MSCI ACWI EX FOSSIL FUELS INDEX (USD)
The MSCI ACWI ex Fossil Fuels Index is based on the MSCI ACWI Index, its parent index, and includes large and mid-cap stocks across
23 Developed Markets (DM) and 23 Emerging Markets (EM) countries*. The index represents the performance of the broad market while
excluding companies that own oil, gas and coal reserves. It is a benchmark for investors who aim to eliminate fossil fuel reserves exposure
from their investments due to concerns about the contribution of these reserves to climate change. The Index is a member of the MSCI
Global Fossil Fuels Exclusion Index family.
CUMULATIVE INDEX PERFORMANCE - NET RETURNS
ANNUAL PERFORMANCE (%)
(USD) (NOV 2010 – MAY 2017)
MSCI ACWI ex
Fossil Fuels
Year
MSCI ACWI ex Fossil Fuels
MSCI ACWI
200
182.93
172.62
150
2016
2015
2014
2013
2012
2011
MSCI ACWI
6.57
-0.49
6.05
24.36
18.00
-7.50
7.86
-2.36
4.16
22.80
16.13
-7.35
100
50
Nov 10
Jun 11
Dec 11
Jul 12
Jan 13
Aug 13
Feb 14
INDEX PERFORMANCE — NET RETURNS
Sep 14
Mar 15
Oct 15
Apr 16
Nov 16
May 17
FUNDAMENTALS
(%) ( MAY 31, 2017 )
( MAY 31, 2017 )
ANNUALIZED
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
Nov 30, 2010
Div Yld (%)
P/E
P/E Fwd
P/BV
MSCI ACWI ex Fossil Fuels
2.39
5.52
18.08
12.13
6.63
12.62
na
9.73
2.33
20.14
16.02
2.32
MSCI ACWI
2.21
5.07
17.53
10.97
5.31
11.51
na
8.76
2.41
20.72
15.96
2.22
INDEX RISK AND RETURN CHARACTERISTICS
( NOV 30, 2010 – MAY 31, 2017 )
ANNUALIZED STD DEV (%) 2
Beta
MSCI ACWI ex Fossil Fuels
MSCI ACWI
0.97
1.00
Tracking Turnover
Error (%)
(%) 1
1.01
0.00
2.98
2.74
1
SHARPE RATIO 2 , 3
MAXIMUM DRAWDOWN
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Since
Nov 30,
2010
10.70
10.81
10.00
10.13
na
na
0.62
0.50
1.21
1.10
na
na
0.80
0.71
Based on monthly net returns data
3
Last 12 months
2
(%)
Period YYYY-MM-DD
18.03
19.20
2015-05-21—2016-02-11
2015-05-21—2016-02-11
Based on ICE LIBOR 1M
* DM countries include: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden,
Switzerland, the UK and the US. EM countries include: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Peru, Philippines, Poland, Russia, Qatar,
South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI ACWI ex Fossil Fuels Index was launched on Oct 16, 2014. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index
existed). There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.
MSCI ACWI EX FOSSIL FUELS INDEX
MAY 31, 2017
INDEX CHARACTERISTICS
MSCI ACWI ex
Fossil Fuels
Number of
Constituents
TOP 10 CONSTITUENTS
MSCI ACWI
2,361
2,476
Weight
Largest
Smallest
Average
Median
APPLE
MICROSOFT CORP
AMAZON.COM
FACEBOOK A
JOHNSON & JOHNSON
ALPHABET C
JPMORGAN CHASE & CO
ALPHABET A
NESTLE
WELLS FARGO & CO
Total
(%)
2.09
0.00
0.04
0.02
1.97
0.00
0.04
0.02
SECTOR WEIGHTS
Country
Index
Wt. (%)
Parent Index
Wt. (%)
Sector
US
US
US
US
US
US
US
US
CH
US
2.09
1.33
1.03
0.91
0.90
0.77
0.76
0.75
0.68
0.63
9.85
1.97
1.25
0.97
0.86
0.85
0.73
0.71
0.71
0.64
0.59
9.28
Info Tech
Info Tech
Cons Discr
Info Tech
Health Care
Info Tech
Financials
Info Tech
Cons Staples
Financials
COUNTRY WEIGHTS
10.3%
11.42%
4.81%
3.56%
11.88%
3.34%
3.33%
26.87%
3.35%
5%
8.06%
2.96%
1.52%
13.06%
18.99%
18.16%
Financials 18.99%
Health Care 11.88%
53.4%
Information Technology 18.16%
Industrials 11.42%
Telecommunication Services 3.56%
Consumer Discretionary 13.06%
Consumer Staples 10.3%
Real Estate 3.34%
Materials 4.81%
United States 53.4%
Germany 3.33%
Japan 8.06%
United Kingdom 5%
France 3.35%
Other 26.87%
Utilities 2.96%
Energy 1.52%
INDEX METHODOLOGY
The MSCI ACWI ex Fossil Fuels Index is reviewed on a quarterly basis to coincide with the regular Semi‐Annual and Quarterly Index Reviews
of the MSCI Global Investable Market Indexes. At index reviews, all companies in the underlying universe are reviewed for inclusion in the
MSCI ACWI ex Fossil Fuels Indexes. Any constituent identified as having fossil fuel reserves (proved & probable coal reserves, oil & natural
gas reserves) that are used for energy purposes is excluded. Any constituent that is deleted from the Parent index as a result of an index
review is also deleted from the MSCI ACWI ex Fossil Fuels Index.
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MSCI ACWI EX FOSSIL FUELS INDEX