resources 175 149,618 5.83 203 217,602 3.43 2300 Construction & Materials 211 119,914 4.68 252 234,622 3.70 2700 Industrial Goods & Services 644 483,312 18.84 848 1,125,130 17.74 3300 Automobiles & Parts 92 50,126 1.95 103 79,779 1.26 3500 Food & Beverage 157 101,633 3.96 183 163,674 2.58 3700 Personal & Household Goods 227 141,272 5.51 282 273,763 4.32 4500 Health Care 209 194,135 7.57 342 657,942 10.37 5300 Retail 205 127,983 4.99 284 361,296 5.70 5500 Media 78 51,280 2.00 107 126,897 2.00 5700 Travel & Leisure 159 113,254 4.42 217 259,341 4.09 6500 Telecommunications 25 22,790 0.89 36 44,119 0.70 7500 Utilities 86 58,583 2.28 116 184,481 2.91 8300 Banks 109 87,419 3.41 208 374,070 5.90 8500 Insurance 36 43,116 1.68 69 132,245 2.08 8600 Real Estate 303 259,007 10.10 435 675,341 10.65 8700 Financial Services 163 136,891 5.34 203 255,516 4.03 9500 Technology 306 228,159 8.90 435 725,251 11.43 Totals 3426 2,564,703 100.00 4659 6,343,813 100.00 Index Characteristics Attributes FTSE Global Small Cap ex US FTSE Global Small Cap Number of constituents 3426 4659 Net MCap (USDm) 2,564,703 6,343,813 Dividend Yield % 2.49 1.80 Constituent Sizes (Net MCap USDm) Average 749 1,362 Largest 9,988 25,291 Smallest 0 0 Median 465 677 Weight of Largest Constituent (%) 0.39 0.40 Top 10 Holdings (% Index MCap) 3.05 2.41 4 of 5
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 FTSE Global Small Cap ex US or the fitness or suitability of the FTSE Global Small Cap ex US 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