FTSE Russell Factsheet an GDP Indices Data as at: 28 September 2018 bmktitle1 The FTSE GDP 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 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 160 150 140 130 120 110 100 (EUR) Sep-2013 Sep-2014 Sep-2015 Sep-2016 Sep-2017 Sep-2018 GDP FTSE Eurozone GDP Performance and Volatility - Total Return Data as at month end FTSE Developed Europe GDP Index (EUR) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR GDP 0.9 1.0-1.5-0.4 26.5 36.3 8.1 6.4 10.8 15.4 11.9 FTSE Developed Europe GDP 0.5 3.8 0.6 0.8 24.3 44.2 7.5 7.6 10.6 15.5 12.2 FTSE Eurozone GDP -0.3 1.8-0.8-1.0 24.9 44.5 7.7 7.6 11.0 16.0 13.2 0.9 3.2 0.6 0.0 25.9 46.2 8.0 7.9 10.9 15.5 12.7 * 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 % (EUR) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 GDP -49.4 36.7 11.2-15.2 20.9 13.0 0.7 5.7 11.5 11.3 FTSE Developed Europe GDP -44.9 32.2 6.4-12.7 18.8 22.0 4.7 8.6 3.5 13.3 FTSE Eurozone GDP -44.9 28.9 1.6-16.1 19.8 23.7 3.6 9.2 3.8 14.6 GDP -44.8 31.0 4.5-15.3 20.0 23.2 4.1 9.5 3.6 14.2 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
an GDP Indices Data as at: 28 September 2018 Return/Risk Ratio and Drawdown - Total Return Index (EUR) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR GDP 0.0 0.5 0.5 0.3-11.1-22.0-28.3-45.9 FTSE Developed Europe GDP 0.1 0.5 0.6 0.4-9.4-22.3-26.9-42.0 FTSE Eurozone GDP 0.0 0.5 0.6 0.3-9.7-22.7-27.3-43.2 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 tituents - GDP Index 0.1 0.5 0.6 0.4-9.4-22.4-27.1-42.7 tituent Country ICB Sector GDP (Wgt %) (Wgt %) Diff % Lukoil-Holding Russia Oil & Gas Producers 2.82 0.37 2.46 SBERBANK Russia Banks 2.53 0.33 2.20 OAO Gazprom Russia Oil & Gas Producers 2.07 0.27 1.80 Novatek PAO Russia Oil & Gas Producers 1.51 0.20 1.32 TATNEFT Russia Oil & Gas Producers 1.51 0.20 1.32 SAP Germany Software & Computer Services 1.27 1.23 0.04 Banco Santander Spain Banks 1.17 0.83 0.34 Total France Oil & Gas Producers 1.08 1.68-0.60 Siemens AG Germany General Industrials 1.05 1.01 0.03 Eni Italy Oil & Gas Producers 1.03 0.49 0.54 Totals 16.04 6.61 Top 10 tituents - Index tituent Country ICB Sector (Wgt %) FTSE Developed Europe ex Diff % UK (Wgt %) INFORMATION Index Universe FTSE All-World Index Index Launch 17 September 2013 Base Date 15 March 2013 Base Value 1000 Investability Screen 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 SAP Germany Software & Computer Services 2.11 1.77 0.34 Banco Santander Spain Banks 1.94 1.19 0.75 Total France Oil & Gas Producers 1.80 2.42-0.62 Siemens AG Germany General Industrials 1.74 1.46 0.28 Eni Italy Oil & Gas Producers 1.71 0.70 1.00 Allianz SE Germany Nonlife Insurance 1.69 1.42 0.27 Bayer AG Germany Pharmaceuticals & Biotechnology 1.47 1.23 0.24 BASF Germany Chemicals 1.44 1.21 0.23 Enel Italy Electricity 1.44 0.59 0.84 Intesa Sanpaolo Italy Banks 1.39 0.57 0.82 Totals 16.73 12.56 2 of 5
an GDP Indices Data as at: 28 September 2018 Country Breakdown GDP Country No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % Austria 8 137,897 1.61 8 31,547 0.38 Belgium 13 157,249 1.84 13 132,276 1.59 Czech Rep. 5 122,209 1.43 5 8,463 0.10 Denmark 21 85,717 1.00 21 213,481 2.56 Finland 14 74,828 0.87 14 142,707 1.71 France 86 891,989 10.43 86 1,349,509 16.18 Germany 85 1,268,064 14.82 85 1,196,886 14.35 Greece 11 88,181 1.03 11 13,687 0.16 Hungary 4 93,116 1.09 4 13,921 0.17 Ireland 5 113,640 1.33 5 32,293 0.39 Italy 38 677,600 7.92 38 313,853 3.76 Netherlands 27 281,831 3.29 27 429,514 5.15 Norway 13 125,389 1.47 13 99,147 1.19 Poland 14 368,392 4.31 14 44,512 0.53 Portugal 4 93,538 1.09 4 20,396 0.24 Russia 35 1,340,961 15.68 35 170,160 2.04 Spain 32 547,739 6.40 32 377,993 4.53 Sweden 44 166,069 1.94 44 367,641 4.41 Switzerland 49 159,750 1.87 49 1,037,670 12.44 Turkey 31 869,009 10.16 31 28,066 0.34 UK 142 890,947 10.42 142 2,318,789 27.79 Totals 681 8,554,114 100.00 681 8,342,512 100.00 Country Breakdown Country No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % Austria 8 154,602 2.68 8 31,547 0.54 Belgium 13 176,299 3.05 13 132,276 2.28 Denmark 21 96,101 1.66 21 213,481 3.69 Finland 14 83,893 1.45 14 142,707 2.46 France 86 1,000,051 17.32 86 1,349,509 23.31 Germany 85 1,421,686 24.62 85 1,196,886 20.67 Ireland 5 127,407 2.21 5 32,293 0.56 Italy 38 759,690 13.16 38 313,853 5.42 Netherlands 27 315,974 5.47 27 429,514 7.42 Norway 13 140,580 2.43 13 99,147 1.71 Poland 14 413,021 7.15 14 44,512 0.77 Portugal 4 104,869 1.82 4 20,396 0.35 Spain 32 614,095 10.64 32 377,993 6.53 Sweden 44 186,188 3.22 44 367,641 6.35 Switzerland 49 179,104 3.10 49 1,037,670 17.92 Totals 453 5,773,560 100.00 453 5,789,426 100.00 3 of 5
28 September 2018 an GDP Indices Data as at: 28 September 2018 ICB Industry Breakdown - GDP Index GDP ICB Code ICB Industry No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % 0001 Oil & Gas 38 1,616,476 18.90 38 812,120 9.73 1000 Basic Materials 60 704,264 8.23 60 602,149 7.22 2000 Industrials 127 839,149 9.81 127 1,141,973 13.69 3000 umer Goods 84 1,085,744 12.69 84 1,447,601 17.35 4000 Health Care 50 518,096 6.06 50 1,070,330 12.83 5000 umer Services 76 516,054 6.03 76 538,477 6.45 6000 Telecommunications 29 330,380 3.86 29 255,042 3.06 7000 Utilities 39 445,968 5.21 39 299,900 3.59 8000 Financials 154 2,165,419 25.31 154 1,782,369 21.36 9000 Technology 24 332,563 3.89 24 392,551 4.71 Totals 681 8,554,114 100.00 681 8,342,512 100.00 ICB Industry Breakdown - Index ICB Code ICB Industry No. of Net MCap (EURm) Wgt % No. of Net MCap (EURm) Wgt % 0001 Oil & Gas 18 521,149 9.03 18 312,847 5.40 1000 Basic Materials 33 410,368 7.11 33 387,067 6.69 2000 Industrials 93 750,920 13.01 93 905,121 15.63 3000 umer Goods 62 961,846 16.66 62 1,089,874 18.83 4000 Health Care 41 460,266 7.97 41 827,205 14.29 5000 umer Services 38 257,498 4.46 38 247,693 4.28 6000 Telecommunications 18 197,299 3.42 18 171,955 2.97 7000 Utilities 25 371,352 6.43 25 225,399 3.89 8000 Financials 105 1,498,090 25.95 105 1,246,391 21.53 9000 Technology 20 344,772 5.97 20 375,875 6.49 Totals 453 5,773,560 100.00 453 5,789,426 100.00 Index Characteristics Attributes GDP FTSE Developed Europe ex UK GDP FTSE Developed Europe ex UK Number of constituents 681 681 453 453 Net MCap (EURm) 8,554,114 8,342,512 5,773,560 5,789,426 Dividend Yield % 3.80 3.42 3.19 3.14 tituent Sizes (Net MCap EURm) Average 12,561 12,250 12,745 12,780 Largest 241,446 216,955 121,878 216,955 Smallest 77 117 86 117 Median 4,989 5,266 5,679 5,990 Weight of Largest tituent (%) 2.82 2.60 2.11 3.75 Top 10 Holdings (% Index MCap) 16.05 16.64 16.73 20.11 4 of 5
an GDP Indices Data as at: 28 September 2018 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 GDP Index Series or the fitness or suitability of the FTSE GDP 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 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