FTSE FACTSHEET

FTSE4Good Global Index

Data as at: 30 June 2016
bmkTitle1

FTSE4Good benchmark and tradable indices have been designed to measure the performance of FEATURES
companies utilising globally recognised Environmental, Social and Governance (ESG) standards
taking account of ESG risk levels, and to facilitate investment in those companies. Transparency

5-Year Performance - Total Return Index governance is overseen by the

(USD) independent FTSE ESG Advisory Committee,
150 made up of leading global responsible
140 investment market practitioners and experts
130 on global Environmental, Social and
120
Governance (ESG) principles and criteria
110
used to determine comparative corporate
100
ESG performance.
90
80 Criteria
Jun-2011 Jun-2012 Jun-2013 Jun-2014 Jun-2015 Jun-2016
Data as at month end Companies need to meet a variety of ESG
criteria to meet the inclusion requirements –
FTSE4Good Global Benchmark FTSE4Good Global 100 FTSE Developed please see www.ftse.com for details

Objective
Performance and Volatility - Total Return
The index is designed for use in the creation
Index (USD) Return % Return pa %* Volatility %** of index tracking funds, derivatives and as a
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR performance benchmark.
FTSE4Good Global Benchmark -0.2 -1.1 -1.1 -4.6 22.4 38.8 7.0 6.8 16.1 13.3 13.7
Investability
FTSE4Good Global 100 0.5 -1.2 -1.2 -3.8 20.8 37.7 6.5 6.6 16.2 13.1 13.5
Stocks are selected and weighted to ensure
FTSE Developed 1.1 1.0 1.0 -2.2 23.9 40.3 7.4 7.0 15.4 12.8 13.3
that the index is investable.
* 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
Liquidity

Stocks are screened to ensure that the index

Top 10 Constituents
is tradable.
Constituent Country ICB Sector Net MCap (USDm) Wgt %
Availability
Apple Inc. USA Technology Hardware & Equipment 523,642 3.01

Microsoft Corp USA Software & Computer Services 390,153 2.24 The index is calculated based on price and
Johnson & Johnson USA Pharmaceuticals & Biotechnology 333,121 1.92 total return methodologies, both real time
AT&T USA Fixed Line Telecommunications 267,005 1.54 and end-of-day.
Wells Fargo & Company USA Banks 239,359 1.38 Industry Classification Benchmark
Nestle Switzerland Food Producers 237,936 1.37
Index constituents are categorized in
Verizon Communications USA Fixed Line Telecommunications 227,827 1.31
accordance with the Industry Classification
Procter & Gamble USA Household Goods & Home Construction 225,379 1.30
Benchmark (ICB), the global standard for
Alphabet Class A USA Software & Computer Services 204,958 1.18
industry sector analysis.
Alphabet Class C USA Software & Computer Services 200,864 1.16

Totals 2,850,244 16.39

Source: FTSE Russell as at 30 June 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 1 of 3
FTSE4Good Global Index Data as at: 30 June 2016

ICB Supersector Breakdown INFORMATION

FTSE4Good Global Benchmark FTSE Developed
Index Universe
ICB Code ICB Supersector No. of Net MCap (USDm) Wgt % No. of Net MCap (USDm) Wgt %
Cons Cons FTSE Developed Index
0500 Oil & Gas 26 620,325 3.57 97 2,222,897 6.79
Index Launch
1300 Chemicals 38 474,853 2.73 88 882,074 2.70
1 November 2001
1700 Basic Resources 23 260,693 1.50 61 497,556 1.52
Base Date
2300 Construction & Materials 20 206,745 1.19 65 399,342 1.22

2700 Industrial Goods & Services 104 1,303,617 7.50 315 3,683,902 11.26 29 June 2001
3300 Automobiles & Parts 16 333,253 1.92 74 851,030 2.60 Base Value
3500 Food & Beverage 32 969,367 5.57 96 1,666,327 5.09
5000
3700 Personal & Household Goods 65 1,135,545 6.53 127 2,253,515 6.89
Investability Screen
4500 Health Care 60 2,654,094 15.26 143 4,061,407 12.41

5300 Retail 41 688,515 3.96 129 1,932,067 5.91

Actual free float applied and liquidity

5500 Media 46 731,883 4.21 75 926,400 2.83

screened

5700 Travel & Leisure 28 338,986 1.95 100 845,464 2.58 Index Calculation
6500 Telecommunications 31 1,028,378 5.91 49 1,164,757 3.56 Real-time and end-of-day index available
7500 Utilities 26 327,104 1.88 89 1,192,830 3.65
End-of-Day Distribution
8300 Banks 70 2,130,471 12.25 135 2,693,736 8.23
Via FTP and email
8500 Insurance 46 709,917 4.08 97 1,521,893 4.65

8600 Real Estate 41 400,219 2.30 114 1,088,889 3.33 Currency

8700 Financial Services 43 514,116 2.96 107 1,169,000 3.57 USD

9500 Technology 68 2,560,607 14.73 136 3,661,060 11.19 Review Dates
Totals 824 17,388,690 100.00 2097 32,714,146 100.00
Semi-annually in June and December

Index Characteristics
Attributes FTSE4Good Global Benchmark FTSE Developed
Number of constituents 824 2097

Net MCap (USDm) 17,388,690 32,714,146

Dividend Yield % 2.97 2.62

Constituent Sizes (Net MCap USDm)

Average 21,103 15,600

Largest 523,642 523,642

Smallest 280 6

Median 8,524 5,988

Weight of Largest Constituent (%) 3.01 1.60

Top 10 Holdings (% Index MCap) 16.39 9.77

Source: FTSE Russell as at 30 June 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 3
FTSE4Good Global Index Data as at: 30 June 2016

Country Breakdown
Country No. of Cons Net MCap (USDm) Wgt %
Australia 51 700,784 4.03

Austria 5 13,166 0.08

Belgium & Lux. 8 155,460 0.89

Canada 25 607,961 3.50

Denmark 12 191,486 1.10

Finland 9 81,304 0.47

France 55 837,045 4.81

Germany 34 717,777 4.13

Hong Kong 11 77,398 0.45

Ireland 1 5,654 0.03

Israel 3 11,390 0.07

Italy 17 193,197 1.11

Japan 160 1,426,241 8.20

Korea 21 103,656 0.60

Netherlands 20 343,590 1.98

New Zealand 6 15,090 0.09

Norway 7 55,928 0.32

Portugal 4 14,863 0.09

Singapore 6 42,867 0.25

Spain 21 305,866 1.76

Sweden 26 279,947 1.61

Switzerland 21 942,645 5.42

UK 107 1,916,145 11.02

USA 194 8,349,229 48.02

Totals 824 17,388,690 100.00

30 June 2016

bmkImage1 bmkImage2 bmkImage3

© 2016 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,
Data definitions available from info@ftse.com
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 To learn more, visit www.ftserussell.com;
responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any email index@russell.com, info@ftse.com; or
errors or for any loss from use of this publication or any of the information or data contained herein.
call your regional Client Services Team office:
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 FTSE4Good Index Series or the fitness or suitability of the EMEA
FTSE4Good Index Series for any particular purpose to which they might be put.
+44 (0) 20 7866 1810
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, North America
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 +1 877 503 6437
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.
Asia-Pacific
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical,
Hong Kong +852 2164 3333
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. Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
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 Russell as at 30 June 2016. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 3