FTSE Russell Factsheet FTSE Greater China HKD Index Data as at: 31 August 2021 bmkTitle1 The FTSE Greater China HKD Index is an index derived from the FTSE All-World Index and FEATURES comprises Large and Mid Cap stocks providing coverage of 3 markets: China, Hong Kong SAR and Taiwan. For China, the index includes H shares, P Chips and Red Chips listed in Hong Kong Objective and A Shares, B Shares listed in China. Price return, total return and net return versions are The index is designed for use in the creation available for this index. of index tracking funds, derivatives and as a 5-Year Performance - Total Return performance benchmark. (HKD) Investability 300 Stocks are selected and weighted to ensure 250 that the index is investable. 200 Liquidity 150 Stocks are screened to ensure that the index 100 is tradable. 50 Transparency Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end Index methodologies are freely available on the FTSE Russell website. FTSE Greater China HKD FTSE Greater China HKD Net of Tax FTSE China FTSE Hong Kong FTSE Taiwan Availability The index is calculated based on price and Performance and Volatility - Total Return total return methodologies, both real time Index (HKD) Return % Return pa %* Volatility %** and end of day. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Industry Classification Benchmark FTSE Greater China HKD -7.1 -5.5 1.0 13.1 36.4 80.9 10.9 12.6 19.1 20.1 16.2 (ICB) FTSE Greater China HKD Net of Tax -7.3 -5.7 0.8 12.8 35.1 78.0 10.6 12.2 19.1 20.1 16.2 Index constituents are categorized in FTSE China -13.2 -17.0 -11.6 -3.9 25.2 63.4 7.8 10.3 23.3 24.0 19.0 accordance with the Industry Classification FTSE Hong Kong -5.0 -0.1 7.0 18.5 19.3 50.3 6.1 8.5 16.8 19.5 17.2 Benchmark (ICB), the global standard for FTSE Taiwan 3.5 10.3 22.5 53.6 103.2 184.4 26.7 23.3 19.5 19.6 18.1 industry sector analysis. * 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 Year-on-Year Performance - Total Return Index % (HKD) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 FTSE Greater China HKD -18.3 23.0 7.6 7.5 -6.8 7.0 40.8 -11.7 20.7 22.8 FTSE Greater China HKD Net of -18.6 22.6 7.2 7.2 -7.1 6.6 40.3 -12.0 20.2 22.4 Tax FTSE China -17.8 22.1 3.7 8.4 -6.1 2.4 46.6 -18.6 22.9 30.7 FTSE Hong Kong -17.4 28.7 9.5 3.3 -3.7 3.8 37.8 -10.0 11.2 7.0 FTSE Taiwan -19.8 17.7 10.3 10.2 -11.0 19.9 29.8 -7.0 35.7 40.2 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE Greater China HKD Index Data as at: 31 August 2021 Return/Risk Ratio and Drawdown - Total Return INFORMATION Index (HKD) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-World Index Series FTSE Greater China HKD 0.7 0.5 0.8 0.5 -19.3 -26.2 -26.6 -34.2 FTSE Greater China HKD Net of Tax 0.7 0.5 0.8 0.5 -19.5 -26.3 -27.2 -34.4 Index Launch FTSE China -0.2 0.4 0.5 0.4 -31.4 -31.4 -31.7 -41.3 24 May 2010 FTSE Hong Kong 1.1 0.4 0.5 0.4 -8.2 -31.4 -31.4 -31.4 Base Date FTSE Taiwan 2.6 1.3 1.3 0.9 -12.1 -29.4 -29.4 -29.4 19 Sept 2003 Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Base Value Drawdown - based on daily data 1000 Top 10 Constituents - FTSE Greater China HKD Investability Screen Constituent Country ICB Supersector Net MCap (HKDm) Wgt % Actual free float applied and liquidity Taiwan Semiconductor Manufacturing Taiwan Technology 4,145,341 12.36 screened Tencent Holdings (P Chip) China Technology 2,881,122 8.59 Alibaba Group Holding (P Chip) China Retailers 2,352,736 7.01 Index Calculation AIA Group Ltd. Hong Kong Insurance 1,124,366 3.35 Real-time and end-of-day index available Meituan Dianping (P Chip) China Technology 967,475 2.88 End-of-Day Distribution Hong Kong Exchanges & Clearing Hong Kong Financial Services 622,254 1.86 Via FTP and email China Construction Bank (H) China Banks 524,628 1.56 WuXi Biologics (P Chip) China Health Care 394,296 1.18 Currency JD.com (P Chip) China Retailers 386,208 1.15 HKD MediaTek Taiwan Technology 374,829 1.12 Review Dates Totals 13,773,256 41.06 Semi-annually in March and September ICB Supersector Breakdown - FTSE Greater China HKD ICB Code No. of Cons Net MCap (HKDm) Wgt % 10 Technology 142 11,366,581 33.89 15 Telecommunications 35 799,222 2.38 20 Health Care 109 1,389,723 4.14 30 Financials 145 6,349,224 18.93 35 Real Estate 82 1,659,053 4.95 40 Consumer Discretionary 167 5,716,418 17.04 45 Consumer Staples 79 1,423,224 4.24 50 Industrials 194 2,107,387 6.28 55 Basic Materials 122 1,201,172 3.58 60 Energy 41 671,346 2.00 65 Utilities 52 859,879 2.56 Totals 1168 33,543,228 100.00 Country Breakdown - FTSE Greater China HKD Country No. of Cons Net MCap (HKDm) Wgt % China 971 19,138,188 57.06 Hong Kong 89 4,722,028 14.08 Taiwan 108 9,683,013 28.87 Totals 1168 33,543,228 100.00 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE Greater China HKD Index Data as at: 31 August 2021 Index Characteristics Attributes FTSE Greater China HKD Number of constituents 1168 Net MCap (HKDm) 33,543,228 Dividend Yield % 2.18 Constituent Sizes (Net MCap HKDm) Average 28,719 Largest 4,145,341 Smallest 269 Median 4,588 Weight of Largest Constituent (%) 12.36 Top 10 Holdings (% Index MCap) 41.06 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.