FTSE Russell Factsheet
FTSE All-World Index
Data as at: 29 November 2024
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The FTSE All-World Index is a market-capitalisation weighted index representing the FEATURES
performance of the large and mid cap stocks from the FTSE Global Equity Index Series (GEIS).
The index targets 90% coverage of the 8 regions used to construct the GEIS universe. The index Coverage
covers Developed and Emerging markets and is suitable as the basis for investment products, The index is a subset of the FTSE Global
such as funds, derivatives and exchange-traded funds. Equity Index Series (GEIS), which covers
5-Year Performance - Total Return 98% of the world’s investable market
(USD) capitalisation.
200 Objective
180 The index is designed for use in the creation
160 of index tracking funds, derivatives and as a
140 performance benchmark.
120 Investability
100
Stocks are selected and weighted to ensure
80
that the index is investable.
Nov-2019 Nov-2020 Nov-2021 Nov-2022 Nov-2023 Nov-2024
Data as at month end Liquidity
Stocks are screened to ensure that the index
FTSE All-World FTSE Developed FTSE Emerging
is tradable.
Transparency
Performance and Volatility - Total Return
Index methodologies are freely available on
Index (USD) Return % Return pa %* Volatility %** the FTSE Russell website.
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR
Availability
FTSE All-World 3.7 10.6 20.5 26.3 26.6 74.6 8.2 11.8 9.9 15.8 17.4
The index is calculated based on price and
FTSE Developed 4.0 11.0 21.4 27.4 29.5 81.3 9.0 12.6 10.3 16.3 17.9
total return methodologies, both real time
FTSE Emerging 0.7 6.6 12.1 16.2 3.4 25.7 1.1 4.7 12.3 15.9 18.2
intra-second and end-of-day.
* Compound annual returns measured over 3 and 5 years respectively Industry Classification Benchmark (ICB)
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
Index constituents are categorized in
Year-on-Year Performance - Total Return
accordance with the Industry Classification
Index % (USD) 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 Benchmark (ICB), the global standard for
FTSE All-World 4.8 -1.7 8.6 24.6 -9.1 27.2 16.6 18.9 -17.7 22.6 industry sector analysis.
FTSE Developed 5.1 -0.3 8.2 23.9 -8.6 28.0 16.7 21.4 -17.8 24.2
FTSE Emerging 1.6 -15.2 13.5 32.5 -13.0 20.6 15.5 0.1 -16.9 9.1
Return/Risk Ratio and Drawdown - Total Return
Index (USD) Return/Risk Ratio Drawdown (%)
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-World 2.6 0.5 0.7 0.7 -8.2 -26.0 -33.7 -33.7
FTSE Developed 2.6 0.5 0.7 0.7 -8.2 -26.1 -34.0 -34.0
FTSE Emerging 1.3 0.1 0.3 0.2 -8.8 -28.9 -34.8 -35.1
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 29 November 2024. 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 All-World Index Data as at: 29 November 2024
Top 10 Constituents INFORMATION
Constituent Country/Market ICB Sector Net MCap (USDm) Wgt %
Index Universe
Apple Inc. USA Technology Hardware and Equipment 3,445,241 4.29
FTSE Global Equity Index Series
Nvidia USA Technology Hardware and Equipment 3,230,790 4.03
Microsoft Corp USA Software and Computer Services 3,144,856 3.92 Index Launch
Amazon.Com USA Retailers 1,928,547 2.40 30 June 2000
Meta Platforms Inc USA Software and Computer Services 1,256,628 1.57 Base Date
Alphabet Class A USA Software and Computer Services 991,684 1.24
31 December 1986
Tesla USA Automobiles and Parts 957,949 1.19
Base Value
Alphabet Class C USA Software and Computer Services 838,561 1.05
Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 735,981 0.92
100
Broadcom USA Technology Hardware and Equipment 735,964 0.92 Investability Screen
Totals 17,266,201 21.52 Actual free float applied and liquidity
screened
ICB Supersector Breakdown
Index Calculation
ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt %
Real-time and end-of-day index available
1010 Technology 422 22,415,538 27.94
1510 Telecommunications 122 2,191,135 2.73 End-of-Day Distribution
2010 Health Care 350 7,820,370 9.75 Via FTP and email
3010 Banks 281 5,823,829 7.26 Currency
3020 Financial Services 209 3,938,736 4.91
USD, GBP, JPY, EUR and Local
3030 Insurance 128 2,539,948 3.17
Review Dates
3510 Real Estate 233 1,851,118 2.31
4010 Automobiles and Parts 129 2,004,291 2.50
Semi-annually in March and September
4020 Consumer Products and Services 182 2,012,567 2.51
4030 Media 66 1,103,958 1.38
4040 Retailers 108 4,589,731 5.72
4050 Travel and Leisure 114 1,476,521 1.84
4510 Food Beverage and Tobacco 213 2,416,678 3.01
4520 Personal Care Drug and Grocery Stores 104 1,592,476 1.98
5010 Construction and Materials 148 1,040,991 1.30
5020 Industrial Goods and Services 634 9,441,656 11.77
5510 Basic Resources 204 1,277,223 1.59
5520 Chemicals 177 1,051,315 1.31
6010 Energy 184 3,318,616 4.14
6510 Utilities 234 2,324,644 2.90
Totals 4242 80,231,340 100.00
Source: FTSE Russell as at 29 November 2024. 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 All-World Index Data as at: 29 November 2024
Country/Market Breakdown
Country/Market No. of Cons Net MCap (USDm) Wgt %
Australia 104 1,443,473 1.80
Austria 7 37,366 0.05
Belgium 13 171,104 0.21
Brazil 80 338,246 0.42
Canada 48 1,985,579 2.47
Chile 20 39,573 0.05
China 1232 2,284,846 2.85
Colombia 4 8,392 0.01
Czech Rep. 4 10,804 0.01
Denmark 19 522,444 0.65
Egypt 1 3,716 0.00
Finland 14 165,526 0.21
France 67 1,748,433 2.18
Germany 67 1,515,709 1.89
Greece 29 43,928 0.05
Hong Kong 70 384,631 0.48
Hungary 5 20,765 0.03
Iceland 10 9,360 0.01
India 244 1,721,141 2.15
Indonesia 39 133,588 0.17
Ireland 5 47,266 0.06
Israel 29 125,630 0.16
Italy 36 494,587 0.62
Japan 496 4,500,069 5.61
Korea 157 785,547 0.98
Kuwait 8 61,179 0.08
Malaysia 39 144,473 0.18
Mexico 37 159,476 0.20
Netherlands 29 722,534 0.90
New Zealand 13 55,239 0.07
Norway 16 107,392 0.13
Philippines 23 48,084 0.06
Poland 10 53,139 0.07
Portugal 4 26,770 0.03
Qatar 17 68,788 0.09
Romania 7 10,647 0.01
Saudi Arabia 64 327,323 0.41
Singapore 35 255,429 0.32
South Africa 40 253,858 0.32
Spain 24 469,579 0.59
Sweden 53 547,975 0.68
Switzerland 53 1,622,388 2.02
Taiwan 128 1,493,744 1.86
Thailand 49 149,844 0.19
Turkiye 114 87,839 0.11
UAE 32 131,225 0.16
UK 100 2,724,603 3.40
USA 547 52,168,091 65.02
Totals 4242 80,231,340 100.00
Source: FTSE Russell as at 29 November 2024. 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 All-World Index Data as at: 29 November 2024
Index Characteristics
Attributes FTSE All-World FTSE Developed FTSE Emerging
Number of constituents 4242 2016 2226
Net MCap (USDm) 80,231,340 72,680,503 7,550,838
Dividend Yield % 1.81 1.71 2.77
Constituent Sizes (Net MCap USDm)
Average 18,914 36,052 3,392
Largest 3,445,241 3,445,241 735,981
Smallest 0 124 0
Median 2,586 8,415 771
Weight of Largest Constituent (%) 4.29 4.74 9.75
Top 10 Holdings (% Index MCap) 21.52 23.73 24.71
29 Novem ber 2024
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Source: FTSE Russell as at 29 November 2024. 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.
