FTSE All-World ex Fossil Fuels Index Series

Transcription

1 FTSE FACTSHEET FTSE All-World ex Fossil Fuels Index Series Data as at: 31 August 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) Aug-2010 Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-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 FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging 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) FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Source: FTSE Group as at 31 August Past performance is no guarantee of future results. Please see disclaimer for important legal information. 1 of 5

2 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 FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging 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. Technology Hardware & Equipment FTSE All-World Diff % (Wgt %) Microsoft Corp Software & Computer Services Wells Fargo & Company Johnson & Johnson Banks Pharmaceuticals & General Electric General Industrials JPMorgan Chase & Co Banks Nestle Switzerland Food Producers Novartis (REGD) Switzerland Pharmaceuticals & 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 Currency USD Review Dates Semi-annually in March and September AT&T Fixed Line Telecommunications Pfizer Pharmaceuticals & Totals Source: FTSE Group as at 31 August Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 5

3 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 , , Austria 8 22, , Belgium & Lux , , Brazil , , Canada , , Chile 18 42, , China , , Colombia 10 14, , Czech Rep. 2 7, , Denmark , , Egypt 10 9, , Finland , , France 79 1,075, ,169, Germany 64 1,086, ,086, Greece 5 5, , Hong Kong , , Hungary 3 6, , India , , Indonesia 26 71, , Ireland 4 36, , Israel 28 97, , Italy , , Japan 475 3,144, ,165, Korea , , Malaysia , , Mexico , , Netherlands , , New Zealand 14 23, , Norway 11 63, , Pakistan 2 1, , Peru 2 6, , Philippines 25 56, , Poland 24 51, , Portugal 4 14, , Russia 24 63, , Singapore , , South Africa , , Spain , , Sweden , , Switzerland 46 1,184, ,184, Taiwan , , Thailand 34 70, , Turkey 34 49, , UAE 18 32, , UK 123 2,137, ,581, ,518, ,367, Totals ,740, ,716, Source: FTSE Group as at 31 August Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 5

4 31 August 2015 FTSE All-World ex Fossil Fuels Index Series Data as at: 31 August 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 , ,406, Chemicals 123 1,053, ,071, Basic Resources , , Construction & Materials , , Industrial Goods & Services 423 3,908, ,908, Automobiles & Parts 98 1,003, ,003, Food & Beverage 150 1,644, ,644, Personal & Household Goods 158 2,079, ,079, Health Care 159 4,148, ,148, Retail 173 2,054, ,054, Media 91 1,056, ,056, Travel & Leisure , , Telecommunications 94 1,343, ,343, Utilities 163 1,154, ,154, Banks 241 3,881, ,881, Insurance 118 1,746, ,746, Real Estate 171 1,049, ,049, Financial Services 137 1,370, ,370, Technology 182 3,856, ,856, Totals ,740, ,716, Index Characteristics Attributes FTSE All-World ex Fossil Fuels FTSE All-World Number of constituents Net MCap (USDm) 33,740,480 35,716,473 Dividend Yield % Constituent Sizes (Net MCap USDm) Average 11,595 11,803 Largest 643, ,039 Smallest Median 3,934 3,967 Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) Data definitions available from info@ftse.com For further information visit info@ftse.com or call your local FTSE office: Beijing Boston FTSE (3873) Dubai Hong Kong London +44 (0) Milan Mumbai New York FTSE (3873) Paris +33 (0) Rio de Janeiro +55 (21) San Francisco FTSE (3873) Shanghai Sydney +61 (0) Tokyo +81 (3) Toronto Source: FTSE Group as at 31 August Past performance is no guarantee of future results. Please see disclaimer for important legal information. 4 of 5

5 bmkimage1 bmkimage2 bmkimage London Stock Exchange Group companies. London Stock Exchange Group companies includes FTSE International Limited ( FTSE ), Frank Russell Company ( Russell ), MTS Next Limited ( MTS ), and FTSE TMX Global Debt Capital Markets Inc ( FTSE TMX ). All rights reserved. FTSE, Russell, MTS, FTSE TMX and FTSE Russell and other service marks and trademarks related to the FTSE or Russell indexes are trade marks of the London Stock Exchange Group companies and are used by FTSE, MTS, FTSE TMX and Russell under licence. 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 the London Stock Exchange Group companies nor its licensors for any errors or for any loss from use of this publication.neither the London Stock Exchange Group companies nor any of their 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 All-World ex Fossil Fuels Index Series or the fitness or suitability of the FTSE All-World ex Fossil Fuels Index Series for any particular purpose to which it might be put. The London Stock Exchange Group companies do not provide investment advice and nothing in this document should be taken as constituting financial or investment advice. The London Stock Exchange Group companies make no 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 London Stock Exchange Group companies. Distribution of the London Stock Exchange Group companies index values and the use of their indexes to create financial products require a licence with FTSE, FTSE TMX, MTS and/or Russell and/or its licensors. The Industry Classification Benchmark ( ICB ) is owned by FTSE. FTSE does not accept any liability to any person for any loss or damage arising out of any error or omission in the ICB. 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. Source: FTSE Group as at 31 August Past performance is no guarantee of future results. Please see disclaimer for important legal information. 5 of 5