FTSE Russell Factsheet

FTSE Emerging Index Series

Data as at: 29 February 2024
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FTSE Emerging Markets indices are part of the FTSE Global Equity Index Series (GEIS). The FEATURES
series includes large and mid cap securities from advanced and secondary emerging markets,
classified in accordance with FTSEs transparent Country Classification Review Process. The FTSE Universe
Emerging Index provides investors with a comprehensive means of measuring the performance All the countries that make up the Advanced
of the most liquid companies in the emerging markets. Emerging and Secondary Emerging markets
10-Year Performance - Total Return within the FTSE Global Equity Index Series.
(USD)
Objective
250
The index is designed for use in the creation
200 of index tracking funds, derivatives and as a
performance benchmark.
150
Investability
100
Stocks are selected and weighted to ensure

50 that the index is investable.

Feb-2014 Feb-2015 Feb-2016 Feb-2017 Feb-2018 Feb-2019 Feb-2020 Feb-2021 Feb-2022 Feb-2023 Feb-2024
Liquidity
Data as at month end

Stocks are screened to ensure that the index

FTSE Emerging FTSE Advanced Emerging FTSE Secondary Emerging
is tradable.
FTSE All-World FTSE Developed

Transparency
Performance and Volatility - Total Return Index methodologies are freely available on
Index (USD) Return % Return pa %* Volatility %** the FTSE Russell website.
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Availability
FTSE Emerging 4.1 5.1 0.5 9.2 -12.7 16.7 -4.4 3.1 11.8 15.8 18.2
The index is calculated based on price and
FTSE Advanced Emerging 5.4 10.3 -0.2 17.1 16.6 47.3 5.2 8.0 12.2 17.0 22.8
total return methodologies, both real time
FTSE Secondary Emerging 3.4 2.2 0.9 4.9 -25.5 2.7 -9.3 0.5 13.4 17.1 17.9
and end of day.
FTSE All-World 9.9 11.8 4.9 23.6 23.5 68.6 7.3 11.0 10.1 15.3 17.7
Industry Classification Benchmark
FTSE Developed 10.5 12.5 5.3 25.2 28.6 76.0 8.7 12.0 10.5 15.8 18.1
(ICB)
* 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 Index constituents are categorized in
accordance with the Industry Classification
Year-on-Year Performance - Total Return
Benchmark (ICB), the global standard for
Index % (USD) 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
industry sector analysis.
FTSE Emerging 1.6 -15.2 13.5 32.5 -13.0 20.6 15.5 0.1 -16.9 9.1

FTSE Advanced Emerging -1.2 -22.9 19.9 29.1 -11.3 22.5 8.2 11.0 -12.1 23.1

FTSE Secondary Emerging 4.7 -7.2 8.1 35.7 -14.2 19.4 20.1 -5.2 -19.5 1.8

FTSE All-World 4.8 -1.7 8.6 24.6 -9.1 27.2 16.6 18.9 -17.7 22.6

FTSE Developed 5.1 -0.3 8.2 23.9 -8.6 28.0 16.7 21.4 -17.8 24.2

Source: FTSE Russell as at 29 February 2024. Past performance is no guarantee of future results. 1 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Emerging Index Series Data as at: 29 February 2024

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (USD) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
Emerging markets within the FTSE Global
FTSE Emerging 0.7 -0.3 0.2 0.2 -11.3 -32.9 -34.8 -35.7
Equity Index Series
FTSE Advanced Emerging 1.3 0.3 0.4 0.3 -10.9 -26.2 -40.5 -42.7

FTSE Secondary Emerging 0.4 -0.6 0.0 0.2 -11.8 -39.0 -42.2 -42.2 Index Launch
FTSE All-World 2.2 0.4 0.6 0.6 -10.4 -26.0 -33.7 -33.7 30 June 2000
FTSE Developed 2.3 0.5 0.7 0.6 -10.4 -26.1 -34.0 -34.0
Base Date

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table 31 May 2000
Drawdown - based on daily data
Base Value
Top 10 Constituents - FTSE Emerging Index
200
Constituent Country ICB Sector Net MCap (USDm) Wgt %
Investability Screen
Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 523,904 7.87

Tencent Holdings (P Chip) China Software and Computer Services 221,097 3.32
Actual free float applied and liquidity
screened
Alibaba Group Holding (P Chip) China Retailers 158,205 2.38

Reliance Industries India Oil Gas and Coal 118,380 1.78 Index Calculation
HDFC Bank India Banks 79,708 1.20 Real-time and end-of-day index available
PDD Holdings Inc ADS (N Shares) China Software and Computer Services 75,285 1.13
End-of-Day Distribution
Infosys India Software and Computer Services 70,726 1.06
Via FTP and email
China Construction Bank (H) China Banks 58,189 0.87

Meituan Dianping (P Chip) China Software and Computer Services 54,494 0.82 Currency

MediaTek Taiwan Technology Hardware and Equipment 53,647 0.81 USD, Sterling, Yen, Euro and Local
Totals 1,413,634 21.24 Review Dates

Top 10 Constituents - FTSE Advanced Emerging Index Semi-annually in March and September

Constituent Country ICB Sector Net MCap (USDm) Wgt %

Taiwan Semiconductor Manufacturing Taiwan Technology Hardware and Equipment 523,904 21.13

MediaTek Taiwan Technology Hardware and Equipment 53,647 2.16

Vale SA Brazil Industrial Metals and Mining 51,115 2.06

Petrobras PN Brazil Oil Gas and Coal 45,253 1.82

Hon Hai Precision Industry Taiwan Technology Hardware and Equipment 38,862 1.57

Itau Unibanco Holding SA Brazil Banks 32,934 1.33

Petrobras ON Brazil Oil Gas and Coal 30,710 1.24

Naspers South Africa Software and Computer Services 30,497 1.23

Grupo Banorte O Mexico Banks 29,773 1.20

Femsa UBD Mexico Beverages 22,719 0.92

Totals 859,414 34.65

Top 10 Constituents - FTSE Secondary Emerging Index

Constituent Country ICB Sector Net MCap (USDm) Wgt %
Tencent Holdings (P Chip) China Software and Computer Services 221,097 5.29

Alibaba Group Holding (P Chip) China Retailers 158,205 3.79

Reliance Industries India Oil Gas and Coal 118,380 2.83

HDFC Bank India Banks 79,708 1.91

PDD Holdings Inc ADS (N Shares) China Software and Computer Services 75,285 1.80

Infosys India Software and Computer Services 70,726 1.69

China Construction Bank (H) China Banks 58,189 1.39

Meituan Dianping (P Chip) China Software and Computer Services 54,494 1.30

Tata Consultancy Services India Software and Computer Services 50,398 1.21

Al Rajhi Banking & Investment Corp Saudi Arabia Banks 46,514 1.11

Totals 932,995 22.34

Source: FTSE Russell as at 29 February 2024. Past performance is no guarantee of future results. 2 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Emerging Index Series Data as at: 29 February 2024

ICB Supersector Breakdown

FTSE Emerging FTSE Advanced Emerging FTSE Secondary Emerging

ICB Code ICB Supersector No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt %
Cons (USDm) Cons (USDm) Cons (USDm)

1010 Technology 223 1,575,496 23.67 57 909,697 36.68 166 665,799 15.94

1510 Telecommunications 74 263,024 3.95 25 104,887 4.23 49 158,137 3.79

2010 Health Care 178 240,448 3.61 18 42,927 1.73 160 197,521 4.73

3010 Banks 167 1,168,643 17.56 55 364,993 14.72 112 803,649 19.24

3020 Financial Services 108 189,059 2.84 19 73,898 2.98 89 115,161 2.76

3030 Insurance 41 178,125 2.68 15 64,714 2.61 26 113,410 2.72

3510 Real Estate 101 145,688 2.19 21 34,517 1.39 80 111,170 2.66

Automobiles and
4010 71 190,105 2.86 9 9,192 0.37 62 180,913 4.33
Parts

Consumer Products
4020 82 191,849 2.88 13 24,396 0.98 69 167,453 4.01
and Services

4030 Media 32 20,836 0.31 2 1,548 0.06 30 19,288 0.46

4040 Retailers 51 289,243 4.35 21 61,578 2.48 30 227,664 5.45

4050 Travel and Leisure 42 113,746 1.71 12 24,603 0.99 30 89,143 2.13

Food Beverage and

4510 115 273,958 4.12 31 102,925 4.15 84 171,034 4.10
Tobacco

Personal Care Drug

4520 53 125,558 1.89 13 53,048 2.14 40 72,510 1.74
and Grocery Stores

Construction and
5010 85 143,897 2.16 25 39,127 1.58 60 104,770 2.51
Materials

Industrial Goods and

5020 279 404,033 6.07 54 148,560 5.99 225 255,473 6.12
Services

5510 Basic Resources 135 281,575 4.23 36 148,776 6.00 99 132,799 3.18

5520 Chemicals 107 137,646 2.07 18 39,428 1.59 89 98,218 2.35

6010 Energy 109 470,203 7.06 24 145,632 5.87 85 324,571 7.77

6510 Utilities 134 252,878 3.80 42 85,493 3.45 92 167,384 4.01

Totals 2187 6,656,008 100.00 510 2,479,940 100.00 1677 4,176,069 100.00

Source: FTSE Russell as at 29 February 2024. Past performance is no guarantee of future results. 3 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Emerging Index Series Data as at: 29 February 2024

Country Breakdown
FTSE Emerging FTSE Advanced Emerging FTSE Secondary Emerging

Country No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt %
Cons (USDm) Cons (USDm) Cons (USDm)

Brazil 83 431,131 6.48 83 431,131 17.38 - - -

Chile 21 39,639 0.60 - - - 21 39,639 0.95

China 1237 1,884,667 28.32 - - - 1237 1,884,667 45.13

Colombia 5 11,133 0.17 - - - 5 11,133 0.27

Czech Rep. 5 10,015 0.15 5 10,015 0.40 - - -

Egypt 3 6,138 0.09 - - - 3 6,138 0.15

Greece 26 43,321 0.65 26 43,321 1.75 - - -

Hungary 4 19,208 0.29 4 19,208 0.77 - - -

Iceland 10 8,098 0.12 - - - 10 8,098 0.19

India 213 1,439,042 21.62 - - - 213 1,439,042 34.46

Indonesia 42 147,632 2.22 - - - 42 147,632 3.54

Kuwait 9 62,732 0.94 - - - 9 62,732 1.50

Malaysia 39 118,180 1.78 39 118,180 4.77 - - -

Mexico 39 214,479 3.22 39 214,479 8.65 - - -

Pakistan 1 288 0.00 - - - 1 288 0.01

Philippines 26 53,640 0.81 - - - 26 53,640 1.28

Qatar 17 68,028 1.02 - - - 17 68,028 1.63

Romania 6 9,599 0.14 - - - 6 9,599 0.23

Saudi Arabia 56 324,382 4.87 - - - 56 324,382 7.77

South Africa 41 204,797 3.08 41 204,797 8.26 - - -

Taiwan 119 1,214,659 18.25 119 1,214,659 48.98 - - -

Thailand 50 137,812 2.07 50 137,812 5.56 - - -

Turkiye 104 86,338 1.30 104 86,338 3.48 - - -

UAE 31 121,052 1.82 - - - 31 121,052 2.90

Totals 2187 6,656,008 100.00 510 2,479,940 100.00 1677 4,176,069 100.00

Index Characteristics
Attributes FTSE Emerging FTSE Advanced FTSE Secondary
Emerging Emerging
Number of constituents 2187 510 1677

Net MCap (USDm) 6,656,008 2,479,940 4,176,069

Dividend Yield % 3.09 4.12 2.48

Constituent Sizes (Net MCap USDm)

Average 3,043 4,863 2,490

Largest 523,904 523,904 221,097

Smallest 20 80 20

Median 697 2,123 459

Weight of Largest Constituent (%) 7.87 21.13 5.29

Top 10 Holdings (% Index MCap) 21.24 34.65 22.34

29 Febr uary 2024

Source: FTSE Russell as at 29 February 2024. Past performance is no guarantee of future results. 4 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Emerging Index Series Data as at: 29 February 2024

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Source: FTSE Russell as at 29 February 2024. Past performance is no guarantee of future results. 5 of 5
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.