1.6251book.com

Source:FTSERussellasat26February2021.
Pastperformanceisnoguaranteeoffutureresults.
Returnsshownbeforetheindexlaunchdatereflecthypotheticalhistoricalperformance.
Pleaseseedisclaimerforimportantlegalinformation.
1of4FTSERussellFactsheetFTSEAll-WorldTargetExposureQualVolFactorIndexbmkTitle1TheFTSEAll-WorldTargetExposureQual/VolFactorIndexisamultifactorindexseekingtomaintainaconstantexposuretotheQualityandLowVolatilityfactorswhilemaintainingcountryandindustryneutralityandlimitinganyoff-targetfactorexposure.
Thefactorsrepresentcommonfactorcharacteristicsforwhichthereisabroadacademicandpractitionerconsensus,supportedbyabodyofempiricalevidenceacrossdifferentgeographiesandtimeperiods.
10-YearPerformance-TotalReturnPerformanceandVolatility-TotalReturnIndex(USD)Return%Returnpa%*Volatility%**3M6MYTD12M3YR5YR3YR5YR1YR3YR5YRFTSEAll-WorldTargetExposureQualVolFactor3.
36.
5-0.
817.
429.
481.
19.
012.
624.
816.
113.
0FTSEAll-World6.
713.
31.
930.
735.
799.
310.
714.
827.
119.
014.
8*Compoundannualreturnsmeasuredover3and5yearsrespectively**Volatility–1YRbasedon12monthsdailydata.
3YRbasedonweeklydata(WednesdaytoWednesday).
5YRbasedonmonthlydataYear-on-YearPerformance-TotalReturnIndex%(USD)2011201220132014201520162017201820192020FTSEAll-WorldTargetExposureQualVolFactor-0.
615.
722.
77.
80.
89.
523.
9-4.
626.
48.
1FTSEAll-World-7.
317.
123.
34.
8-1.
78.
624.
6-9.
127.
216.
6Return/RiskRatioandDrawdown-TotalReturnIndex(USD)Return/RiskRatioDrawdown(%)1YR3YR5YR10YR1YR3YR5YR10YRFTSEAll-WorldTargetExposureQualVolFactor0.
40.
61.
00.
8-27.
8-32.
1-32.
1-32.
1FTSEAll-World0.
90.
61.
00.
7-28.
7-33.
7-33.
7-33.
7Return/RiskRatio–basedoncompoundannualreturnsandvolatilityinPerformanceandVolatilitytableDrawdown-basedondailydataFEATURESCoverageDerivedfromtheFTSEAllWorldIndex,whichrepresentslargeandmidcapcompaniesindevelopedandemergingmarkets.
ObjectiveTheindexisdesignedforuseinthecreationofindextrackingfunds,derivativesandasaperformancebenchmark.
LiquidityStocksintheuniverseindexarescreenedtoensurethattheindexistradable.
TransparencyIndexmethodologiesarefreelyavailableontheFTSERussellwebsite.
AvailabilityTheindexiscalculatedbasedonpriceandtotalreturnmethodologiesandavailablereal-timeandend-of-day.
IndustryClassificationBenchmark(ICB)IndexconstituentsarecategorizedinaccordancewiththeIndustryClassificationBenchmark(ICB),theglobalstandardforindustrysectoranalysis.
Dataasat:26February2021FTSEAll-WorldTargetExposureQualVolFactorIndexDataasat:26February2021Source:FTSERussellasat26February2021.
Pastperformanceisnoguaranteeoffutureresults.
Returnsshownbeforetheindexlaunchdatereflecthypotheticalhistoricalperformance.
Pleaseseedisclaimerforimportantlegalinformation.
2of4Top10Constituents-TargetExposureComprehensiveFactorConstituentCountryICBIndustryFTSEAll-WorldTargetExposureQualVolFactor(Wgt%)FTSEAll-World(Wgt%)Diff%MicrosoftCorpUSATechnology4.
602.
891.
71AppleInc.
USATechnology4.
273.
251.
02Johnson&JohnsonUSAHealthCare3.
340.
692.
64BerkshireHathawayBUSAFinancials1.
620.
531.
09PepsicoUSAConsumerGoods1.
450.
301.
16VisaUSAFinancials1.
430.
600.
84Amazon.
ComUSAConsumerServices1.
372.
18-0.
80Procter&GambleUSAConsumerGoods1.
150.
500.
65SamsungElectronicsKoreaTechnology1.
000.
570.
43TaiwanSemiconductorManufacturingTaiwanTechnology0.
960.
870.
09Totals21.
1912.
38ICBIndustryBreakdownFTSEAll-WorldTargetExposureQualVolFactorFTSEAll-WorldICBCodeICBIndustryNo.
ofConsWgt%No.
ofConsWgt%Diff%0001Oil&Gas603.
481273.
55-0.
071000BasicMaterials833.
993524.
24-0.
252000Industrials23512.
5273812.
68-0.
163000ConsumerGoods16310.
2353110.
94-0.
714000HealthCare11811.
4630910.
770.
695000ConsumerServices16412.
7744012.
380.
396000Telecommunications391.
69892.
16-0.
477000Utilities802.
791902.
650.
148000Financials25817.
7386618.
46-0.
739000Technology12823.
3430922.
161.
18Totals1328100.
003951100.
00INFORMATIONIndexUniverseFTSEAll-WorldIndexIndexLaunch1August2019BaseDate15March2019BaseValue1000InvestabilityScreenActualfreefloatandliquidityscreenappliedtounderlyingIndexCalculationReal-timeandend-of-dayEnd-of-DayDistributionViaFTPandemailCurrencyUSD,EUR,GBP,JPY,AUD,CNY,HKD,CADReviewDatesSemiAnnuallyinMarchandSeptemberHistoryAvailablefromSeptember2000FTSEAll-WorldTargetExposureQualVolFactorIndexDataasat:26February2021Source:FTSERussellasat26February2021.
Pastperformanceisnoguaranteeoffutureresults.
Returnsshownbeforetheindexlaunchdatereflecthypotheticalhistoricalperformance.
Pleaseseedisclaimerforimportantlegalinformation.
3of4CountryBreakdownFTSEAll-WorldTargetExposureQualVolFactorFTSEAll-WorldCountryNo.
ofConsWgt%No.
ofConsWgt%Diff%Australia392.
071092.
12-0.
05Austria40.
0680.
060.
01Belgium70.
27140.
260.
01Brazil180.
64920.
610.
03Canada432.
48522.
440.
03Chile20.
08210.
080.
00China974.
8010005.
27-0.
47Colombia20.
03110.
030.
00CzechRep.
10.
0140.
010.
00Denmark120.
65200.
630.
02Egypt10.
0160.
010.
00Finland90.
37170.
37-0.
01France462.
89812.
840.
05Germany502.
54822.
540.
00Greece10.
0290.
030.
00HongKong351.
09911.
040.
05Hungary20.
0340.
030.
00India271.
341641.
300.
04Indonesia40.
17320.
170.
00Ireland20.
0640.
060.
01Israel50.
12270.
13-0.
01Italy120.
63340.
68-0.
05Japan2037.
335137.
330.
01Korea321.
921381.
780.
15Kuwait50.
08110.
070.
01Malaysia90.
23440.
220.
01Mexico100.
21360.
23-0.
02Netherlands161.
14281.
140.
00NewZealand20.
08120.
09-0.
01Norway70.
17160.
18-0.
01Pakistan--40.
000.
00Philippines30.
09260.
10-0.
01Poland30.
08140.
080.
00Portugal40.
0640.
050.
01Qatar50.
09180.
100.
00Romania--10.
000.
00Russia90.
36320.
340.
03SaudiArabia120.
39480.
370.
02Singapore120.
30400.
34-0.
04SouthAfrica190.
53600.
520.
01Spain160.
64250.
67-0.
03Sweden190.
99520.
960.
03Switzerland272.
50492.
450.
05Taiwan361.
941051.
900.
04Thailand110.
25510.
28-0.
03Turkey30.
05260.
05-0.
01UAE30.
08150.
09-0.
01UK683.
961194.
10-0.
14USA37556.
1458255.
830.
31Totals1328100.
003951100.
00FTSEAll-WorldTargetExposureQualVolFactorIndexDataasat:26February2021Source:FTSERussellasat26February2021.
Pastperformanceisnoguaranteeoffutureresults.
Returnsshownbeforetheindexlaunchdatereflecthypotheticalhistoricalperformance.
Pleaseseedisclaimerforimportantlegalinformation.
4of4IndexCharacteristicsAttributesFTSEAll-WorldTargetExposureQualVolFactorFTSEAll-WorldNumberofconstituents13283951DividendYield%2.
121.
86Constituent(Wgt%)Average0.
080.
02Largest4.
603.
25Median0.
020.
01Top10Holdings(Wgt%)21.
1914.
6126February2021bmkImage1bmkImage2bmkImage32021LondonStockExchangeGroupplcanditsapplicablegroupundertakings(the"LSEGroup").
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