FTSE FACTSHEET FTSE All-World ex Fossil Fuels Index Series Data as at: 30 October 2015 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 FTSE All-World ex Fossil Fuels Index Series is a capitalisation-weighted index designed to represent the performance of constituents of the FTSE All-World Index after the exclusion of companies that have a certain revenue and/or reserve exposure to fossil fuels. 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 5-Year Performance - Total Return (USD) 170 160 150 140 130 120 110 100 90 80 Oct-2010 Oct-2011 Oct-2012 Oct-2013 Oct-2014 Oct-2015 Data as at month end FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Performance and Volatility - Total Return Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE All-World ex Fossil Fuels -3.0-3.4 2.0 2.7 41.3 56.1 12.2 9.3 12.2 11.6 13.0 FTSE Developed ex Fossil Fuels -2.7-2.0 3.1 4.3 46.2 64.5 13.5 10.5 12.3 11.5 12.9 FTSE Emerging ex Fossil Fuels -6.7-17.5-9.6-12.7 0.2-4.1 0.1-0.8 16.0 15.9 17.3 FTSE All-World -3.0-4.5 0.8 0.6 35.2 48.5 10.6 8.2 12.5 11.8 13.4 FTSE Developed -2.7-3.0 1.9 2.3 40.5 57.7 12.0 9.5 12.5 11.7 13.2 FTSE Emerging -7.2-18.2-10.1-14.9-6.5-12.2-2.2-2.6 16.5 16.4 18.1 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 Year-on-Year Performance - Total Return Index % (USD) 2010 2011 2012 2013 2014 FTSE All-World ex Fossil Fuels 13.5-7.4 19.0 24.9 6.6 FTSE Developed ex Fossil Fuels 12.4-5.8 18.8 28.1 6.6 FTSE Emerging ex Fossil Fuels 22.6-18.7 21.2-1.6 5.7 FTSE All-World 13.2-7.3 17.1 23.3 4.8 FTSE Developed 12.3-5.5 17.0 26.8 5.1 FTSE Emerging 19.8-19.0 17.9-3.5 1.6 Source: FTSE Group as at 30 October 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 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 ex Fossil Fuels 0.3 1.1 0.7 - -13.8-13.8-19.5 - FTSE Developed ex Fossil Fuels 0.4 1.2 0.8 - -12.9-12.9-19.0 - FTSE Emerging ex Fossil Fuels -0.7 0.0 0.0 - -25.4-25.4-23.4 - FTSE All-World 0.1 0.9 0.6 0.4-14.7-14.7-20.4-54.5 FTSE Developed 0.3 1.0 0.7 0.4-13.7-13.7-19.8-53.6 FTSE Emerging -0.8-0.1-0.1 0.3-26.1-27.0-24.6-61.1 Figures are annualised 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR and 10YR based on monthly data Top 10 Constituents - FTSE All-World ex Fossil Fuels Constituent Country ICB Sector FTSE All-World ex Fossil Fuels (Wgt %) Apple Inc. USA Technology Hardware & Equipment FTSE All-World Diff % (Wgt %) 1.94 1.83 0.10 Microsoft Corp USA Software & Computer Services 1.08 1.02 0.06 General Electric USA General Industrials 0.83 0.78 0.04 Wells Fargo & Company Johnson & Johnson USA Banks 0.80 0.75 0.04 USA Pharmaceuticals & Biotechnology 0.79 0.75 0.04 Nestle Switzerland Food Producers 0.68 0.65 0.04 JPMorgan Chase & Co USA Banks 0.68 0.64 0.04 Amazon.Com USA General Retailers 0.67 0.64 0.04 Facebook Class A USA Software & Computer Services 0.62 0.59 0.03 INFORMATION Index Universe FTSE All-World Index Index Launch Developed - 29 April 2014 All-World and Emerging - 28 April 2015 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 Alphabet Class A USA Software & Computer Services 0.60 0.57 0.03 Totals 8.69 8.22 Source: FTSE Group as at 30 October 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 5
Country Breakdown FTSE All-World ex Fossil Fuels FTSE All-World Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % Australia 88 749,908 2.13 95 844,602 2.27 Austria 6 19,855 0.06 7 23,705 0.06 Belgium & Lux. 12 172,848 0.49 12 172,848 0.47 Brazil 70 184,704 0.53 74 215,396 0.58 Canada 55 860,583 2.45 66 981,620 2.64 Chile 18 42,064 0.12 18 42,064 0.11 China 220 800,886 2.28 228 864,584 2.33 Colombia 12 17,863 0.05 13 20,167 0.05 Czech Rep. 2 6,377 0.02 2 6,377 0.02 Denmark 18 225,862 0.64 18 225,862 0.61 Egypt 8 8,892 0.03 8 8,892 0.02 Finland 13 119,598 0.34 13 119,598 0.32 France 79 1,117,595 3.18 80 1,217,945 3.28 Germany 65 1,150,931 3.28 65 1,150,931 3.10 Greece 5 5,977 0.02 5 5,977 0.02 Hong Kong 93 474,765 1.35 95 476,488 1.28 Hungary 3 6,572 0.02 4 8,749 0.02 India 121 350,803 1.00 130 396,145 1.07 Indonesia 25 72,035 0.20 28 73,266 0.20 Ireland 5 39,347 0.11 5 39,347 0.11 Israel 26 95,365 0.27 26 95,365 0.26 Italy 31 280,612 0.80 32 321,048 0.86 Japan 473 3,158,886 8.99 477 3,179,848 8.56 Korea 123 569,062 1.62 124 575,405 1.55 Malaysia 44 124,311 0.35 44 124,311 0.33 Mexico 40 173,784 0.49 40 173,784 0.47 Netherlands 25 381,710 1.09 25 381,710 1.03 New Zealand 14 26,518 0.08 14 26,518 0.07 Norway 11 62,804 0.18 12 78,201 0.21 Pakistan 2 1,039 0.00 4 2,358 0.01 Peru 2 7,200 0.02 2 7,200 0.02 Philippines 25 56,024 0.16 27 57,970 0.16 Poland 23 47,346 0.13 25 51,181 0.14 Portugal 4 14,447 0.04 5 18,553 0.05 Russia 24 64,029 0.18 34 138,116 0.37 Singapore 40 169,469 0.48 40 169,469 0.46 South Africa 76 294,348 0.84 78 295,264 0.79 Spain 28 413,547 1.18 29 426,990 1.15 Sweden 32 363,125 1.03 33 366,227 0.99 Switzerland 47 1,185,103 3.37 47 1,185,103 3.19 Taiwan 95 440,985 1.25 95 440,985 1.19 Thailand 35 73,002 0.21 38 83,077 0.22 Turkey 34 52,833 0.15 34 52,833 0.14 UAE 20 31,687 0.09 20 31,687 0.09 UK 125 2,212,716 6.30 134 2,653,654 7.14 USA 631 18,414,193 52.40 658 19,315,932 52.00 Totals 2948 35,141,611 100.00 3063 37,147,351 100.00 Source: FTSE Group as at 30 October 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 5
30 October 2015 FTSE All-World ex Fossil Fuels Index Series Data as at: 30 October 2015 ICB Supersector Breakdown FTSE All-World ex Fossil Fuels FTSE All-World ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas 75 679,849 1.93 165 2,472,002 6.65 1300 Chemicals 124 1,076,476 3.06 124 1,076,476 2.90 1700 Basic Resources 115 374,437 1.07 140 588,024 1.58 2300 Construction & Materials 109 458,164 1.30 109 458,164 1.23 2700 Industrial Goods & Services 427 4,062,379 11.56 427 4,062,379 10.94 3300 Automobiles & Parts 103 1,079,707 3.07 103 1,079,707 2.91 3500 Food & Beverage 154 1,742,143 4.96 154 1,742,143 4.69 3700 Personal & Household Goods 168 2,305,814 6.56 168 2,305,814 6.21 4500 Health Care 172 4,184,490 11.91 172 4,184,490 11.26 5300 Retail 175 2,111,891 6.01 175 2,111,891 5.69 5500 Media 91 1,138,328 3.24 91 1,138,328 3.06 5700 Travel & Leisure 122 946,959 2.69 122 946,959 2.55 6500 Telecommunications 91 1,347,206 3.83 91 1,347,206 3.63 7500 Utilities 163 1,195,210 3.40 163 1,195,210 3.22 8300 Banks 243 3,875,379 11.03 243 3,875,379 10.43 8500 Insurance 119 1,814,881 5.16 119 1,814,881 4.89 8600 Real Estate 172 1,132,907 3.22 172 1,132,907 3.05 8700 Financial Services 140 1,419,795 4.04 140 1,419,795 3.82 9500 Technology 185 4,195,596 11.94 185 4,195,596 11.29 Totals 2948 35,141,611 100.00 3063 37,147,351 100.00 Index Characteristics Attributes FTSE All-World ex Fossil Fuels FTSE All-World Number of constituents 2948 3063 Net MCap (USDm) 35,141,611 37,147,351 Dividend Yield % 2.39 2.50 Constituent Sizes (Net MCap USDm) Average 11,920 12,128 Largest 681,475 681,475 Smallest 28 28 Median 4,001 4,027 Weight of Largest Constituent (%) 1.94 1.83 Top 10 Holdings (% Index MCap) 8.69 8.58 Data definitions available from info@ftse.com For further information visit www.ftse.com, email info@ftse.com or call your local FTSE office: Beijing +86 10 5833 2202 Boston +1 888 747 FTSE (3873) Dubai +971 4 375 1868 Hong Kong +852 2164 3333 London +44 (0) 20 7866 1810 Milan +39 02 3604 6953 Mumbai +91 22 6649 4180 New York +1 888 747 FTSE (3873) Paris +33 (0)1 53 76 82 89 Rio de Janeiro +55 (21) 3736 3726 San Francisco +1 888 747 FTSE (3873) Shanghai +86 21 6058 9131 Sydney +61 (0)2 9293 2864 Tokyo +81 (3) 3581 2811 Toronto +1 416 572 7979 Source: FTSE Group as at 30 October 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 4 of 5
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