Swiss Performance Index SPI 20 Total Return

Index Description

The Swiss Performance Index SPI 20 Total Return measures the development of the Swiss Blue Chip equity market. The 20 largest and most liquid equity instruments traded at SIX are selected as components. The index composition is fixed to 20 shares which are weighted by their freefloat market capitalisation. Compared to the SMI no capping is applied. On June 30, 1988, the Swiss Performance Index SPI 20 Total Return was standardised at 1500 points. As of today the index represents more than 78% of the freefloat market capitalization of the entire Swiss equity market. Its benchmark Swiss Performance Index SPI® Total Return covers 99% of that market.

Index Performance Annual Index Return¹

900 Year SPI 20 TR SPI 810 2021 29.20% 30.89% 720 630 2020 2.79% 3.82% 540 2019 30.43% 30.40% 450 2018 -6.31% -8.59% 360 270 2017 17.79% 19.98% 180 2016 -3.38% -1.41% 90 2015 1.15% 2.68% 0 1996 1999 2002 2005 2008 2011 2014 2017 2020 2014 12.94% 13.00% Swiss Performance Index SPI 20 Total Return Swiss Performance Index SPI® Total Return

Risk and Return Profile Dividend Yield & Turnover

YTD 3 Mths 1 Yr¹ 3 Yrs¹ 7 Yrs¹ 15 Yrs¹ SPI 20 TR SPI Return Div. Yield SPI 20 TR 18.63% 8.94% 23.83% 14.68% 8.61% 6.03% 2021 2.80% 2.58% SPI 19.66% 8.72% 25.98% 14.08% 9.28% 6.32% 2020 3.36% 3.19% Volatility 2019 3.24% 3.10% SPI 20 TR 0.63% 0.53% 0.74% 0.60% 0.38% 0.29% 2018 3.45% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 3.29% 3.09% Tracking Err. 2016 3.65% 3.42% SPI 20 TR² 0.11% 0.08% 1.72% 1.93% 1.60% 1.61% 2015 3.05% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Total Return Turnover 2021 2.83% 3.24% 2020 5.76% 5.72% Maximum Drawdown 2019 7.86% 7.66% High Date Low Date High Value Low Value Drawdown 2018 5.91% 6.19% 15 Years back 2017 0.44% 11.06% SPI 20 TR 06/01/2007 03/09/2009 13,691 6,443 -52.94% 2016 - 6.36% SPI 06/01/2007 03/09/2009 7,747 3,622 -53.25% 2015 - 6.26%

All data retrieved as of 08/31/2021 Index Characteristics Top 10 Swiss Performance Index SPI 20 Total Return Components

SPI 20 TR SPI Mcap (Mio CHF)³ Weight Historical Data Since - - NESTLE N 333,446.94 24% Launch Date 06/30/1988 06/01/1987 ROCHE GS 258,367.43 18% Calculation Interval tick-by-tick 3 minutes NOVARTIS N 209,182.10 15% No of Components 20 218 ABB LTD N 60,783.78 4% Mcap (Mio CHF)³ ZURICH INSURANCE N 60,484.99 4% Index Mcap 1,404,726.7 1,786,951.98 LONZA N 57,713.28 4% Largest Mcap 333,446.94 333,446.94 UBS GROUP N 53,470.70 4% Smallest Mcap 7,471.28 1.09 RICHEMONT N 52,722.00 4% Average Mcap 70,236.33 8,197.03 SIKA N 46,801.96 3% Median Mcap 37,270.52 611.6 ALCON N 37,697.37 3%

³ Market capitalization free-float adjusted Total 1,170,670.54 83%

Index Sector Weights (in %)

Financials Consumer Goods Swiss Performance Index SPI 20 Total Return Swiss Performance Index SPI® Total Return Industrials Healthcare

Technology Oil and Gas 0 5 1 1 2 2 3 3 4 4 0 5 0 5 0 5 0 5

Basic Materials Utilities

Consumer Services Telecommunications

Index Information

Symbol ISIN Refinitiv RIC Bloomberg Ticker BMR Compliance SPI 20 TR Total Return SPI2C CH0368313778 .SPI2C SPI2C No Price SPI20 CH0368313760 .SPI20 SPI20 No SPI Total Return SXGE CH0009987501 .SSHI SPI Yes Price SPIX CH0000222353 .SPIX SPIND Yes

Index Methodology

The Swiss Performance Index SPI 20 Total Return is calculated as a free float market capitalization weighted index using the Laspeyres method. The respective methodology approaches are described in more detail in the Rulebook.

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