FTSE Russell Factsheet

FTSE Global All Cap Index

Data as at: 31 January 2022
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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 covers Developed and
Emerging Markets and is suitable as the basis for investment products, such as funds, Coverage
derivatives and exchange-traded funds. Large, mid and small cap stocks across
5-Year Performance - Total Return Developed and Emerging Markets.

Objective
(USD)

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

100
Stocks are selected and weighted to ensure

80
that the index is investable.
Jan-2017 Jan-2018 Jan-2019 Jan-2020 Jan-2021 Jan-2022 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 -3.9 -0.7 -5.1 12.8 54.5 82.8 15.6 12.8 11.0 19.0 15.5 website.
FTSE Global Large Cap -3.0 0.4 -4.6 13.8 57.6 88.8 16.4 13.5 10.7 17.9 14.7 Availability
FTSE Global Mid Cap -4.8 -2.2 -5.6 13.0 46.5 68.2 13.6 11.0 11.6 21.7 17.5
The index is calculated based on price and
FTSE Global Small Cap -8.5 -6.1 -7.7 5.5 43.9 63.9 12.9 10.4 14.3 24.7 19.3
total return methodologies, both real time
FTSE All-World -3.3 -0.1 -4.8 13.7 55.7 85.2 15.9 13.1 10.7 18.5 15.1
intra-second and end-of-day.
* Compound annual returns measured over 3 and 5 years respectively Industry Classification Benchmark
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
(ICB)
Year-on-Year Performance - Total Return
Index constituents are categorized in
Index % (USD) 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
accordance with the Industry Classification
FTSE Global All Cap 17.2 23.9 4.5 -1.7 9.0 24.4 -9.6 27.1 16.8 18.5
Benchmark (ICB), the global standard for
FTSE Global Large Cap 16.9 22.6 4.9 -1.9 8.5 24.7 -8.4 27.5 17.3 18.8
industry sector analysis.
FTSE Global Mid Cap 18.2 26.8 4.3 -0.6 9.4 24.4 -12.4 26.0 12.7 19.2

FTSE Global Small Cap 17.8 28.0 2.5 -2.0 11.8 22.6 -13.7 26.0 18.4 15.4

FTSE All-World 17.1 23.3 4.8 -1.7 8.6 24.6 -9.1 27.2 16.6 18.9

Source: FTSE Russell as at 31 January 2022. Past performance is no guarantee of future results. 1 of 5
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: 31 January 2022

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (USD) Return/Risk Ratio Drawdown (%)
Index Launch
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
1 September 2003
FTSE Global All Cap 1.1 0.8 0.8 0.8 -8.7 -34.3 -34.3 -34.3

FTSE Global Large Cap 1.2 0.9 0.9 0.9 -8.1 -32.7 -32.7 -32.7 Base Date
FTSE Global Mid Cap 1.1 0.6 0.6 0.7 -9.8 -38.7 -38.7 -38.7 31 December 2002
FTSE Global Small Cap 0.4 0.5 0.5 0.6 -14.6 -40.5 -40.5 -40.5
Base Value
FTSE All-World 1.2 0.8 0.9 0.9 -8.2 -33.7 -33.7 -33.7
200
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table 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 31 January 2022. Past performance is no guarantee of future results. 2 of 5
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: 31 January 2022

Country Breakdown
Country No. of Cons Net MCap (USDm) Wgt %
Australia 297 1,433,318 1.92

Austria 26 67,254 0.09

Belgium 42 201,804 0.27

Brazil 168 441,032 0.59

Canada 179 2,233,411 2.98

Chile 29 41,991 0.06

China 1625 2,592,880 3.47

Colombia 10 19,239 0.03

Czech Rep. 5 11,288 0.02

Denmark 42 449,274 0.60

Egypt 16 10,367 0.01

Finland 36 263,102 0.35

France 143 1,942,918 2.60

Germany 166 1,629,607 2.18

Greece 22 27,016 0.04

Hong Kong 159 589,087 0.79

Hungary 5 20,644 0.03

India 374 1,210,849 1.62

Indonesia 69 125,727 0.17

Ireland 9 48,272 0.06

Israel 72 146,666 0.20

Italy 92 504,648 0.67

Japan 1391 4,591,690 6.14

Korea 482 1,052,146 1.41

Kuwait 18 63,006 0.08

Malaysia 91 149,000 0.20

Mexico 52 174,026 0.23

Netherlands 56 819,669 1.10

New Zealand 40 72,048 0.10

Norway 48 172,713 0.23

Pakistan 22 6,176 0.01

Philippines 42 76,249 0.10

Poland 33 67,487 0.09

Portugal 14 38,844 0.05

Qatar 21 72,173 0.10

Romania 5 5,423 0.01

Russia 50 227,242 0.30

Saudi Arabia 84 311,535 0.42

Singapore 75 243,183 0.32

South Africa 102 311,784 0.42

Spain 60 440,456 0.59

Sweden 141 741,891 0.99

Switzerland 117 1,762,763 2.36

Taiwan 464 1,512,821 2.02

Thailand 129 207,754 0.28

Turkey 84 38,501 0.05

UAE 20 99,420 0.13

UK 295 3,010,032 4.02

USA 1821 44,551,121 59.54

Totals 9343 74,829,547 100.00

Source: FTSE Russell as at 31 January 2022. Past performance is no guarantee of future results. 3 of 5
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: 31 January 2022

Top 10 Constituents
Constituent Country ICB Sector Net MCap (USDm) Wgt %
Apple Inc. USA Technology Hardware and Equipment 2,694,801 3.60

Microsoft Corp USA Software and Computer Services 2,341,018 3.13

Amazon.Com USA Retailers 1,296,946 1.73

Alphabet Class A USA Software and Computer Services 813,026 1.09

Alphabet Class C USA Software and Computer Services 760,719 1.02

Tesla USA Automobiles and Parts 756,717 1.01

Meta Platforms Inc USA Software and Computer Services 739,572 0.99

Nvidia USA Technology Hardware and Equipment 585,140 0.78

Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 548,756 0.73

Johnson & Johnson USA Pharmaceuticals and Biotechnology 453,431 0.61

Totals 10,990,125 14.69

ICB Industry Breakdown

ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt %
10 Technology 1054 16,910,056 22.60

15 Telecommunications 265 2,257,617 3.02

20 Health Care 851 8,079,585 10.80

30 Financials 1127 10,925,479 14.60

35 Real Estate 707 2,703,553 3.61

40 Consumer Discretionary 1475 10,930,163 14.61

45 Consumer Staples 609 4,445,600 5.94

50 Industrials 1746 10,059,026 13.44

55 Basic Materials 827 3,145,853 4.20

60 Energy 317 3,160,233 4.22

65 Utilities 365 2,212,383 2.96

Totals 9343 74,829,547 100.00

Index Characteristics
Attributes FTSE Global All FTSE Global FTSE Global Mid FTSE Global
Cap Large Cap Cap Small Cap
Number of constituents 9343 1802 2287 5254

Net MCap (USDm) 74,829,547 55,533,441 11,719,794 7,576,312

Dividend Yield % 1.83 1.84 1.89 1.61

Constituent Sizes (Net MCap USDm)

Average 8,009 30,818 5,125 1,442

Largest 2,694,801 2,694,801 49,209 25,759

Smallest 2 57 32 2

Median 1,162 6,757 1,851 622

Weight of Largest Constituent (%) 3.60 4.85 0.42 0.34

Top 10 Holdings (% Index MCap) 14.69 19.79 3.77 2.50

31 January 2022

Source: FTSE Russell as at 31 January 2022. Past performance is no guarantee of future results. 4 of 5
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: 31 January 2022

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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 31 January 2022. Past performance is no guarantee of future results. 5 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.