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FTSE Russell Factsheet FTSE4Good Environmental Leaders Europe 40 Index Data as at: 31 July 2017 FEATURES Transparency bmkTitle1 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. 1 of 3 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. 2 of 3 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 bmkImage1 bmkImage2 bmkImage3 © 2017 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved. ® ® ® ® ® ® FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”, ® ® “FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation Data definitions available from [email protected] To learn more, visit www.ftserussell.com; email [email protected]; or call your regional Client Services Team office: whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE4Good Environmental Leaders Europe 40 Index or the fitness or suitability of the FTSE4Good Environmental Leaders Europe 40 Index for any particular purpose to which they might be put. EMEA No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this +44 (0) 20 7866 1810 document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a North America licensed professional. +1 877 503 6437 No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, Asia-Pacific photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the Hong Kong +852 2164 3333 Tokyo +81 3 3581 2764 Sydney +61 (0) 2 8823 3521 index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are 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 underlying economic data used in the calculation of the index. 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. 3 of 3