Download FTSE4Good Environmental Leaders Europe 40 Index

FTSE Russell Factsheet
FTSE4Good Environmental Leaders Europe 40
Index
Data as at: 31 July 2017
FEATURES
Transparency
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FTSE4Good Environmental Leaders Europe 40 Index is designed to identify European companies
with leading environmental practices. These are the companies that are doing more to manage
their environmental risks and impacts.
Index governance is overseen by the
independent FTSE Russell ESG Advisory
Committee, made up of leading global
The index is constructed by taking all European companies in the FTSE4Good Index Series that
responsible investment market practitioners
have obtained the ‘best practice’ environmental rating of at least 4 (out of 5), ranking them by
and experts on global Environmental, Social
full market capitalisation, and then selecting the top 40 to be included in the index.
and Governance (ESG) principles and criteria
5-Year Performance - Total Return
used to determine comparative corporate
ESG performance.
(EUR)
Criteria
180
170
160
Companies need to meet a variety of
150
environmental, social and governance
140
criteria to meet the inclusion requirements –
130
please see www.ftserussell.com for details
120
110
Objective
100
Jul-2012
Jul-2013
Jul-2014
Jul-2015
Jul-2016
Jul-2017
Data as at month end
of index tracking funds, derivatives and as a
performance benchmark.
FTSE4Good Environmental Leaders Europe 40
FTSE4Good Europe 50
FTSEurofirst 100
FTSE4Good Europe Benchmark
Investability
Stocks are selected and weighted to ensure
Performance and Volatility - Total Return
Index (EUR)
The index is designed for use in the creation
Return %
Return pa %*
that the index is investable.
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE4Good Environmental Leaders
Europe 40
0.2
10.1
9.0
17.5
18.8
59.2
5.9
9.7
10.7
18.9
11.4
FTSE4Good Europe 50
-1.1
7.0
5.6
11.8
15.3
52.9
4.9
8.9
10.1
18.4
11.2
FTSEurofirst 100
-1.3
6.4
5.0
14.7
17.0
58.4
5.4
9.6
10.5
19.8
12.1
FTSE4Good Europe Benchmark
-0.8
7.6
7.0
14.3
22.0
69.9
6.9
11.2
9.8
18.4
11.3
Liquidity
Stocks are screened to ensure that the index
is tradable.
Availability
The index is calculated based on price and
total return methodologies, both real time
* 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
and end-of-day.
Industry Classification Benchmark
(ICB)
Index constituents are categorized in
accordance with the Industry Classification
Benchmark (ICB), the global standard for
industry sector analysis.
Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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Data as at: 31 July 2017
FTSE4Good Environmental Leaders Europe 40 Index
Top 10 Constituents (by MCap)
INFORMATION
Constituent
Country
ICB Sector
Net MCap (EURm)
Wgt %
Nestle
Switzerland
Food Producers
222,235
8.28
Novartis (REGD)
Switzerland
Pharmaceuticals & Biotechnology
170,024
6.33
HSBC Hldgs
UK
Banks
169,681
6.32
Index Launch
Roche Hldgs (GENUS)
Switzerland
Pharmaceuticals & Biotechnology
151,070
5.63
18 May 2007
Banco Santander
Spain
Banks
91,104
3.39
Base Date
Bayer AG
Germany
Chemicals
88,607
3.30
Sanofi
France
Pharmaceuticals & Biotechnology
86,814
3.23
GlaxoSmithKline
UK
Pharmaceuticals & Biotechnology
81,765
3.05
Base Value
Index Universe
FTSE4Good Index
29 June 2001
Allianz SE
Germany
Nonlife Insurance
81,625
3.04
5000
SAP
Germany
Software & Computer Services
81,436
3.03
Investability Screen
1,224,362
45.61
Totals
screened
ICB Industry Breakdown
FTSE4Good Environmental Leaders
Europe 40
ICB Code ICB Industry
Actual free float applied and liquidity
Index Calculation
FTSE4Good Europe 50
Real-time and end-of-day index available
No. of
Cons
Net MCap (EURm)
Wgt %
No. of
Cons
Net MCap (EURm)
Wgt %
0001
Oil & Gas
-
-
-
5
340,289
10.16
1000
Basic Materials
3
209,652
7.81
3
209,652
6.26
2000
Industrials
1
38,420
1.43
2
125,596
3.75
3000
Consumer Goods
11
633,851
23.61
14
741,988
22.15
4000
Health Care
6
560,141
20.87
8
666,837
19.90
5000
Consumer Services
1
35,253
1.31
1
35,253
1.05
6000
Telecommunications
3
134,683
5.02
3
156,426
4.67
7000
Utilities
2
75,244
2.80
3
111,233
3.32
8000
Financials
16
915,581
34.11
14
840,421
25.09
9000
Technology
1
81,436
3.03
2
122,418
3.65
44
2,684,261
100.00
55
3,350,111
100.00
Totals
End-of-Day Distribution
Via FTP and email
Currency
EUR
Review Dates
Semi-annually in June and December
Country Breakdown
FTSE4Good Environmental Leaders
Europe 40
FTSE4Good Europe 50
Country
No. of Cons
Net MCap (EURm)
Wgt %
No. of Cons
Net MCap (EURm)
Wgt %
Belgium
1
77,233
2.88
1
77,233
2.31
Denmark
-
-
-
1
64,330
1.92
France
5
268,216
9.99
7
407,594
12.17
Germany
8
387,341
14.43
10
523,457
15.63
Italy
3
75,908
2.83
4
109,331
3.26
Netherlands
3
157,187
5.86
4
198,168
5.92
Norway
-
-
-
1
15,229
0.45
Spain
5
256,457
9.55
5
256,457
7.66
Sweden
1
33,913
1.26
1
33,913
1.01
Switzerland
7
677,681
25.25
6
638,834
19.07
UK
11
750,324
27.95
15
1,025,566
30.61
Totals
44
2,684,261
100.00
55
3,350,111
100.00
Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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Data as at: 31 July 2017
FTSE4Good Environmental Leaders Europe 40 Index
Index Characteristics
Attributes
FTSE4Good
Environmental
Leaders Europe
40
Number of constituents
Net MCap (EURm)
Dividend Yield %
FTSE4Good
Europe 50
FTSEurofirst 100
FTSE4Good
Europe
Benchmark
44
55
100
380
2,684,261
3,350,111
4,102,192
6,437,112
3.62
3.69
3.63
3.32
Constituent Sizes (Net MCap EURm)
Average
61,006
60,911
41,022
16,940
Largest
222,235
222,235
169,681
222,235
Smallest
2,518
2,518
3,395
215
Median
7,383
51,254
51,266
34,245
Weight of Largest Constituent (%)
8.28
6.63
4.14
3.45
Top 10 Holdings (% Index MCap)
45.61
37.95
25.15
19.75
31 July 2017
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index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are
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Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
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