FTSE Global All Cap Telecommunication Indexes Data As At: 31 August 2021
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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”).