FTSE Russell Factsheet

FTSE All-World Index

Data as at: 29 September 2017
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The FTSE All-World Index is a market-capitalisation weighted index representing the FEATURES
performance of the large and mid cap stocks from the FTSE Global Equity Index Series and
covers 90-95% of the investable market capitalisation. The index covers Developed and Coverage
Emerging markets and is suitable as the basis for investment products, such as funds, The index is a subset of the FTSE Global
derivatives and exchange-traded funds. Equity Index Series (GEIS), which covers
5-Year Performance - Total Return 98% of the worlds investable market
(USD)
capitalisation.
180
170
Objective
160
150
The index is designed for use in the creation
140 of index tracking funds, derivatives and as a
130
120 performance benchmark.
110
100 Investability
90
80 Stocks are selected and weighted to ensure
Sep-2012 Sep-2013 Sep-2014 Sep-2015 Sep-2016 Sep-2017 that the index is investable.
Data as at month end

Liquidity
FTSE All-World FTSE Developed FTSE Emerging Stocks are screened to ensure that the index
is tradable.
Performance and Volatility - Total Return Transparency
Index (USD) Return % Return pa %* Volatility %**
Index rules are freely available on the FTSE
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR website.
FTSE All-World 5.3 9.9 17.6 19.3 26.3 67.5 8.1 10.9 6.2 12.1 9.9
Availability
FTSE Developed 5.0 9.6 17.0 19.2 27.4 73.0 8.4 11.6 6.3 12.0 9.8
The index is calculated based on price and
FTSE Emerging 7.9 12.4 23.9 20.4 15.1 23.6 4.8 4.3 10.4 16.7 14.6
total return methodologies, both real time
* Compound annual returns measured over 3 and 5 years respectively
intra-second and end-of-day.
** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Industry Classification Benchmark

Year-on-Year Performance - Total Return
Index constituents are categorized in
Index % (USD) 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
accordance with the Industry Classification
FTSE All-World 12.7 -41.8 36.2 13.2 -7.3 17.1 23.3 4.8 -1.7 8.6
Benchmark (ICB), the global standard for
FTSE Developed 10.0 -40.3 31.4 12.3 -5.5 17.0 26.8 5.1 -0.3 8.2
industry sector analysis.
FTSE Emerging 39.7 -52.9 82.6 19.8 -19.0 17.9 -3.5 1.6 -15.2 13.5

Return/Risk Ratio and Drawdown - Total Return

Index (USD) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE All-World 3.0 0.7 1.1 0.3 -3.4 -18.8 -18.8 -57.9

FTSE Developed 3.0 0.7 1.2 0.3 -3.6 -17.6 -17.6 -57.4

FTSE Emerging 1.8 0.3 0.3 0.1 -8.4 -34.9 -35.7 -64.5

Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data

Source: FTSE Russell as at 29 September 2017. Past performance is no guarantee of future results. 1 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE All-World Index Data as at: 29 September 2017

Top 10 Constituents INFORMATION

Constituent Country ICB Sector Net MCap (USDm) Wgt %
Index Universe
Apple Inc. USA Technology Hardware & Equipment 802,984 1.84
FTSE Global Equity Index Series
Microsoft Corp USA Software & Computer Services 557,931 1.28

Facebook Class A USA Software & Computer Services 398,229 0.91 Base Date
Amazon.Com USA General Retailers 381,411 0.88 31 December 1986
Johnson & Johnson USA Pharmaceuticals & Biotechnology 350,104 0.80
Base Value
Exxon Mobil Corporation USA Oil & Gas Producers 347,080 0.80
100
JPMorgan Chase & Co USA Banks 337,285 0.77

Alphabet Class C USA Software & Computer Services 289,570 0.67 Investability Screen

Alphabet Class A USA Software & Computer Services 289,401 0.66 Actual free float applied and liquidity
Nestle Switzerland Food Producers 259,663 0.60 screened
Totals 4,013,658 9.22 Index Calculation

ICB Supersector Breakdown Real-time and end-of-day index available

ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % End-of-Day Distribution

0500 Oil & Gas 144 2,678,952 6.15 Via FTP and email
1300 Chemicals 122 1,261,123 2.90 Currency
1700 Basic Resources 137 874,193 2.01
USD, GBP, JPY, EUR and Local
2300 Construction & Materials 115 655,191 1.50
Review Dates
2700 Industrial Goods & Services 441 5,004,529 11.49

3300 Automobiles & Parts 106 1,177,868 2.71 Semi-annually in March and September
3500 Food & Beverage 154 1,769,123 4.06

3700 Personal & Household Goods 175 2,703,262 6.21

4500 Health Care 188 4,548,055 10.45

5300 Retail 188 2,306,468 5.30

5500 Media 80 1,081,428 2.48

5700 Travel & Leisure 130 1,066,968 2.45

6500 Telecommunications 93 1,366,724 3.14

7500 Utilities 169 1,406,593 3.23

8300 Banks 248 4,718,449 10.84

8500 Insurance 125 2,089,194 4.80

8600 Real Estate 187 1,348,400 3.10

8700 Financial Services 156 1,818,079 4.18

9500 Technology 195 5,667,516 13.02

Totals 3153 43,542,115 100.00

Source: FTSE Russell as at 29 September 2017. Past performance is no guarantee of future results. 2 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE All-World Index Data as at: 29 September 2017

Country Breakdown
Country No. of Cons Net MCap (USDm) Wgt %
Australia 94 1,030,648 2.37

Austria 7 37,242 0.09

Belgium 13 177,941 0.41

Brazil 73 394,790 0.91

Canada 65 1,282,943 2.95

Chile 21 62,951 0.14

China 258 1,209,068 2.78

Colombia 12 23,688 0.05

Czech Rep. 4 8,826 0.02

Denmark 19 262,452 0.60

Egypt 6 7,562 0.02

Finland 14 154,771 0.36

France 86 1,507,652 3.46

Germany 73 1,427,194 3.28

Greece 11 17,701 0.04

Hong Kong 96 561,952 1.29

Hungary 4 18,412 0.04

India 137 489,970 1.13

Indonesia 29 105,022 0.24

Ireland 6 37,262 0.09

Israel 29 68,687 0.16

Italy 37 397,200 0.91

Japan 502 3,621,479 8.32

Korea 127 741,737 1.70

Malaysia 43 137,218 0.32

Mexico 44 183,958 0.42

Netherlands 27 511,125 1.17

New Zealand 13 35,309 0.08

Norway 11 97,742 0.22

Pakistan 5 3,633 0.01

Peru 2 16,274 0.04

Philippines 26 68,696 0.16

Poland 30 70,620 0.16

Portugal 4 23,734 0.05

Qatar 17 29,666 0.07

Russia 40 184,342 0.42

Singapore 33 185,966 0.43

South Africa 79 339,979 0.78

Spain 32 507,480 1.17

Sweden 41 438,357 1.01

Switzerland 49 1,228,355 2.82

Taiwan 91 574,217 1.32

Thailand 41 151,831 0.35

Turkey 32 55,456 0.13

UAE 18 43,278 0.10

UK 136 2,680,520 6.16

USA 616 22,327,208 51.28

Totals 3153 43,542,115 100.00

Source: FTSE Russell as at 29 September 2017. Past performance is no guarantee of future results. 3 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE All-World Index Data as at: 29 September 2017

Index Characteristics
Attributes FTSE All-World FTSE Developed FTSE Emerging
Number of constituents 3153 2130 1023

Net MCap (USDm) 43,542,115 39,344,957 4,197,158

Dividend Yield % 2.40 2.36 2.74

Constituent Sizes (Net MCap USDm)

Average 13,810 18,472 4,103

Largest 802,984 802,984 229,474

Smallest 7 7 13

Median 4,544 7,297 1,818

Weight of Largest Constituent (%) 1.84 2.04 5.47

Top 10 Holdings (% Index MCap) 9.22 10.20 20.53

29 September 2017

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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 Sydney +61 (0) 2 8823 3521
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 Russell as at 29 September 2017. Past performance is no guarantee of future results. 4 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.