may 31st 2017 et brics 300 low carbon tracker · pdf filechina petroleum & chem. 2.53%...
TRANSCRIPT
4622
6060Reductionof 24%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Low Carbon Tracker 27.25% 23.77% 44.55% 7.37% 7.65% 17.78% 16.38% 0.41 0.47 0.80% 123
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 138
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 - -
ET BRICS 300 LOW CARBON TRACKER INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Tracks the ET BRICS 300 Index as closely as possible while applying the Engaged Tracking (ET) approach to reduce
carbon exposure.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.4
0.8
1.2
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300 Low Carbon
Tracker
ET Carbon Rank*
TENCENT 4.19% 4.54% 102
PETROCHINA CO 5.35% 4.29% 232
BANK OF CHINA 3.76% 4.23% 84
CHINA LIFE INSURANCE CO 2.71% 3.39% 25
ALIBABA GR 3.46% 3.17% 180
AIA GR 2.07% 2.60% 23
CHINA CONSTRUCTION BANK 2.14% 2.47% 69
PING AN INSURANCE GROUP 1.75% 2.19% 24
CHINA PETROLEUM & CHEM. 2.53% 2.04% 231
CHINA MOBILE 1.68% 1.85% 94
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS Low Carbon Tracker ET BRICS MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40Sector Weight (%)
ET BRICS 300 Low Carbon Tracker ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300 Low Carbon
TrackerChina 63.8% 63.9%
Hong Kong 14.5% 14.6%
India 12.4% 12.1%
South Africa 5.3% 5.4%
Brazil 2.6% 2.8%
Russian Federation 0.9% 0.9%
Macao 0.4% 0.4%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 299
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research
3176
6060Reductionof 48%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
160
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Low Carbon Benchmark 27.14% 27.41% 51.04% 8.41% 8.60% 17.76% 16.37% 0.47 0.53 1.53% 123
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 138
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 - -
ET BRICS 300 LOW CARBON BENCHMARK INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: A balanced Engaged Tracking (ET) approach with a carbon exposure reduction target equal to the midpoint between the
ET Low Carbon Tracker and Transition Indexes.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.5
1.0
1.5
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300 Low Carbon Benchmark
ET Carbon Rank*
TENCENT 4.19% 4.85% 102
BANK OF CHINA 3.76% 4.65% 84
CHINA LIFE INSURANCE CO 2.71% 4.04% 25
PETROCHINA CO 5.35% 3.22% 232
AIA GR 2.07% 3.10% 23
ALIBABA GR 3.46% 2.85% 180
CHINA CONSTRUCTION BANK 2.14% 2.78% 69
PING AN INSURANCE GROUP 1.75% 2.61% 24
CHINA MOBILE 1.68% 2.00% 94
HDFC BANK LIMITED 1.19% 1.59% 59
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS 300 Low Carbon Benchmark ET BRICS 300 MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40 45 50Sector Weight (%)
ET BRICS 300 Low Carbon Benchmark ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300 Low Carbon Benchmark
China 63.8% 63.6%
Hong Kong 14.5% 14.6%
India 12.4% 12.4%
South Africa 5.3% 5.3%
Brazil 2.6% 3.0%
Russian Federation 0.9% 0.8%
Macao 0.4% 0.3%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 299
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research
1846
6060Reductionof 70%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
160
170
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Low Carbon Transition 27.02% 30.80% 57.25% 9.36% 9.48% 17.79% 16.40% 0.53 0.58 2.22% 123
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 138
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 -
ET BRICS 300 LOW CARBON TRANSITION INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Greatest reduction in carbon exposure within the ET Low Carbon Index Series.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.5
1.0
1.5
2.0
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300 Low Carbon
Transition
ET Carbon Rank*
TENCENT 4.19% 5.14% 102
BANK OF CHINA 3.76% 5.04% 84
CHINA LIFE INSURANCE CO 2.71% 4.63% 25
AIA GR 2.07% 3.56% 23
CHINA CONSTRUCTION BANK 2.14% 3.06% 69
PING AN INSURANCE GROUP 1.75% 2.99% 24
ALIBABA GR 3.46% 2.57% 180
PETROCHINA CO 5.35% 2.23% 232
CHINA MOBILE 1.68% 2.14% 94
HDFC BANK LIMITED 1.19% 1.77% 59
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS 300 Low Carbon Transition ET BRICS 300 MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40 45 50 55Sector Weight (%)
ET BRICS 300 Low Carbon Transition ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300 Low Carbon
TransitionChina 63.8% 63.2%
Hong Kong 14.5% 14.7%
India 12.4% 12.6%
South Africa 5.3% 5.3%
Brazil 2.6% 3.2%
Russian Federation 0.9% 0.8%
Macao 0.4% 0.2%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 298
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research
3034
6060Reductionof 50%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
160
170
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Fossil Free Tracker 28.05% 32.79% 59.82% 9.91% 9.83% 17.63% 16.21% 0.56 0.61 2.58% 109
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 143
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 - -
ET BRICS 300 FOSSIL FREE LOW CARBON TRACKER INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exlude fossil-fuel stocks and significantly reduce carbon exposure
across all remaining constituent companies while tracking the ET BRICS 300 Index as closely as possible.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.5
1.0
1.5
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300
Fossil Free Tracker
ET Carbon Rank*
TENCENT 4.19% 5.01% 102
BANK OF CHINA 3.76% 4.67% 84
CHINA LIFE INSURANCE CO 2.71% 3.78% 25
ALIBABA GR 3.46% 3.45% 180
AIA GR 2.07% 2.90% 23
CHINA CONSTRUCTION BANK 2.14% 2.74% 69
PING AN INSURANCE GROUP 1.75% 2.44% 24
CHINA MOBILE 1.68% 2.04% 94
NASPERS 1.91% 1.82% 196
HDFC BANK LIMITED 1.19% 1.55% 59
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS 300 Fossil Free Tracker ET BRICS 300 MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40 45Sector Weight (%)
ET BRICS 300 Fossil Free Tracker ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300
Fossil Free Tracker
China 63.8% 61.9%
Hong Kong 14.5% 16.2%
India 12.4% 12.1%
South Africa 5.3% 5.5%
Brazil 2.6% 2.9%
Russian Federation 0.9% 0.9%
Macao 0.4% 0.4%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 283
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research
1988
6060Reductionof 68%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
160
170
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Fossil Free Benchmark 27.89% 33.54% 62.20% 10.12% 10.16% 17.73% 16.32% 0.57 0.62 2.66% 109
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 143
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 - -
ET BRICS 300 FOSSIL FREE LOW CARBON BENCHMARK INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and significantly reduce carbon exposure
across all remaining constituent companies to a midpoint between the ET Fossil Free Low Carbon Tracker and Transition Indexes.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.5
1.0
1.5
2.0
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300
Fossil Free Benchmark
ET Carbon Rank*
TENCENT 4.19% 5.21% 102
BANK OF CHINA 3.76% 5.01% 84
CHINA LIFE INSURANCE CO 2.71% 4.41% 25
AIA GR 2.07% 3.39% 23
CHINA CONSTRUCTION BANK 2.14% 3.01% 69
ALIBABA GR 3.46% 2.96% 180
PING AN INSURANCE GROUP 1.75% 2.85% 24
CHINA MOBILE 1.68% 2.15% 94
HDFC BANK LIMITED 1.19% 1.73% 59
NASPERS 1.91% 1.48% 196
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS 300 Fossil Free Benchmark ET BRICS 300 MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40 45 50Sector Weight (%)
ET BRICS 300 Fossil Free Benchmark ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300
Fossil Free Benchmark
China 63.8% 62.1%
Hong Kong 14.5% 15.8%
India 12.4% 12.4%
South Africa 5.3% 5.4%
Brazil 2.6% 3.0%
Russian Federation 0.9% 0.9%
Macao 0.4% 0.3%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 283
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research
1059
6060Reductionof 83%
0
2000
4000
6000
Footprint date October 2016
Scop
e 1+
2+3
tCO
2e /
$m In
vest
ed
90
100
110
120
130
140
150
160
170
2012 2013 2014 2015 2016 2017
1Y Returns
3Y Returns
5Y Returns
3Y Ann. Returns
5Y Ann. Returns
3Y Ann. StdDev
5Y Ann. StdDev
3Y Return/
Risk Ratio
5Y Return/
Risk Ratio
Tracking Error
Avg. ET Carbon
Rank
ET BRICS 300 Fossil Free Transition 27.75% 34.18% 64.28% 10.30% 10.44% 17.82% 16.43% 0.58 0.64 2.80% 109
ET BRICS 300 27.68% 20.33% 38.54% 6.36% 6.74% 17.75% 16.35% 0.36 0.41 - 143
MSCI BRIC 30.96% 10.45% 27.42% 3.37% 4.97% 19.18% 17.73% 0.18 0.28 - -
ET BRICS 300 FOSSIL FREE LOW CARBON TRANSITION INDEX
Carbon Emissions Intensity ReductionPerformance Chart
Performance Statistics
• Universe: The ET BRICS 300 Index represents the largest 300 stocks in the BRICS.
• Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark.
• Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and provide the greatest reduction in
carbon exposure across all remaining constituent companies.
• Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and
improve disclosure as part of the public ET Carbon Ranking process.
• Investability: Stocks are selected and weighted to ensure that the index is investable.
• Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM
(SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM).
May 31st 2017
Top 10 Constituent Weights
0.0
0.5
1.0
1.5
2.0
0 100 200 300ET Carbon Rank
Rew
eigh
t Fac
tor
Name ET BRICS 300ET BRICS 300
Fossil Free Transition
ET Carbon Rank*
TENCENT 4.19% 5.38% 102
BANK OF CHINA 3.76% 5.32% 84
CHINA LIFE INSURANCE CO 2.71% 4.97% 25
AIA GR 2.07% 3.82% 23
CHINA CONSTRUCTION BANK 2.14% 3.25% 69
PING AN INSURANCE GROUP 1.75% 3.22% 24
ALIBABA GR 3.46% 2.53% 180
CHINA MOBILE 1.68% 2.25% 94
HDFC BANK LIMITED 1.19% 1.89% 59
HOUSING DEV. FINANCE 0.84% 1.60% 15
Constituent Reweights by ET Carbon Rank
*ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank.
ET BRICS 300 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from
ET Index Research. Index performance is based on Total Reurns.
Data source: Bloomberg & ET Index Research Data source: ET Index Research
Data source: ET Index ResearchData source: ET Index Research
ET BRICS 300 Fossil Free Transition ET BRICS 300 MSCI BRIC
Consumption IConsumption II
FinancialsHealth Care
InfrastructureNon−Renewable Resources
Renewable Resources and Alternative EnergyResource Transformation
ServicesTechnology and Communications
Transportation
0 5 10 15 20 25 30 35 40 45 50 55Sector Weight (%)
ET BRICS 300 Fossil Free Transition ET BRICS 300
Country WeightsSector Weights
Country ET BRICS 300ET BRICS 300
Fossil Free Transition
China 63.8% 62.3%
Hong Kong 14.5% 15.4%
India 12.4% 12.7%
South Africa 5.3% 5.4%
Brazil 2.6% 3.2%
Russian Federation 0.9% 0.8%
Macao 0.4% 0.2%
The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors.
About ET Index Research Investment Strategies
Visit etindex.com to view the ET Carbon Rankings online.ET Index Research
Level39, One Canada Square,Canary Wharf, London, E14 5AB
Tel: +44 (0)207 460 [email protected]
Characteristics
Currency USD
Number of Constituents 282
Review Dates Annually in December
ET Carbon Rankings
Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research