FTSE Russell Factsheet
FTSE Environmental Opportunities Index Series
Data as at: 30 June 2017
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The FTSE Environmental Opportunities Index Series measures the performance of global
FEATURES
companies that have significant involvement in environmental business activities as defined by
the FTSE Environmental Markets Classification System (EMCS). These include Renewable &
Coverage
Alternative Energy, Energy Efficiency, Water Infrastructure and Technology, Waste Management
The FTSE Environmental Opportunities Index
& Technologies, Pollution Control, Environmental Support Services, and Food, Agriculture &
Series comprises a broad range of indices
Forestry. Forming part of the overall FTSE Environmental Markets Index Series, the FTSE
including the FTSE Environmental
Environmental Opportunities Index Series requires companies to have at least 20% of their
business derived from environmental markets and technologies (as opposed to at least 50% for
the FTSE Environmental Technology Index Series).
Opportunities All-Share Index, FTSE EO 100
Index and a range of specific indices focused
on the major environmental technology
The FTSE Environmental Markets Index Series has been developed in collaboration with Impax
markets. The FTSE Environmental
Asset Management and under the direction of the independent FTSE Environmental Markets
Opportunities Index Series features within
Committee, further enhancing FTSE’s suite of ESG indices and providing investors with a robust
the overall FTSE Environmental Markets
set of Environmental Markets tools. The two headline indices within the FTSE Environmental
Index Series.
Opportunities Index Series are:
Objective
• FTSE Environmental Opportunities All-Share Index - The headline benchmark index, comprising
The indices are designed for the creation of
all of the companies that have significant involvement in environmental business activities and
index tracking funds, derivatives and as a
meet the environmental opportunities eligibility requirements
performance benchmark.
• FTSE EO 100 Index - The headline tradable index, focusing on the top 100 largest companies
Investability
Stocks are free-float weighted to ensure that
by market capitalisation in the FTSE Environmental Opportunities All-Share Index
only the investable opportunity set is
5-Year Performance - Total Return
included within the indices.
(USD)
Liquidity
200
190
180
170
160
150
140
130
120
110
100
90
Stocks are screened to ensure that the index
is tradable.
Transparency
Index rules are freely available on the FTSE
website.
Jun-2012
Jun-2013
Jun-2014
Jun-2015
Jun-2016
Jun-2017
Data as at month end
FTSE Environmental Opportunities All Share
Availability
The indices are calculated based on price
FTSE EO 100
and total return methodologies, both real
FTSE Global All Cap
time and end-of-day.
Industry Classification Benchmark
Performance and Volatility - Total Return
Index (USD)
Return %
Return pa %*
Index constituents are categorized in
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE Environmental Opportunities All
Share
6.7
16.2
16.2
25.0
21.6
91.2
6.7
13.8
7.8
13.1
11.2
FTSE EO 100
7.1
16.6
16.6
24.8
23.7
92.7
7.4
14.0
7.9
13.0
11.1
FTSE Global All Cap
4.3
11.5
11.5
19.5
17.1
71.0
5.4
11.3
7.1
12.4
9.9
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
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
1 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
Year-on-Year Performance - Total Return
Index % (USD)
INFORMATION
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE Environmental
Opportunities All Share
28.8
-42.7
38.2
18.2
-13.5
16.6
31.9
0.1
-1.9
11.7
FTSE EO 100
30.8
-42.2
32.8
16.7
-13.6
17.5
31.3
0.6
-1.4
11.3
FTSE Global All Cap
12.3
-42.2
37.5
14.8
-7.6
17.2
23.9
4.5
-1.7
9.0
Return/Risk Ratio and Drawdown - Total Return
Index (USD)
Index Universe
FTSE Global Equity Index Series
Base Date
22 September 1999
Base Value
Return/Risk Ratio
Drawdown (%)
152
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
FTSE Environmental Opportunities All Share
3.1
0.5
1.2
0.3
-4.4
-19.8
-19.8
-56.6
FTSE EO 100
3.0
0.6
1.3
0.3
-4.1
-18.8
-18.8
-56.2
FTSE Global All Cap
2.6
0.4
1.1
0.3
-4.8
-19.2
-19.2
-58.4
Investability Screen
Free-float adjusted and liquidity screened
Index Calculation
Real-time (calculated every 15 seconds) and
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
end-of-day indices available
Drawdown - based on daily data
End-of-Day Distribution
5-Year Performance - Total Return
Via FTP and email
(USD)
220
Currency
200
180
USD
160
Review Dates
140
Semi-annually in June and December
120
100
80
Jun-2012
Jun-2013
Jun-2014
Jun-2015
Jun-2016
Jun-2017
Data as at month end
FTSE EO Renewable and Alternative Energy
FTSE EO Water Technology
FTSE EO Waste and Pollution Control Technology
FTSE EO Energy Efficiency
Performance and Volatility - Total Return
Index (USD)
Return %
Return pa %*
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE EO Renewable and Alternative
Energy
7.2
17.6
17.6
15.9
-5.6
61.3
-1.9
10.0
12.2
16.5
15.8
FTSE EO Water Technology
5.6
13.9
13.9
15.5
25.8
99.8
8.0
14.8
8.4
12.6
10.1
FTSE EO Waste and Pollution Control
Technology
7.0
13.3
13.3
16.5
22.1
87.4
6.9
13.4
7.1
12.3
10.1
FTSE EO Energy Efficiency
6.2
18.3
18.3
33.6
23.4
104.0
7.3
15.3
9.5
15.1
13.0
FTSE Environmental Opportunities UK
6.3
15.4
15.4
13.9
-2.5
59.6
-0.9
9.8
12.1
18.5
14.3
FTSE Environmental Opportunities UK
AIM
3.0
11.8
11.8
23.9
-35.7
-2.2
-13.7
-0.4
13.9
20.0
20.5
FTSE Environmental Opportunities USA
6.6
14.2
14.2
23.4
30.1
116.2
9.2
16.7
10.1
13.8
11.7
FTSE Environmental Opportunities
Europe
9.1
20.6
20.6
29.5
13.4
83.6
4.3
12.9
12.4
17.1
13.9
FTSE Environmental Opportunities
Japan
4.5
14.0
14.0
26.1
35.2
88.1
10.6
13.5
15.3
16.6
13.6
FTSE Environmental Opportunities AsiaPacific
4.5
14.6
14.6
23.3
20.1
68.3
6.3
11.0
12.4
14.9
12.6
FTSE Environmental Opportunities AsiaPacific Ex Japan
4.4
16.4
16.4
16.1
-9.2
27.7
-3.2
5.0
10.3
16.1
14.5
* 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
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
2 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
Year-on-Year Performance - Total Return
Index % (USD)
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE EO Renewable and
Alternative Energy
40.6
-42.9
19.6
-5.2
-25.1
-0.5
26.0
4.4
-4.6
-0.5
FTSE EO Water Technology
15.7
-39.5
35.2
18.4
-10.3
19.3
31.5
7.4
3.4
8.1
FTSE EO Waste and Pollution
Control Technology
21.1
-43.2
35.7
17.9
-9.3
19.6
30.5
0.9
4.2
6.8
FTSE EO Energy Efficiency
31.2
-48.0
46.5
27.2
-17.3
18.1
37.5
-3.7
-2.9
15.2
FTSE Environmental
Opportunities UK
-
-
48.5
31.2
1.3
35.8
36.7
-6.6
-2.4
-6.7
FTSE Environmental
Opportunities UK AIM
-
-
28.0
8.7
-31.7
13.9
21.8
-8.6
-20.7
-14.7
FTSE Environmental
Opportunities USA
27.0
-38.1
33.3
22.6
-5.7
19.5
41.3
6.4
-4.8
17.3
FTSE Environmental
Opportunities Europe
30.2
-49.6
36.9
13.6
-17.9
17.5
27.1
-8.7
-0.7
9.9
FTSE Environmental
Opportunities Japan
0.8
-36.9
33.9
16.1
-14.1
6.6
32.9
2.4
11.1
4.8
FTSE Environmental
Opportunities Asia-Pacific
26.1
-44.7
47.8
18.9
-20.1
10.1
26.8
0.9
3.8
3.7
FTSE Environmental
Opportunities Asia-Pacific Ex
Japan
81.7
-54.4
76.1
22.7
-28.9
17.3
13.7
-1.3
-13.2
1.0
Return/Risk Ratio and Drawdown - Total Return
Index (USD)
Return/Risk Ratio
1YR
3YR
FTSE EO Renewable and Alternative Energy
1.3
FTSE EO Water Technology
1.8
FTSE EO Waste and Pollution Control
Technology
2.2
Drawdown (%)
5YR
10YR
1YR
3YR
5YR
10YR
-0.1
0.6
-0.1
-14.1
-28.6
-28.6
-63.3
0.6
1.5
0.4
-5.9
-13.7
-13.7
-55.8
0.6
1.3
0.3
-4.4
-14.1
-14.1
-56.6
FTSE EO Energy Efficiency
3.4
0.5
1.2
0.2
-3.8
-23.2
-23.2
-62.0
FTSE Environmental Opportunities UK
1.1
-0.1
0.7
-
-13.3
-23.7
-24.3
-
FTSE Environmental Opportunities UK AIM
1.7
-0.7
0.0
-
-8.8
-50.8
-50.8
-
FTSE Environmental Opportunities USA
2.2
0.7
1.4
0.5
-5.9
-18.3
-18.3
-53.8
FTSE Environmental Opportunities Europe
2.3
0.3
0.9
0.1
-10.3
-23.6
-24.3
-64.3
FTSE Environmental Opportunities Japan
1.6
0.6
1.0
0.3
-6.3
-23.9
-23.9
-53.5
FTSE Environmental Opportunities AsiaPacific
1.8
0.4
0.9
0.2
-5.3
-26.8
-26.8
-60.0
FTSE Environmental Opportunities AsiaPacific Ex Japan
1.5
-0.2
0.3
0.1
-10.3
-36.0
-36.0
-69.7
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data
1-Year Correlation - Total Return
FTSE Environmental Opportunities All Share
FTSE Global All Cap
FTSE Environmental Opportunities All
Share
FTSE Global All Cap
1.000
0.921
1.000
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
3 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
Top 10 Constituents - FTSE Environmental Opportunities All Share
Constituent
Country
ICB Sector
Net MCap (USDm)
Wgt %
3M Company
USA
General Industrials
120,535
3.94
Siemens AG
Germany
General Industrials
104,280
3.41
Honeywell International Incorporation
USA
General Industrials
101,317
3.31
Thermo Fisher Scientific
USA
Health Care Equipment & Services
67,924
2.22
Danaher Corp
USA
General Industrials
51,617
1.69
ABB
Switzerland
Industrial Engineering
47,665
1.56
Air Liquide
France
Chemicals
47,048
1.54
Tesla
USA
Automobiles & Parts
46,881
1.53
Iberdrola
Spain
Electricity
43,880
1.43
Enel
Italy
Electricity
41,592
1.36
672,740
21.98
Totals
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
4 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
Country Breakdown - FTSE Environmental Opportunities All Share
FTSE Environmental Opportunities
All Share
Country
No. of Cons
FTSE Global All Cap
Wgt %
No. of Cons
Wgt %
Diff %
-1.68
Australia
9
0.69
250
2.37
Austria
6
0.38
28
0.12
0.26
Belgium
1
0.21
37
0.41
-0.20
Brazil
11
0.52
123
0.73
-0.21
Canada
11
1.11
218
3.17
-2.06
Chile
6
0.44
30
0.12
0.32
China
45
1.73
423
2.25
-0.52
-
-
13
0.05
-0.05
-0.02
Colombia
Czech Rep.
-
-
6
0.02
Denmark
5
1.25
40
0.59
0.65
Egypt
-
-
18
0.02
-0.02
Finland
6
0.70
37
0.38
0.32
France
14
5.46
142
3.09
2.37
Germany
16
6.14
147
3.02
3.12
Greece
3
0.02
23
0.05
-0.03
Hong Kong
8
0.90
201
1.22
-0.31
Hungary
-
-
4
0.04
-0.04
India
14
0.39
276
1.15
-0.75
Indonesia
1
0.06
69
0.26
-0.20
Ireland
1
0.17
11
0.08
0.09
Israel
-
-
57
0.19
-0.19
Italy
8
1.84
98
0.86
0.98
Japan
87
18.06
1287
8.19
9.87
Korea
16
0.95
391
1.75
-0.80
3
0.29
89
0.34
-0.05
Malaysia
Mexico
-
-
65
0.41
-0.41
Netherlands
8
1.87
52
1.08
0.79
New Zealand
3
0.17
34
0.11
0.06
Norway
2
0.05
44
0.24
-0.19
Pakistan
-
-
21
0.03
-0.03
-0.03
Peru
-
-
3
0.03
Philippines
5
0.17
45
0.17
0.01
Poland
-
-
39
0.14
-0.14
Portugal
3
0.30
15
0.06
0.24
Qatar
-
-
22
0.07
-0.07
Russia
1
0.04
46
0.35
-0.30
Singapore
4
0.13
88
0.46
-0.32
South Africa
-
-
120
0.73
-0.73
Spain
6
1.74
60
1.09
0.65
Sweden
13
3.00
106
1.08
1.92
Switzerland
11
3.39
105
2.72
0.67
Taiwan
28
1.07
420
1.56
-0.50
Thailand
2
0.02
108
0.37
-0.35
Turkey
-
-
76
0.13
-0.13
-0.09
UAE
1
0.01
25
0.10
UK
23
2.67
327
6.02
-3.35
USA
132
44.03
1894
52.60
-8.56
Totals
513
100.00
7733
100.00
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
5 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
ICB Industry Breakdown - FTSE Environmental Opportunities All Share
FTSE Environmental
Opportunities All Share
ICB Code
ICB Industry
0001
Oil & Gas
1000
Basic Materials
2000
Industrials
3000
Consumer Goods
4000
Health Care
5000
Consumer Services
6000
Telecommunications
7000
Utilities
8000
Financials
9000
Technology
513
Totals
No. of Cons
FTSE Global All Cap
Wgt %
No. of Cons
Wgt %
Diff %
32
1.76
334
5.75
-3.99
44
10.72
615
4.93
5.79
254
56.83
1635
13.98
42.85
45
8.39
996
12.83
-4.44
9
5.01
524
10.49
-5.48
17
4.23
987
10.60
-6.37
-
-
134
2.93
-2.93
86
9.30
284
3.23
6.07
5
1.10
1608
22.97
-21.88
21
2.67
616
12.29
-9.62
100.00
7733
100.00
Index Characteristics
Attributes
FTSE Environmental
Opportunities All Share
Number of constituents
Net MCap (USDm)
FTSE EO 100
FTSE Global All Cap
513
100
7733
3,060,312
2,264,395
46,983,387
1.95
2.02
2.37
Dividend Yield %
Constituent Sizes (Net MCap USDm)
Average
Largest
Smallest
Median
5,966
22,644
6,076
120,535
120,535
750,362
77
2,270
10
1,782
16,478
1,292
Weight of Largest Constituent (%)
3.94
5.32
1.60
Top 10 Holdings (% Index MCap)
21.98
29.71
8.18
Index Characteristics
Attributes
Number of constituents
Net MCap (USDm)
Dividend Yield %
FTSE EO
Renewable and
Alternative
Energy
FTSE EO Water
Technology
FTSE EO Waste
and Pollution
Control
Technology
FTSE EO Energy
Efficiency
90
84
120
154
232,288
270,352
538,584
1,285,021
3.70
2.03
1.62
1.87
Constituent Sizes (Net MCap USDm)
Average
2,581
3,218
4,488
8,344
Largest
43,880
27,056
53,639
104,280
116
114
77
83
Smallest
882
1,203
1,927
3,150
Weight of Largest Constituent (%)
Median
18.89
10.01
9.96
8.12
Top 10 Holdings (% Index MCap)
62.31
54.48
46.19
41.32
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
6 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
Index Characteristics
Attributes
FTSE
Environmental
Opportunities
USA
Number of constituents
Net MCap (USDm)
Dividend Yield %
FTSE
Environmental
Opportunities
Europe
FTSE
Environmental
Opportunities
Japan
FTSE
Environmental
Opportunities
Asia-Pacific
132
127
87
225
1,347,535
894,585
552,815
754,399
1.58
2.70
1.34
1.66
Constituent Sizes (Net MCap USDm)
Average
10,209
7,044
6,354
3,353
Largest
120,535
104,280
39,507
39,507
553
185
77
77
Smallest
3,750
2,376
2,013
891
Weight of Largest Constituent (%)
Median
8.94
11.66
7.15
5.24
Top 10 Holdings (% Index MCap)
42.95
49.55
53.88
39.48
About Impax Asset Management
Impax Asset Management is an award winning, leading investment manager dedicated to
investing in the opportunities created by the scarcity of natural resources and the growing
demand for cleaner, more efficient products and services, through both listed and private equity
strategies.
Impax's listed equity funds seek out mis-priced companies that are set to benefit from the longterm trends of changing demographics, urbanisation, rising consumption, and the resultant
increases in resource scarcity. Investment is focused on a small number of deeply researched
global equity strategies across alternative energy, energy efficiency, water, waste, food and
agriculture related markets.
Impax's private equity infrastructure funds follow an operationally focused, value-add strategy,
investing in renewable power generation and related assets throughout Europe. The Climate
Property Fund focuses on developing sustainable and energy efficient commercial property,
primarily in the UK, adding synergistically to Impax's wider real asset investment strategy within
private markets.
30 June 2017
Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
7 of 8
Data as at: 30 June 2017
FTSE Environmental Opportunities Index Series
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or suitability of the FTSE Environmental Opportunities Index Series for any particular purpose to which they might be put.
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No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this
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document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees,
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
that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a
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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.
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
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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
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Source: FTSE Russell as at 30 June 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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