FTSE FACTSHEET
FTSE Global All Cap Index
Data as at: 28 April 2017
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The FTSE Global All Cap Index is a market-capitalisation weighted index representing the
FEATURES
performance of the large, mid and small cap stocks globally. The index aggregate of around
7,400 stocks cover Developed and Emerging Markets and is suitable as the basis for investment
Coverage
products, such as funds, derivatives and exchange-traded funds.
Approximately 7,400 stocks that cover
Developed and Emerging Markets.
Note: with effect from 18 March 2013, 'P Chips', which were listed in Hong Kong (Developed
Objective
market) moved to China (Emerging market).
The index is designed for use in the creation
5-Year Performance - Total Return
of index tracking funds, derivatives and as a
(USD)
performance benchmark.
170
160
Investability
150
140
Stocks are selected and weighted to ensure
130
that the index is investable.
120
Liquidity
110
100
Stocks are screened to ensure that the index
90
Apr-2012
Apr-2013
Apr-2014
Apr-2015
Apr-2016
Apr-2017
Data as at month end
Transparency
FTSE Global All Cap
FTSE Global Large Cap
FTSE Global Small Cap
FTSE All-World
The index uses a transparent, rules-based
FTSE Global Mid Cap
construction process. Index Rules are freely
available on the FTSE website.
Performance and Volatility - Total Return
Index (USD)
is tradable.
Return %
Return pa %*
Availability
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
The index is calculated based on price and
FTSE Global All Cap
5.8
12.3
8.6
16.0
19.0
59.0
6.0
9.7
10.0
12.4
11.0
total return methodologies, both real time
FTSE Global Large Cap
6.0
12.1
8.7
16.1
18.9
57.1
6.0
9.5
9.7
12.3
11.0
intra-second and end-of-day.
FTSE Global Mid Cap
5.5
12.6
9.1
14.9
20.0
65.5
6.3
10.6
11.3
13.0
11.3
Industry Classification Benchmark
FTSE Global Small Cap
4.9
13.4
7.6
16.6
18.5
62.2
5.8
10.2
11.2
13.1
11.9
Index constituents are categorized in
FTSE All-World
5.9
12.2
8.8
15.9
19.1
58.6
6.0
9.7
9.9
12.4
11.0
accordance with the Industry Classification
Benchmark (ICB), the global standard for
* 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
industry sector analysis.
Year-on-Year Performance - Total Return
Index % (USD)
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE Global All Cap
12.3
-42.2
37.5
14.8
-7.6
17.2
23.9
4.5
-1.7
9.0
FTSE Global Large Cap
13.3
-41.4
34.7
11.7
-6.8
16.9
22.6
4.9
-1.9
8.5
FTSE Global Mid Cap
9.7
-43.4
44.0
20.3
-9.4
18.2
26.8
4.3
-0.6
9.4
FTSE Global Small Cap
9.6
-45.9
48.0
26.8
-10.4
17.8
28.0
2.5
-2.0
11.8
12.7
-41.8
36.2
13.2
-7.3
17.1
23.3
4.8
-1.7
8.6
FTSE All-World
Source: FTSE Russell as at 28 April 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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Data as at: 28 April 2017
FTSE Global All Cap Index
INFORMATION
Return/Risk Ratio and Drawdown - Total Return
Index (USD)
Return/Risk Ratio
Drawdown (%)
Index Launch
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
FTSE Global All Cap
1.5
0.5
0.9
0.3
-7.4
-19.2
-19.2
-58.4
FTSE Global Large Cap
1.6
0.5
0.9
0.2
-6.9
-18.6
-18.6
-57.7
Base Date
FTSE Global Mid Cap
1.3
0.5
0.9
0.3
-8.8
-19.8
-19.8
-59.2
31 December 2002
FTSE Global Small Cap
1.4
0.5
0.9
0.3
-8.7
-21.9
-21.9
-62.0
Base Value
FTSE All-World
1.5
0.5
0.9
0.3
-7.2
-18.8
-18.8
-57.9
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
1 September 2003
200
Investability Screen
Drawdown - based on daily data
Actual free float applied and liquidity
screened
Index Calculation
Real-time and end-of-day
End-of-Day Distribution
Via FTP and email
Currency
USD, GBP, JPY, EUR and Local
Review Dates
Semi-annually in March and September
Source: FTSE Russell as at 28 April 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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Data as at: 28 April 2017
FTSE Global All Cap Index
Country Breakdown
Country
No. of Cons
Net MCap (USDm)
Wgt %
Australia
249
1,130,999
2.44
28
51,722
0.11
Austria
Belgium
37
196,199
0.42
Brazil
121
373,668
0.81
Canada
218
1,445,779
3.12
Chile
29
59,368
0.13
China
422
1,017,743
2.20
13
21,733
0.05
6
8,451
0.02
40
261,418
0.56
Colombia
Czech Rep.
Denmark
Egypt
18
9,099
0.02
Finland
36
170,594
0.37
France
142
1,416,341
3.06
Germany
147
1,392,588
3.01
22
19,599
0.04
200
566,165
1.22
Greece
Hong Kong
Hungary
4
13,545
0.03
275
544,307
1.18
Indonesia
69
123,623
0.27
Ireland
11
36,484
0.08
Israel
57
82,813
0.18
India
Italy
98
381,962
0.83
Japan
1288
3,697,353
7.99
Korea
385
771,822
1.67
Malaysia
89
155,484
0.34
Mexico
64
179,078
0.39
Netherlands
52
489,149
1.06
New Zealand
34
48,632
0.11
Norway
44
110,771
0.24
Pakistan
21
13,206
0.03
3
13,168
0.03
Philippines
44
65,437
0.14
Poland
40
65,904
0.14
Portugal
15
29,962
0.06
Qatar
22
38,168
0.08
Russia
44
179,419
0.39
Singapore
88
209,587
0.45
119
348,707
0.75
61
498,760
1.08
105
485,315
1.05
Switzerland
106
1,283,587
2.77
Taiwan
421
702,339
1.52
Thailand
108
170,766
0.37
Peru
South Africa
Spain
Sweden
Turkey
76
57,415
0.12
UAE
26
44,270
0.10
UK
328
2,798,671
6.04
USA
1902
24,516,182
52.95
Totals
7727
46,297,352
100.00
Source: FTSE Russell as at 28 April 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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Data as at: 28 April 2017
FTSE Global All Cap Index
Top 10 Constituents
Constituent
Country
ICB Sector
Net MCap (USDm)
Wgt %
Apple Inc.
USA
Technology Hardware & Equipment
753,665
1.63
Microsoft Corp
USA
Software & Computer Services
517,471
1.12
Amazon.Com
USA
General Retailers
355,196
0.77
Exxon Mobil Corporation
USA
Oil & Gas Producers
340,731
0.74
Johnson & Johnson
USA
Pharmaceuticals & Biotechnology
339,080
0.73
Facebook Class A
USA
Software & Computer Services
334,123
0.72
JPMorgan Chase & Co
USA
Banks
314,242
0.68
Alphabet Class A
USA
Software & Computer Services
272,589
0.59
Wells Fargo & Company
USA
Banks
270,401
0.58
Alphabet Class C
USA
Software & Computer Services
262,931
0.57
3,760,430
8.12
Totals
ICB Industry Breakdown
ICB Code
ICB Industry
0001
Oil & Gas
1000
Basic Materials
2000
Industrials
3000
4000
No. of Cons
Net MCap (USDm)
Wgt %
332
2,816,809
6.08
615
2,354,486
5.09
1633
6,418,459
13.86
Consumer Goods
992
5,909,025
12.76
Health Care
521
4,760,927
10.28
5000
Consumer Services
989
5,012,407
10.83
6000
Telecommunications
133
1,354,323
2.93
7000
Utilities
283
1,490,941
3.22
8000
Financials
1612
10,504,069
22.69
9000
Technology
Totals
617
5,675,906
12.26
7727
46,297,352
100.00
Index Characteristics
Attributes
FTSE Global All
Cap
Number of constituents
Net MCap (USDm)
Dividend Yield %
FTSE Global
Large Cap
FTSE Global Mid
Cap
FTSE Global
Small Cap
7727
1440
1645
4642
46,297,352
33,769,915
7,099,553
5,427,885
2.35
2.50
2.03
1.86
5,992
23,451
4,316
1,169
753,665
753,665
39,126
10,002
0
179
89
0
Constituent Sizes (Net MCap USDm)
Average
Largest
Smallest
1,266
8,502
2,484
638
Weight of Largest Constituent (%)
Median
1.63
2.23
0.55
0.18
Top 10 Holdings (% Index MCap)
8.12
11.14
3.38
1.74
Data definitions available from
[email protected]
28 April 2017
To learn more, visit www.ftserussell.com;
email [email protected]; or
call your regional Client Services Team office:
EMEA
+44 (0) 20 7866 1810
North America
+1 877 503 6437
Asia-Pacific
Hong Kong +852 2164 3333
Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
Source: FTSE Russell as at 28 April 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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Data as at: 28 April 2017
FTSE Global All Cap Index
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© 2017 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.
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FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”,
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“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,
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
responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any
errors or for any loss from use of this publication or any of the information or data contained herein.
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 FTSE Global All Cap or the fitness or suitability of the FTSE
Global All Cap for any particular purpose to which they might be put.
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,
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
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 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.
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 28 April 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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