FTSE Global All Cap Telecommunication Indexes Data As At: 31 August 2021
FTSE Russell Factsheet FTSE Global All Cap Telecommunication Data as at: 31 August 2021
Indexes FEATURES
bmkTitle1 Coverage The FTSE Global All Cap Telecommunication Index is a market-capitalization weighted index Derived from the FTSE Global Equity Index representing the performance of the large, mid and small cap stocks from the FTSE Global Series (GEIS), which covers 99% of the Equity Index Series. The index covers companies in developed and emerging markets classified as Telecommunication within the ICB classification system and is suitable as the basis for world’s investable market capitalisation.
investment products, such as funds, derivatives and exchange-traded funds. Objective
10-Year Performance - Total Return The index is designed for use in the creation
(USD) of index tracking funds, derivatives and as a 350 performance benchmark. 300 Investability 250 Stocks are selected and weighted to ensure 200 that the index is investable. 150
Liquidity 100
50 Stocks are screened to ensure that the index
Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 is tradable. Data as at month end
Transparency FTSE Global All Cap Index - Telecommunications FTSE All-World Index - Telecommunication The index uses a transparent, rules-based FTSE Global Small Cap Index - Telecommunications
construction process. Index Methodologies
Performance and Volatility - Total Return are freely available on the FTSE Russell
website. Index (USD) Return % Return pa %* Volatility %**
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Availability
FTSE Global All Cap Index - -1.6 5.0 5.3 11.8 18.9 18.0 5.9 3.4 9.5 13.7 11.6 The index is calculated based on price and Telecommunications total return methodologies, end-of-day. FTSE All-World Index - -1.7 4.9 5.3 11.5 18.6 17.1 5.8 3.2 9.6 13.7 11.6 Telecommunication Industry Classification Benchmark FTSE Global Small Cap Index - 1.7 5.5 4.8 19.1 31.0 51.2 9.4 8.6 13.4 21.5 14.7 (ICB) Telecommunications
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) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 FTSE Global All Cap Index - 0.1 9.5 24.7 -0.9 -1.6 6.3 7.9 -10.0 17.0 0.9 Telecommunications
FTSE All-World Index - 0.2 8.8 24.5 -1.2 -1.8 6.4 7.5 -9.8 17.0 0.3 Telecommunication
FTSE Global Small Cap Index - -3.8 34.5 31.0 9.6 9.3 3.0 20.5 -15.4 17.2 21.6 Telecommunications
Source: FTSE Russell as at 31 August 2021. 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 Global All Cap Telecommunication Indexes Data as at: 31 August 2021
Return/Risk Ratio and Drawdown - Total Return INFORMATION
Index (USD) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global Equity Index Series FTSE Global All Cap Index - 1.2 0.5 0.3 0.4 -6.4 -24.9 -24.9 -24.9 Telecommunications Index Launch FTSE All-World Index - Telecommunication 1.2 0.5 0.3 0.4 -6.5 -24.8 -24.8 -24.8 31 December 2002 FTSE Global Small Cap Index - 1.4 0.4 0.6 0.8 -6.9 -31.8 -32.3 -32.3 Telecommunications Investability Screen
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Actual free float applied and liquidity Drawdown - based on daily data
screened
Top 10 Constituents - FTSE Global All Cap Index - Telecommunication Index Calculation
Constituent Country ICB Industry Net MCap (USDm) Wgt % End-of-day Verizon Communications USA Telecommunications 227,654 16.47 End-of-Day Distribution AT&T USA Telecommunications 195,638 14.15 FTP T-Mobile US Inc. USA Telecommunications 80,618 5.83
SoftBank Group Japan Telecommunications 76,309 5.52 Currency
Deutsche Telekom Germany Telecommunications 68,587 4.96 USD, EUR, GBP, JPY
KDDI Corp Japan Telecommunications 51,481 3.72 Review Dates Vodafone Group UK Telecommunications 47,080 3.41 Semi-annually in March and September
Cellnex Telecom SAU Spain Telecommunications 41,577 3.01
SoftBank Japan Telecommunications 36,469 2.64
NTT Japan Telecommunications 32,266 2.33
Totals 857,679 62.05
Index Characteristics
Attributes FTSE Global All Cap FTSE All-World Index - FTSE Global Small Cap Index - Telecommunication Index - Telecommunications Telecommunications
Number of constituents 119 88 31
Net MCap (USDm) 1,382,320 1,344,694 37,626
Dividend Yield % 4.01 4.06 2.30
Constituent Sizes (Net MCap USDm)
Average 11,616 15,281 1,214
Largest 227,654 227,654 5,271
Smallest 88 167 88
Median 2,592 3,911 502
Weight of Largest Constituent (%) 16.47 16.93 14.01
Top 10 Holdings (% Index MCap) 62.05 63.78 73.75
Source: FTSE Russell as at 31 August 2021. 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 Global All Cap Telecommunication Indexes Data as at: 31 August 2021
Country Breakdown
FTSE Global All Cap Index - FTSE All-World Index - FTSE Global Small Cap Index - Telecommunications Telecommunication Telecommunications
Country No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt % Cons (USDm) Cons (USDm) Cons (USDm)
Australia 4 15,697 1.14 2 13,333 0.99 2 2,364 6.28
Austria 1 1,213 0.09 1 1,213 0.09 - - -
Belgium 2 3,096 0.22 1 2,739 0.20 1 357 0.95
Brazil 2 5,745 0.42 2 5,745 0.43 - - -
Canada 5 60,200 4.35 4 55,996 4.16 1 4,204 11.17
Chile 1 663 0.05 1 663 0.05 - - -
China 3 1,490 0.11 2 1,402 0.10 1 88 0.23
Czech Rep. 1 584 0.04 1 584 0.04 - - -
Egypt 1 320 0.02 1 320 0.02 - - -
Finland 1 9,174 0.66 1 9,174 0.68 - - -
France 2 25,054 1.81 2 25,054 1.86 - - -
Germany 4 75,071 5.43 3 71,912 5.35 1 3,159 8.40
Greece 1 4,420 0.32 1 4,420 0.33 - - -
Hong Kong 4 3,077 0.22 2 2,361 0.18 2 716 1.90
Hungary 1 561 0.04 1 561 0.04 - - -
India 4 27,338 1.98 4 27,338 2.03 - - -
Indonesia 5 15,491 1.12 4 14,992 1.11 1 499 1.33
Israel 3 3,239 0.23 1 2,423 0.18 2 816 2.17
Italy 3 11,941 0.86 3 11,941 0.89 - - -
Japan 9 201,404 14.57 5 200,407 14.90 4 997 2.65
Korea 2 8,328 0.60 2 8,328 0.62 - - -
Kuwait 1 4,292 0.31 1 4,292 0.32 - - -
Malaysia 5 14,153 1.02 4 13,095 0.97 1 1,058 2.81
Mexico 3 31,291 2.26 2 30,913 2.30 1 378 1.00
Netherlands 1 10,596 0.77 1 10,596 0.79 - - -
New Zealand 2 8,606 0.62 1 6,394 0.48 1 2,212 5.88
Norway 1 11,080 0.80 1 11,080 0.82 - - -
Philippines 2 4,279 0.31 2 4,279 0.32 - - -
Poland 1 1,425 0.10 - - - 1 1,425 3.79
Portugal 1 873 0.06 - - - 1 873 2.32
Qatar 2 2,288 0.17 2 2,288 0.17 - - -
Russia 2 5,167 0.37 2 5,167 0.38 - - -
Saudi Arabia 3 26,483 1.92 3 26,483 1.97 - - -
Singapore 2 13,485 0.98 2 13,485 1.00 - - -
South Africa 4 23,503 1.70 3 23,264 1.73 1 239 0.63
Spain 2 66,461 4.81 2 66,461 4.94 - - -
Sweden 2 18,990 1.37 2 18,990 1.41 - - -
Switzerland 1 14,906 1.08 1 14,906 1.11 - - -
Taiwan 4 25,297 1.83 3 24,870 1.85 1 427 1.14
Thailand 3 8,374 0.61 3 8,374 0.62 - - -
Turkey 2 2,793 0.20 2 2,793 0.21 - - -
UAE 1 11,175 0.81 1 11,175 0.83 - - -
UK 4 69,631 5.04 2 67,463 5.02 2 2,169 5.76
USA 11 533,065 38.56 4 517,420 38.48 7 15,646 41.58
Totals 119 1,382,320 100.00 88 1,344,694 100.00 31 37,626 100.00
31 August 2021
Source: FTSE Russell as at 31 August 2021. 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 Global All Cap Telecommunication Indexes Data as at: 31 August 2021
bmkImage1 bmkImage2 bmkImage3
© 2021 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 Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8) Beyond Ratings S.A.S. (“BR”). All rights reserved.
FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE4Good®”, “ICB®”, “Mergent®”, “The Yield Book®”, “Beyond Ratings®” 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 the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, FTSE Canada, Mergent, FTSE FI, YB or BR. FTSE International 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 the LSE Group, from sources believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors, however, such information and data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors Data definitions available from make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and [email protected] analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. Any representation of historical data accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. To learn more, visit www.ftserussell.com;
No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a) email [email protected]; or any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in call your regional Client Services Team office: procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of EMEA the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information. +44 (0) 20 7866 1810 No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained herein or accessible through FTSE Russell products, including statistical data and industry reports, should be taken as constituting financial or investment advice or a financial promotion. North America
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent +1 877 503 6437 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. Tokyo +81 3 4563 6346
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, Sydney +61 (0) 2 8823 3521 photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group data requires a licence from FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB, BR and/or their respective licensors.
Source: FTSE Russell as at 31 August 2021. 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.