Swiss Market Index SMI® Total Return

Index Description

The Swiss Market Index SMI® 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 and a capping is applied at 18% for single components. On June 30, 1988, the index was standardised at 1500 points. As of today the index represents more than 70% 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 SMI SPI 810 2021 30.07% 30.89% 720 630 2020 4.35% 3.82% 540 2019 29.97% 30.40% 450 2018 -7.06% -8.59% 360 270 2017 17.95% 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 Market Index SMI® 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 SMI SPI Return Div. Yield SMI 19.16% 9.22% 26.10% 15.03% 8.76% 6.09% 2021 2.76% 2.58% SPI 19.66% 8.72% 25.98% 14.08% 9.28% 6.32% 2020 3.51% 3.19% Volatility 2019 3.34% 3.10% SMI 0.64% 0.54% 0.76% 0.61% 0.38% 0.29% 2018 3.46% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 3.30% 3.09% Tracking Err. 2016 3.65% 3.42% SMI² 0.10% 0.08% 1.60% 1.88% 1.57% 1.60% 2015 3.05% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Total Return Turnover 2021 5.57% 3.24% 2020 19.02% 5.72% Maximum Drawdown 2019 12.04% 7.66% High Date Low Date High Value Low Value Drawdown 2018 12.54% 6.19% 15 Years back 2017 18.24% 11.06% SMI 06/01/2007 03/09/2009 13,691 6,443 -52.94% 2016 5.91% 6.36% SPI 06/01/2007 03/09/2009 7,747 3,622 -53.25% 2015 5.72% 6.26%

All data retrieved as of 08/31/2021 Index Characteristics Top 10 Swiss Market Index SMI® Total Return Components

SMI SPI Mcap (Mio CHF)³ Weight Historical Data Since - - ROCHE GS 234,585.73 18% Launch Date 06/30/1988 06/01/1987 NESTLE N 221,184.68 17% Calculation Interval tick-by-tick 3 minutes NOVARTIS N 209,182.10 16% No of Components 20 218 ABB LTD N 60,783.78 5% Mcap (Mio CHF)³ ZURICH INSURANCE N 60,484.99 5% Index Mcap 1,268,682.74 1,786,951.98 LONZA N 57,713.28 5% Largest Mcap 234,585.73 333,446.94 UBS GROUP N 53,470.70 4% Smallest Mcap 7,471.28 1.09 RICHEMONT N 52,722.00 4% Average Mcap 63,434.14 8,197.03 SIKA N 46,801.96 4% Median Mcap 37,270.52 611.6 ALCON N 37,697.37 3%

³ Market capitalization free-float adjusted Total 1,034,626.58 82%

Index Sector Weights (in %)

Financials Consumer Goods Swiss Market Index SMI® 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 SMI Total Return SMIC CH0000222130 .SMIC SMIC Yes Price SMI CH0009980894 .SSMI SMI Yes SPI Total Return SXGE CH0009987501 .SSHI SPI Yes Price SPIX CH0000222353 .SPIX SPIND Yes

Index Methodology

The Swiss Market Index SMI® 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.

Licensing

The use of SMI Indices and their registered trademarks (®) as well as the access to restrictive index data are governed by a licensing agreement. To request an index data license, please fill in our contact form. 1 2 0

2 For legal purposes, please consider the SIX Disclaimer: www.six-group.com/exchanges/disclaimer_en.html G, A

p SIX Business Support Technical Support u o Pfingstweidstrasse 110 Index Sales, Licensing and Data Index Operations Gr

IX CH-8021 Zurich T +41 58 399 2600 T +41 58 399 2229 S