FTSE Russell Factsheet

FTSE Global All Cap Index

Data as at: 30 September 2020
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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
8,000 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 8,000 stocks that cover
5-Year Performance - Total Return Developed and Emerging Markets.

Objective
(USD)

200
The index is designed for use in the creation
150 of index tracking funds, derivatives and as a
performance benchmark.
100
Investability
50
Stocks are selected and weighted to ensure

0
that the index is investable.
Sep-2015 Sep-2016 Sep-2017 Sep-2018 Sep-2019 Sep-2020 Liquidity
Data as at month end

Stocks are screened to ensure that the index

FTSE Global All Cap FTSE Global Large Cap FTSE Global Mid Cap
is tradable.
FTSE Global Small Cap FTSE All-World

Transparency
Performance and Volatility - Total Return The index uses a transparent, rules-based
Index (USD) Return % Return pa %* Volatility %** construction process. Index Methodologies
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR are freely available on the FTSE Russell
FTSE Global All Cap 8.1 29.7 0.9 10.1 22.8 65.0 7.1 10.5 26.9 19.2 14.8 website.
FTSE Global Large Cap 8.4 28.7 2.9 12.5 27.3 71.2 8.4 11.4 26.3 18.2 14.2 Availability
FTSE Global Mid Cap 7.3 31.4 -4.7 3.4 11.6 49.3 3.7 8.3 28.8 21.5 16.7
The index is calculated based on price and
FTSE Global Small Cap 7.6 34.9 -4.7 4.2 9.3 47.4 3.0 8.1 30.7 24.2 18.3
total return methodologies, both real time
* Compound annual returns measured over 3 and 5 years respectively intra-second and end-of-day.
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
Industry Classification Benchmark
Year-on-Year Performance - Total Return (ICB)
Index % (USD) 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
Index constituents are categorized in
FTSE Global All Cap 14.8 -7.6 17.2 23.9 4.5 -1.7 9.0 24.4 -9.6 27.1
accordance with the Industry Classification
FTSE Global Large Cap 11.7 -6.8 16.9 22.6 4.9 -1.9 8.5 24.7 -8.4 27.5
Benchmark (ICB), the global standard for
FTSE Global Mid Cap 20.3 -9.4 18.2 26.8 4.3 -0.6 9.4 24.4 -12.4 26.0
industry sector analysis.
FTSE Global Small Cap 26.8 -10.4 17.8 28.0 2.5 -2.0 11.8 22.6 -13.7 26.0

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 0.4 0.4 0.7 0.6 -34.3 -34.3 -34.3 -34.3

FTSE Global Large Cap 0.5 0.4 0.8 0.7 -32.7 -32.7 -32.7 -32.7

FTSE Global Mid Cap 0.1 0.2 0.5 0.5 -38.7 -38.7 -38.7 -38.7

FTSE Global Small Cap 0.1 0.1 0.4 0.5 -40.5 -40.5 -40.5 -40.5

FTSE All-World - - - - - - -

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 30 September 2020. Past performance is no guarantee of future results. 1 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Global All Cap Index Data as at: 30 September 2020

Country Breakdown INFORMATION

Country No. of Cons Net MCap (USDm) Wgt %
Index Launch
Australia 273 1,129,266 1.96
1 September 2003
Austria 26 38,440 0.07

Belgium 42 169,582 0.30 Base Date

Brazil 140 328,460 0.57 31 December 2002
Canada 181 1,587,475 2.76
Base Value
Chile 33 38,337 0.07
200
China 1647 2,822,038 4.91

Colombia 12 16,651 0.03

Investability Screen

Czech Rep. 5 6,448 0.01 Actual free float applied and liquidity
Denmark 40 374,770 0.65 screened
Egypt 15 9,976 0.02 Index Calculation
Finland 33 217,956 0.38
Real-time and end-of-day
France 141 1,464,200 2.55
End-of-Day Distribution
Germany 152 1,444,328 2.51

Greece 23 16,199 0.03 Via FTP and email

Hong Kong 149 523,764 0.91 Currency
Hungary 5 12,912 0.02 USD, GBP, JPY, EUR and Local
India 312 668,508 1.16
Review Dates
Indonesia 65 89,120 0.16
Semi-annually in March and September
Ireland 9 40,544 0.07

Israel 64 80,746 0.14

Italy 89 365,169 0.64

Japan 1403 4,226,032 7.35

Korea 442 883,968 1.54

Kuwait 17 45,331 0.08

Malaysia 89 147,930 0.26

Mexico 55 122,723 0.21

Netherlands 56 643,538 1.12

New Zealand 37 69,488 0.12

Norway 46 122,322 0.21

Pakistan 22 6,651 0.01

Philippines 39 58,984 0.10

Poland 32 45,989 0.08

Portugal 14 30,369 0.05

Qatar 21 59,718 0.10

Romania 2 2,577 0.00

Russia 43 168,494 0.29

Saudi Arabia 82 206,212 0.36

Singapore 74 184,154 0.32

South Africa 103 248,151 0.43

Spain 60 342,603 0.60

Sweden 121 589,579 1.03

Switzerland 115 1,502,903 2.62

Taiwan 448 1,010,317 1.76

Thailand 127 159,942 0.28

Turkey 77 35,189 0.06

UAE 20 46,310 0.08

UK 291 2,208,026 3.84

USA 1757 32,859,440 57.17

Totals 9049 57,471,828 100.00

Source: FTSE Russell as at 30 September 2020. Past performance is no guarantee of future results. 2 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Global All Cap Index Data as at: 30 September 2020

Top 10 Constituents
Constituent Country ICB Sector Net MCap (USDm) Wgt %
Apple Inc. USA Technology Hardware & Equipment 1,866,246 3.25

Microsoft Corp USA Software & Computer Services 1,572,744 2.74

Amazon.Com USA General Retailers 1,333,183 2.32

Facebook Class A USA Software & Computer Services 627,971 1.09

Alibaba Group Holding ADS (N Shares) China General Retailers 516,928 0.90

Alphabet Class A USA Software & Computer Services 439,309 0.76

Alphabet Class C USA Software & Computer Services 434,826 0.76

Johnson & Johnson USA Pharmaceuticals & Biotechnology 392,010 0.68

Tencent Holdings (P Chip) China Software & Computer Services 377,611 0.66

Taiwan Semiconductor Manufacturing Taiwan Technology Hardware & Equipment 358,794 0.62

Totals 7,919,622 13.78

ICB Industry Breakdown

ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt %
0001 Oil & Gas 273 1,696,404 2.95

1000 Basic Materials 782 2,434,377 4.24

2000 Industrials 1936 7,613,712 13.25

3000 Consumer Goods 1134 6,306,576 10.97

4000 Health Care 735 6,896,584 12.00

5000 Consumer Services 1042 7,419,171 12.91

6000 Telecommunications 132 1,318,832 2.29

7000 Utilities 323 1,749,421 3.04

8000 Financials 1836 9,956,449 17.32

9000 Technology 856 12,080,302 21.02

Totals 9049 57,471,828 100.00

Index Characteristics
Attributes FTSE Global All FTSE Global FTSE Global Mid FTSE Global
Cap Large Cap Cap Small Cap
Number of constituents 9049 1740 2237 5072

Net MCap (USDm) 57,471,828 42,394,985 9,217,806 5,859,037

Dividend Yield % 2.14 2.14 2.25 1.97

Constituent Sizes (Net MCap USDm)

Average 6,351 24,365 4,121 1,155

Largest 1,866,246 1,866,246 38,261 20,765

Smallest 0 69 9 0

Median 938 5,506 1,563 503

Weight of Largest Constituent (%) 3.25 4.40 0.42 0.35

Top 10 Holdings (% Index MCap) 13.78 18.68 3.67 2.68

30 Sept ember 2020

Source: FTSE Russell as at 30 September 2020. Past performance is no guarantee of future results. 3 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Global All Cap Index Data as at: 30 September 2020

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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent
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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 Asia-Pacific
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 Hong Kong +852 2164 3333
underlying economic data used in the calculation of the index.
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Source: FTSE Russell as at 30 September 2020. Past performance is no guarantee of future results. 4 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.