FTSE Russell Factsheet
FTSE Global All Cap ex US Index
Data as at: 31 May 2017
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The FTSE Global All Cap ex US Index is part of a range of indices designed to help US investors
FEATURES
benchmark their international investments. The index comprises large, mid and small cap stocks
globally excluding the US. The index is derived from the FTSE Global Equity Index Series (GEIS),
Coverage
which covers 98% of the world’s investable market capitalization.
Derived from the FTSE Global Equity Index
5-Year Performance - Total Return
Series (GEIS), which covers 98% of the
world’s investable market capitalisation.
(USD)
220
Objective
200
The index is designed for use in the creation
180
of index tracking funds, derivatives and as a
160
performance benchmark.
140
Investability
120
Stocks are selected and weighted to ensure
100
May-2012
May-2013
May-2014
May-2015
May-2016
May-2017
Data as at month end
FTSE Global All Cap ex US
that the index is investable.
Liquidity
FTSE Global All Cap
Stocks are screened to ensure that the index
FTSE USA All Cap
is tradable.
Performance and Volatility - Total Return
Index (USD)
Transparency
Return %
Return pa %*
Volatility %**
The index uses a transparent, rules-based
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
construction process. Index Rules are freely
FTSE Global All Cap ex US
8.2
16.9
13.9
18.5
6.7
55.6
2.2
9.2
12.5
14.7
11.6
available on the FTSE website.
FTSE Global All Cap
5.0
13.3
10.9
18.0
19.0
78.2
6.0
12.2
9.8
12.4
10.1
Availability
FTSE USA All Cap
2.2
10.3
8.2
17.6
31.8
103.1
9.7
15.2
9.8
12.2
9.8
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
end-of-day.
Year-on-Year Performance - Total Return
Index % (USD)
Industry Classification Benchmark
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE Global All Cap ex US
17.6
-46.0
45.0
13.2
-14.0
17.9
15.9
-3.1
-4.0
5.0
FTSE Global All Cap
12.3
-42.2
37.5
14.8
-7.6
17.2
23.9
4.5
-1.7
9.0
5.9
-37.0
28.4
17.0
1.1
16.4
33.4
12.5
0.5
12.5
FTSE USA All Cap
The index is calculated based on price and
total return methodologies, and available
* Compound annual returns measured over 3 and 5 years respectively
Index constituents are categorized in
accordance with the Industry Classification
Benchmark (ICB), the global standard for
industry sector analysis.
Return/Risk Ratio and Drawdown - Total Return
Index (USD)
Return/Risk Ratio
Drawdown (%)
1YR
3YR
5YR
10YR
1YR
3YR
5YR
10YR
FTSE Global All Cap ex US
1.4
0.1
0.8
0.1
-9.1
-23.9
-23.9
-61.0
FTSE Global All Cap
1.8
0.5
1.2
0.2
-7.4
-19.2
-19.2
-58.4
FTSE USA All Cap
1.7
0.8
1.6
0.4
-5.9
-15.0
-15.0
-55.3
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 31 May 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: 31 May 2017
FTSE Global All Cap ex US Index
Country Breakdown
INFORMATION
Country
No. of Cons
Net MCap (USDm)
Wgt %
Australia
248
1,078,224
4.83
Austria
28
55,807
0.25
Belgium
37
203,182
0.91
Base Date
Index Launch
1 September 2003
Brazil
121
354,052
1.59
31 December 2002
Canada
219
1,439,557
6.45
Base Value
Chile
29
58,916
0.26
China
422
1,057,726
4.74
13
22,946
0.10
Investability Screen
Colombia
Czech Rep.
Denmark
200
6
8,959
0.04
Actual free float applied and liquidity
40
276,826
1.24
screened
Index Calculation
Egypt
18
9,590
0.04
Finland
36
180,467
0.81
France
142
1,474,770
6.61
Germany
147
1,442,094
6.46
Real-time and end-of-day
End-of-Day Distribution
22
22,314
0.10
Via FTP and email
200
574,530
2.57
Currency
4
14,644
0.07
USD, GBP, JPY, EUR and Local
276
547,123
2.45
Indonesia
69
125,026
0.56
Ireland
11
38,685
0.17
Israel
57
83,353
0.37
Greece
Hong Kong
Hungary
India
Italy
98
397,487
1.78
Japan
1287
3,810,320
17.07
Korea
388
835,031
3.74
Malaysia
89
157,239
0.70
Mexico
64
179,576
0.80
Netherlands
52
508,838
2.28
New Zealand
34
50,481
0.23
Norway
44
113,786
0.51
Pakistan
21
13,405
0.06
3
14,271
0.06
Philippines
44
66,936
0.30
Poland
39
65,930
0.30
Portugal
15
31,994
0.14
Qatar
22
38,055
0.17
Russia
44
169,440
0.76
Singapore
88
214,348
0.96
119
354,664
1.59
61
521,759
2.34
105
498,505
2.23
Switzerland
106
1,318,627
5.91
Taiwan
421
717,457
3.21
Thailand
109
172,477
0.77
Peru
South Africa
Spain
Sweden
Turkey
76
59,818
0.27
UAE
26
44,016
0.20
UK
327
2,894,693
12.97
5827
22,317,947
100.00
Totals
Review Dates
Semi-annually in March and September
Source: FTSE Russell as at 31 May 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: 31 May 2017
FTSE Global All Cap ex US Index
Top 10 Constituents
Constituent
Country
ICB Sector
Net MCap (USDm)
Wgt %
Nestle
Switzerland
Food Producers
263,481
1.18
Samsung Electronics
Korea
Leisure Goods
201,993
0.91
Novartis (REGD)
Switzerland
Pharmaceuticals & Biotechnology
193,695
0.87
Roche Hldgs (GENUS)
Switzerland
Pharmaceuticals & Biotechnology
193,014
0.86
Tencent Holdings (P Chip)
China
Software & Computer Services
185,310
0.83
HSBC Hldgs
UK
Banks
174,893
0.78
Taiwan Semiconductor Manufacturing
Taiwan
Technology Hardware & Equipment
161,641
0.72
Toyota Motor
Japan
Automobiles & Parts
146,582
0.66
British American Tobacco
UK
Tobacco
133,071
0.60
Royal Dutch Shell A
UK
Oil & Gas Producers
120,067
0.54
1,773,746
7.95
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 %
230
1,370,450
6.14
529
1,677,826
7.52
1294
3,347,766
15.00
Consumer Goods
823
3,681,608
16.50
Health Care
329
1,749,150
7.84
5000
Consumer Services
716
1,840,006
8.24
6000
Telecommunications
115
896,068
4.02
7000
Utilities
220
750,027
3.36
8000
Financials
1164
5,676,410
25.43
9000
Technology
Totals
407
1,328,634
5.95
5827
22,317,947
100.00
Index Characteristics
Attributes
FTSE Global All Cap ex
US
Number of constituents
Net MCap (USDm)
Dividend Yield %
FTSE Global All Cap
FTSE USA All Cap
5827
7723
1896
22,317,947
47,048,728
24,730,782
2.83
2.36
1.93
3,830
6,092
13,044
263,481
801,461
801,461
0
0
34
3,102
Constituent Sizes (Net MCap USDm)
Average
Largest
Smallest
899
1,272
Weight of Largest Constituent (%)
Median
1.18
1.70
3.24
Top 10 Holdings (% Index MCap)
7.95
8.22
15.61
Data definitions available from
[email protected]
31 May 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 31 May 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: 31 May 2017
FTSE Global All Cap ex US 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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“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 ex US or the fitness or suitability of the
FTSE Global All Cap ex US 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 31 May 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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