ET UK 100 LOW CARBON TRACKER INDEX May 31st 2017

May 31st 2017
ET UK 100 LOW CARBON TRACKER INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Tracks the ET UK 100 Index as closely as possible while applying the Engaged Tracking (ET) approach to reduce carbon
exposure.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
Scope 1+2+3 tCO2e / $m Invested
180
170
160
150
140
130
120
110
100
2012
2013
2014
2015
2016
2017
ET UK 100 Low Carbon Tracker
ET UK 100
Reduction
of 19%
4000
4178
3389
3000
2000
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Low Carbon Tracker
24.22%
24.86%
79.22%
7.68%
12.38%
14.17%
13.08%
0.54
0.95
1.22%
42
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Top 10 Constituent Weights
Constituent Reweights by ET Carbon Rank
ET Carbon
Rank*
ET UK 100
HSBC
7.57%
9.19%
29
UNILEVER
6.61%
6.73%
56
GLAXOSMITHKLINE
4.79%
5.72%
32
ASTRAZENECA
3.58%
4.33%
30
BP
5.23%
4.27%
84
DIAGEO
3.37%
3.93%
36
VODAFONE GR
3.25%
3.86%
33
LLOYDS BANKING GR
2.78%
3.48%
24
PRUDENTIAL
2.52%
3.46%
7
BARCLAYS
2.26%
2.79%
26
1.6
Reweight Factor
Name
ET UK 100 Low
Carbon Tracker
1.2
0.8
0.4
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
100.0%
ET UK 100 Low
Carbon Tracker
100.0%
Transportation
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
Sector Weight (%)
ET UK 100 Low Carbon Tracker
25
30
35
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
98
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com
May 31st 2017
ET UK 100 LOW CARBON BENCHMARK INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: A balanced Engaged Tracking (ET) approach with a carbon exposure reduction target equal to the midpoint between the
ET Low Carbon Tracker and Transition Indexes.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
190
Scope 1+2+3 tCO2e / $m Invested
180
170
160
150
140
130
120
110
100
2012
2013
2014
2015
2016
2017
ET UK 100 Low Carbon Benchmark
ET UK 100
Reduction
of 46%
4000
4178
3000
2264
2000
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Low Carbon Benchmark
23.42%
26.11%
84.54%
8.04%
13.04%
14.14%
13.10%
0.57
1.00
1.88%
42
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Constituent Reweights by ET Carbon Rank
Name
ET UK 100
HSBC
7.57%
ET UK 100
Low Carbon
Benchmark
10.18%
UNILEVER
6.61%
6.31%
56
GLAXOSMITHKLINE
4.79%
6.24%
32
ASTRAZENECA
3.58%
4.77%
30
DIAGEO
3.37%
4.20%
36
PRUDENTIAL
2.52%
4.19%
7
VODAFONE GR
3.25%
4.19%
33
LLOYDS BANKING GR
2.78%
3.95%
24
BARCLAYS
2.26%
3.14%
26
BP
5.23%
2.87%
84
ET Carbon
Rank*
2.0
29
Reweight Factor
Top 10 Constituent Weights
1.5
1.0
0.5
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
Transportation
100.0%
ET UK 100
Low Carbon
Benchmark
100.0%
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
Sector Weight (%)
25
ET UK 100 Low Carbon Benchmark
30
35
40
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
98
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com
May 31st 2017
ET UK 100 LOW CARBON TRANSITION INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Greatest reduction in carbon exposure within the ET Low Carbon Index Series.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
Scope 1+2+3 tCO2e / $m Invested
190
180
170
160
150
140
130
120
110
100
2012
2013
2014
2015
2016
2017
ET UK 100 Low Carbon Transition
ET UK 100
Reduction
of 72%
4000
4178
3000
2000
1206
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Low Carbon Transition
22.70%
27.10%
89.25%
8.32%
13.61%
14.16%
13.17%
0.59
1.03
2.55%
42
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Constituent Reweights by ET Carbon Rank
Name
ET UK 100
HSBC
7.57%
ET UK 100
Low Carbon
Transition
11.11%
GLAXOSMITHKLINE
4.79%
6.73%
32
UNILEVER
6.61%
5.91%
56
ASTRAZENECA
3.58%
5.18%
30
PRUDENTIAL
2.52%
4.88%
7
VODAFONE GR
3.25%
4.50%
33
DIAGEO
3.37%
4.45%
36
LLOYDS BANKING GR
2.78%
4.38%
24
BARCLAYS
2.26%
3.46%
26
RECKITT BENCKISER GR
2.72%
2.49%
55
ET Carbon
Rank*
2.0
29
Reweight Factor
Top 10 Constituent Weights
1.5
1.0
0.5
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
Transportation
100.0%
ET UK 100
Low Carbon
Transition
100.0%
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
25
Sector Weight (%)
ET UK 100 Low Carbon Transition
30
35
40
45
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
97
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com
May 31st 2017
ET UK 100 FOSSIL FREE LOW CARBON TRACKER INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exlude fossil-fuel stocks and significantly reduce carbon exposure
across all remaining constituent companies while tracking the ET UK 100 Index as closely as possible.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
Scope 1+2+3 tCO2e / $m Invested
190
180
170
160
150
140
130
120
110
100
2012
2013
2014
2015
2016
2017
ET UK 100 Fossil Free Tracker
ET UK 100
Reduction
of 28%
4000
4178
3019
3000
2000
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Fossil Free Tracker
23.77%
27.41%
88.22%
8.41%
13.48%
13.94%
12.97%
0.60
1.04
2.08%
40
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Constituent Reweights by ET Carbon Rank
Name
ET UK 100
HSBC
7.57%
ET UK 100
Fossil Free
Tracker
9.70%
UNILEVER
6.61%
7.05%
56
GLAXOSMITHKLINE
4.79%
6.03%
32
ASTRAZENECA
3.58%
4.56%
30
DIAGEO
3.37%
4.13%
36
VODAFONE GR
3.25%
4.06%
33
LLOYDS BANKING GR
2.78%
3.68%
24
PRUDENTIAL
2.52%
3.67%
7
BARCLAYS
2.26%
2.95%
26
RECKITT BENCKISER GR
2.72%
2.92%
55
ET Carbon
Rank*
1.5
29
Reweight Factor
Top 10 Constituent Weights
1.0
0.5
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
100.0%
ET UK 100 Fossil
Free Tracker
100.0%
Transportation
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
Sector Weight (%)
ET UK 100 Fossil Free Tracker
25
30
35
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
95
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com
May 31st 2017
ET UK 100 FOSSIL FREE LOW CARBON BENCHMARK INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and significantly reduce carbon exposure
across all remaining constituent companies to a midpoint between the ET Fossil Free Low Carbon Tracker and Transition Indexes.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
Scope 1+2+3 tCO2e / $m Invested
200
180
160
140
120
100
2012
2013
2014
2015
2016
2017
ET UK 100 Fossil Free Benchmark
ET UK 100
Reduction
of 53%
4000
4178
3000
1977
2000
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Fossil Free Benchmark
23.30%
28.10%
91.53%
8.60%
13.88%
14.04%
13.07%
0.61
1.06
2.44%
40
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Constituent Reweights by ET Carbon Rank
Name
ET UK 100
HSBC
7.57%
ET UK 100
Fossil Free
Benchmark
10.59%
GLAXOSMITHKLINE
4.79%
6.48%
32
UNILEVER
6.61%
6.44%
56
ASTRAZENECA
3.58%
4.95%
30
PRUDENTIAL
2.52%
4.39%
7
DIAGEO
3.37%
4.35%
36
VODAFONE GR
3.25%
4.34%
33
LLOYDS BANKING GR
2.78%
4.11%
24
BARCLAYS
2.26%
3.27%
26
RECKITT BENCKISER GR
2.72%
2.69%
55
ET Carbon
Rank*
2.0
29
Reweight Factor
Top 10 Constituent Weights
1.5
1.0
0.5
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
100.0%
ET UK 100 Fossil
Free Benchmark
100.0%
Transportation
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
Sector Weight (%)
25
ET UK 100 Fossil Free Benchmark
30
35
40
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
95
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com
May 31st 2017
ET UK 100 FOSSIL FREE LOW CARBON TRANSITION INDEX
• Universe: The ET UK 100 Index represents the largest 100 stocks in the UK.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and provide the greatest reduction in
carbon exposure across all remaining constituent companies.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
Performance Chart
Carbon Emissions Intensity Reduction
Scope 1+2+3 tCO2e / $m Invested
200
180
160
140
120
100
2012
2013
2014
2015
2016
2017
ET UK 100 Fossil Free Transition
ET UK 100
Reduction
of 76%
4000
4178
3000
2000
1017
1000
0
Footprint date October 2016
FTSE 100
Data source: Bloomberg & ET Index Research
Data source: ET Index Research
1Y
Returns
3Y
Returns
5Y
Returns
3Y Ann.
Returns
5Y Ann.
Returns
3Y Ann.
StdDev
5Y Ann.
StdDev
3Y
Return/
Risk
Ratio
5Y
Return/
Risk
Ratio
Tracking
Error
Avg. ET
Carbon
Rank
ET UK 100 Fossil Free Transition
22.87%
28.62%
94.29%
8.75%
14.21%
14.15%
13.19%
0.62
1.08
2.84%
40
ET UK 100
25.06%
26.12%
75.96%
8.04%
11.96%
14.22%
13.01%
0.57
0.92
-
51
FTSE 100
25.22%
23.70%
70.10%
7.35%
11.21%
14.59%
13.27%
0.50
0.84
-
-
Performance Statistics
ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Constituent Reweights by ET Carbon Rank
Name
ET UK 100
HSBC
7.57%
ET UK 100
Fossil Free
Transition
11.41%
GLAXOSMITHKLINE
4.79%
6.90%
32
UNILEVER
6.61%
5.89%
56
ASTRAZENECA
3.58%
5.32%
30
PRUDENTIAL
2.52%
5.06%
7
VODAFONE GR
3.25%
4.60%
33
DIAGEO
3.37%
4.55%
36
LLOYDS BANKING GR
2.78%
4.51%
24
BARCLAYS
2.26%
3.56%
26
AON
1.45%
2.51%
19
ET Carbon
Rank*
2.5
29
2.0
Reweight Factor
Top 10 Constituent Weights
1.5
1.0
0.5
0.0
0
25
50
ET Carbon Rank
Data source: ET Index Research
ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
*
75
100
Data source: ET Index Research
Sector Weights
Country Weights
Country
ET UK 100
United Kingdom
100.0%
ET UK 100 Fossil
Free Transition
100.0%
Transportation
Technology and Communications
Services
Resource Transformation
Non−Renewable Resources
Infrastructure
Health Care
Financials
Consumption II
Consumption I
0
5
10
15
20
25
Sector Weight (%)
ET UK 100 Fossil Free Transition
30
35
40
45
ET UK 100
Data source: SASBTM SICSTM & ET Index Research
Data source: Bloomberg & ET Index Research
Characteristics
Currency
Number of Constituents
Review Dates
GBP
94
Annually in December
About ET Index Research Investment Strategies
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower
emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free
Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index
Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and
emissions intensity reduction options to suit the needs of all investors.
ET Carbon Rankings
Visit etindex.com to view the ET Carbon Rankings online.
ET Index Research
Level39, One Canada Square,
Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 1001
[email protected]
www.etindex.com