Fact Sheet. Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Entertainment

Transcription

1 Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult Stated Objective The Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult is composed of global sustainability leaders as identified by RobecoSAM through a corporate sustainability assessment. The index represents the top 20% of the largest 2,500 companies in the S&P Global BMI based on long-term economic, environmental and social criteria. The index excludes companies who generate revenue from alcohol, tobacco, gambling, armaments & firearms, and/or adult entertainment. Key Features Components are selected according to a systematic corporate sustainability assessment that identifies the sustainability leaders in each of 57 industry groups. The underlying research methodology accounts for general as well as industry-specific sustainability trends and evaluates corporations based on a variety of criteria including climate change strategies, energy consumption, human resources development, knowledge management, stakeholder relations and corporate governance. While no industry is excluded in the selection process and in the composition of the Dow Jones Sustainability World Enlarged Index, subsets of the index provide investors with the possibility to apply filters against certain sectors. The Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult was first calculated on November 10, Descriptive Statistics Currency Component Number Full Market Capitalization (Billions) Component Weight (%) Float- Adjusted Mean Median Largest Smallest Largest Smallest EUR , , USD , , Data calculated as of end of January, Mean, median, largest component and smallest component values are based on float-adjusted market capitalization.

2 Performance Total Return (%) Annualized Total Return (%) Currency 1-Month 3-Month YTD Year 3-Year 5-Year 10-Year Since Inception* EUR USD Source: S&P Dow Jones Indices LLC and/or its affiliates. Data as of end of January, Charts and graphs are provided for illustrative purposes. Past performance is no guarantee of future results. These charts and graphs may reflect hypothetical historical performance. Please see the Performance Disclosure at the end of this document for more information regarding the inherent limitations associated with back-tested performance. *Inception date: September 30, Fundamentals P/E (Including Negative) P/E (Excluding Negative) Trailing Projected Trailing Projected P/B Dividend Yield P/Sales P/Cash Flow Symbols Total Return Price Return EUR USD EUR USD Suggested Symbol DJSWEX4T DJSWEX4R DJSWEX4E DJSWEX4D Bloomberg DJSWEX4T DJSWEX4R DJSWEX4E DJSWEX4D Bridge US&DJEX4.T US&DJSEX.T US&DJEX4 US&DJSEX Reuters.DJSWEX4T.DJSWEX4R.DJSWEX4E.DJSWEX4D Thomson.DDEJX.DDRJS.DDXEW.DDXWD Telekurs DJSWEX4T DJSWEX4R DJSWEX4E DJSWEX4D Country Allocation United States 41.18% United Kingdom 9.65% Japan 7.72% Switzerland 7.43% France 5.72% Australia 3.96% Canada 3.82% Germany 3.35% Netherlands 2.47% Spain 2.42% South Korea 2.31% Italy 1.76% Denmark 1.38% Sweden 1.38% Taiwan 1.00% Finland 0.57%

3 Brazil 0.55% Hong Kong 0.53% China 0.52% South Africa 0.49% India 0.36% Norway 0.29% Ireland 0.18% Mexico 0.15% Thailand 0.15% Portugal 0.13% Singapore 0.12% Colombia 0.10% Belgium 0.09% Chile 0.08% Luxembourg 0.04% Philippines 0.03% New Zealand 0.03% Hungary 0.03% Indonesia 0.01% Sector Allocation Financials 23.65% Health Care 17.03% Technology 13.73% Consumer Goods 13.39% Industrials 8.15% Consumer Services 7.67% Oil & Gas 7.57% Basic Materials 4.48% Utilities 3.73% Telecommunications 0.60% Sectors are based on the ten industries defined by the proprietary classification system as described at

4 Top Components Company Country ISIN/Ticker Industry Supersector Float Factor Adjusted Weight (%) Microsoft Corp United States MSFT Technology Technology % Johnson & Johnson United States JNJ Health Care Health Care % Nestle SA Reg Switzerland CH Consumer Goods Food & Beverage % JP Morgan Chase & Co United States JPM Financials Banks % Novartis AG Reg Switzerland CH Health Care Health Care % Roche Hldgs AG Ptg Genus Switzerland CH Health Care Health Care % Toyota Motor Corp Japan JP Consumer Goods Automobiles & Parts % Chevron Corp United States CVX Oil & Gas Oil & Gas % Bank of America Corp United States BAC Financials Banks % Intel Corp United States INTC Technology Technology % Copyright 2016 by S&P Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies, Inc., and/or its affiliates. Quick Facts Component Number Weighting Review Frequency Variable Float-adjusted market capitalization Annually Base Value/Base Date 1000 as of September 30, 2005 Calculation Frequency Dividend Treatment Estimated Back-Tested History Availability Launch Date November 10, 2010 Price Return: Every 15 seconds; Total Return: Summary Only Price return and total return versions are available. The total return version of the index is calculated with net dividends reinvested. Available daily back to September 30, 2005 For more information on the Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult, index_services@spdji.com or call Americas Asia EMEA : Learn more at

5 All information as of end of January, 2016 Source: S&P Dow Jones Indices LLC. The launch date of the Dow Jones Sustainability TM World Enlarged Index ex Alcohol, Tobacco, Gambling, Armaments & Firearms and Adult was November 10, All information presented prior to the index launch date is back-tested. 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. Past performance is not a guarantee of future results. Please see the Performance Disclosure at for more information regarding the inherent limitations associated with back-tested performance. S&P Dow Jones Indices LLC, a part of McGraw Hill Financial All rights reserved. Redistribution, reproduction and/or photocopying in whole or in part are prohibited without the written permission of S&P Dow Jones Indices. Standard & Poor s and S&P are registered trademarks of Standard & Poor s Financial Services LLC ( S&P ), a part of McGraw Hill Financial, Inc. Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC ( Dow Jones ). S&P Dow Jones Indices LLC, Dow Jones, S&P and their respective affiliates ( S&P Dow Jones Indices ) make no representation or warranty, express or implied, as to the ability of any index to accurately represent the asset class or market sector that it purports to represent and S&P Dow Jones Indices shall have no liability for any errors, omissions, or interruptions of any index or the data included therein. Past performance of an index is not an indication of future results. This document does not constitute an offer of any services. All information provided by S&P Dow Jones Indices is general in nature and not tailored to the needs of any person, entity or group of persons. It is not possible to invest directly in an index. S&P Dow Jones Indices may receive compensation in connection with licensing its indices to third parties. Exposure to an asset class represented by an index is available through investable instruments offered by third parties that are based on that index. S&P Dow Jones Indices does not sponsor, endorse, sell, promote or manage any investment fund or other investment vehicle that seeks to provide an investment return based on the performance of any Index. S&P Dow Jones Indices LLC is not an investment advisor, and S&P Dow Jones Indices makes no representation regarding the advisability of investing in any such investment fund or other investment vehicle. For more information on any of our indices please visit The Dow Jones Sustainability Indices are published pursuant to an agreement between DJI Opco, LLC and RobecoSAM AG. Ed , FACT