FTSE Russell Factsheet

FTSE Global All Cap Index

Data as at: 28 February 2025
bmkTitle1

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
10-Year Performance - Total Return Developed and Emerging Markets.
(USD) Objective
300 The index is designed for use in the creation
250 of index tracking funds, derivatives and as a
performance benchmark.
200
Investability
150
Stocks are selected and weighted to ensure
100
that the index is investable.
50
Liquidity
Feb-2015 Feb-2016 Feb-2017 Feb-2018 Feb-2019 Feb-2020 Feb-2021 Feb-2022 Feb-2023 Feb-2024 Feb-2025
Data as at month end Stocks are screened to ensure that the index
FTSE Global Equity Index Series wi All Cap FTSE Global Large Cap is tradable.
FTSE Global Mid Cap FTSE Global Small Cap
FTSE All-World Transparency
The index uses a transparent, rules-based
Performance and Volatility - Total Return
construction process. Index methodologies
Index (USD) Return % Return pa %* Volatility %** are freely available on the FTSE Russell
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR website.
FTSE Global Equity Index Series wi All Availability
-0.2 3.7 2.5 14.6 29.5 83.3 9.0 12.9 10.5 15.4 17.3
Cap

FTSE Global Large Cap 1.2 4.4 2.7 16.0 34.3 90.0 10.3 13.7 10.7 15.1 16.6 The index is calculated based on price and
FTSE Global Mid Cap -2.7 3.0 3.1 12.3 19.7 68.7 6.2 11.0 10.2 16.2 19.6
total return methodologies, both real time
intra-second and end-of-day.
FTSE Global Small Cap -6.0 -0.3 -0.2 7.2 12.0 58.8 3.9 9.7 13.0 18.4 21.5

FTSE All-World 0.4 4.1 2.8 15.3 31.5 86.1 9.6 13.2 10.3 15.2 17.0 Industry Classification Benchmark (ICB)
Index constituents are categorized in
* Compound annual returns measured over 3 and 5 years respectively
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data accordance with the Industry Classification
Benchmark (ICB), the global standard for
Year-on-Year Performance - Total Return
industry sector analysis.
Index % (USD) 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
FTSE Global Equity Index Series
-1.7 9.0 24.4 -9.6 27.1 16.8 18.5 -17.9 22.2 16.8
wi All Cap

FTSE Global Large Cap -1.9 8.5 24.7 -8.4 27.5 17.3 18.8 -18.1 24.0 19.2

FTSE Global Mid Cap -0.6 9.4 24.4 -12.4 26.0 12.7 19.2 -15.8 16.3 11.1

FTSE Global Small Cap -2.0 11.8 22.6 -13.7 26.0 18.4 15.4 -19.6 18.4 8.9

FTSE All-World -1.7 8.6 24.6 -9.1 27.2 16.6 18.9 -17.7 22.6 17.7

Source: FTSE Russell as at 28 February 2025. 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: 28 February 2025

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 Equity Index Series wi All Cap 1.4 0.6 0.7 0.6 -8.2 -22.7 -28.8 -34.3

FTSE Global Large Cap 1.5 0.7 0.8 0.7 -8.7 -22.8 -27.3 -32.7 Base Date

FTSE Global Mid Cap 1.2 0.4 0.6 0.5 -6.6 -22.4 -32.7 -38.7 31 December 2002
FTSE Global Small Cap 0.6 0.2 0.5 0.4 -8.6 -23.2 -34.4 -40.5 Base Value
FTSE All-World 1.5 0.7 0.8 0.7 -8.2 -22.7 -28.2 -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 28 February 2025. 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: 28 February 2025

Country/Market Breakdown
Country/Market No. of Cons Net MCap (USDm) Wgt %
Australia 284 1,481,368 1.68

Austria 24 64,696 0.07

Belgium 38 207,977 0.24

Brazil 160 360,526 0.41

Canada 158 2,390,042 2.70

Chile 30 51,472 0.06

China 2352 2,800,160 3.17

Colombia 4 10,716 0.01

Czech Rep. 4 12,014 0.01

Denmark 40 514,432 0.58

Egypt 6 7,083 0.01

Finland 34 207,986 0.24

France 130 1,987,202 2.25

Germany 150 1,791,178 2.03

Greece 33 51,813 0.06

Hong Kong 118 414,472 0.47

Hungary 5 23,662 0.03

Iceland 14 7,912 0.01

India 564 1,698,245 1.92

Indonesia 76 120,537 0.14

Ireland 6 56,843 0.06

Israel 74 178,139 0.20

Italy 84 621,103 0.70

Japan 1414 4,897,036 5.54

Korea 475 875,766 0.99

Kuwait 25 80,744 0.09

Malaysia 86 166,018 0.19

Mexico 47 170,141 0.19

Netherlands 55 793,787 0.90

New Zealand 26 60,346 0.07

Norway 56 160,098 0.18

Philippines 30 47,184 0.05

Poland 31 94,634 0.11

Portugal 14 35,361 0.04

Qatar 21 72,550 0.08

Romania 9 11,383 0.01

Saudi Arabia 102 373,530 0.42

Singapore 66 283,936 0.32

South Africa 80 282,694 0.32

Spain 52 572,715 0.65

Sweden 141 729,151 0.82

Switzerland 116 1,825,891 2.07

Taiwan 521 1,774,611 2.01

Thailand 122 158,623 0.18

Turkiye 164 89,474 0.10

UAE 43 153,925 0.17

UK 260 3,084,514 3.49

USA 1678 56,537,596 63.96

Totals 10022 88,391,285 100.00

Source: FTSE Russell as at 28 February 2025. 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: 28 February 2025

Top 10 Constituents
Constituent Country/Market ICB Sector Net MCap (USDm) Wgt %
Apple Inc. USA Technology Hardware and Equipment 3,456,660 3.91

Microsoft Corp USA Software and Computer Services 2,948,275 3.34

Nvidia USA Technology Hardware and Equipment 2,919,278 3.30

Amazon.Com USA Retailers 1,989,716 2.25

Meta Platforms Inc USA Software and Computer Services 1,462,040 1.65

Alphabet Class A USA Software and Computer Services 999,491 1.13

Broadcom USA Technology Hardware and Equipment 905,560 1.02

Alphabet Class C USA Software and Computer Services 834,553 0.94

Tesla USA Automobiles and Parts 813,130 0.92

Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 760,777 0.86

Totals 17,089,481 19.33

ICB Industry Breakdown

ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt %
10 Technology 1197 23,242,517 26.30

15 Telecommunications 258 2,397,681 2.71

20 Health Care 881 8,599,213 9.73

30 Financials 1132 13,903,104 15.73

35 Real Estate 667 2,420,761 2.74

40 Consumer Discretionary 1522 12,622,261 14.28

45 Consumer Staples 632 4,323,200 4.89

50 Industrials 2004 12,066,830 13.65

55 Basic Materials 941 2,777,976 3.14

60 Energy 386 3,536,299 4.00

65 Utilities 402 2,501,442 2.83

Totals 10022 88,391,285 100.00

Index Characteristics
Attributes FTSE Global FTSE Global FTSE Global Mid FTSE Global
Equity Index Large Cap Cap Small Cap
Series wi All Cap
Number of constituents 10022 1838 2406 5778

Net MCap (USDm) 88,391,285 65,072,957 15,122,783 8,195,546

Dividend Yield % 1.85 1.78 2.14 1.88

Constituent Sizes (Net MCap USDm)

Average 8,820 35,404 6,285 1,418

Largest 3,456,660 3,456,660 170,545 33,597

Smallest 0 81 19 0

Median 862 4,732 1,678 480

Weight of Largest Constituent (%) 3.91 5.31 1.13 0.41

Top 10 Holdings (% Index MCap) 19.33 26.26 5.59 2.89

28 Febr uary 2025

Source: FTSE Russell as at 28 February 2025. 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: 28 February 2025

bmkImage1 bmkImage2 bmkImage3

© 2025 London Stock Exchange Group plc and its applicable group undertakings (“LSEG”). LSEG includes (1) FTSE International Limited (“FTSE”), (2)
Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”),
(4) FTSE Fixed Income Europe Limited (“FTSE FI Europe”), (5) FTSE Fixed Income LLC (“FTSE FI”), (6) FTSE (Beijing) Consulting Limited (“WOFE”) (7)
Refinitiv Benchmark Services (UK) Limited (“RBSL”), (8) Refinitiv Limited (“RL”) and (9) Beyond Ratings S.A.S. (“BR”). All rights reserved.

FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, FTSE FI, FTSE FI Europe, WOFE, RBSL, RL, and BR. “FTSE ®”, “Russell®”, “FTSE
Russell®”, “FTSE4Good®”, “ICB®”, “Refinitiv” , “Beyond Ratings®”, “WMR™” , “FR™” and all other trademarks and service marks used herein (whether
registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of LSEG or their respective licensors and are
owned, or used under licence, by FTSE, Russell, FTSE Canada, FTSE FI, FTSE FI Europe, WOFE, RBSL, RL or BR. FTSE International Limited is
authorised and regulated by the Financial Conduct Authority as a benchmark administrator. Refinitiv Benchmark Services (UK) Limited is authorised and
regulated by the Financial Conduct Authority as a benchmark administrator.

All information is provided for information purposes only. All information and data contained in this publication is obtained by LSEG, from sources believed by
it to be accurate and reliable. Because of the possibility of human and mechanical inaccuracy as well as other factors, however, such information and data is
provided "as is" without warranty of any kind. No member of LSEG nor their respective directors, officers, employees, partners or licensors make any claim,
prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any
information or LSEG Products, or of results to be obtained from the use of LSEG products, including but not limited to indices, rates, data and analytics, or
Data definitions available from
the fitness or suitability of the LSEG products for any particular purpose to which they might be put. The user of the information assumes the entire risk of
any use it may make or permit to be made of the information. [email protected]
No responsibility or liability can be accepted by any member of LSEG nor their respective directors, officers, employees, partners or licensors for (a) any loss To learn more, visit lseg.com/ftse-russell;
or damage in whole or in part caused by, resulting from, or relating to any inaccuracy (negligent or otherwise) or other circumstance involved in procuring,
collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this
email [email protected]; or
document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of LSEG is call your regional Client Services Team office:
advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information.

EMEA
No member of LSEG 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 LSEG nor their respective directors, officers, employees, partners or licensors make
+44 (0) 20 7866 1810
any representation regarding the advisability of investing in any asset or whether such investment creates any legal or compliance risks for the investor. A
decision to invest in any such asset should not be made in reliance on any information herein. Indices and rates cannot be invested in directly. Inclusion of
an asset in an index or rate is not a recommendation to buy, sell or hold that asset nor confirmation that any particular investor may lawfully buy, sell or hold North America
the asset or an index or rate containing the 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.
+1 877 503 6437

Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index and/or rate returns shown may not Asia-Pacific
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 or rate inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test Hong Kong +852 2164 3333
calculations are based on the same methodology that was in effect when the index or rate was officially launched. However, back-tested data may reflect the
Tokyo +81 3 6441 1430
application of the index or rate methodology with the benefit of hindsight, and the historic calculations of an index or rate may change from month to month
based on revisions to the underlying economic data used in the calculation of the index or rate. Sydney +61 (0) 2 7228 5659

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 LSEG. Use and distribution of LSEG data requires a licence from LSEG
and/or its licensors.

Source: FTSE Russell as at 28 February 2025. 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.