FTSE Russell Factsheet

FTSE China Index

Data as at: 28 February 2025
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The FTSE China Index is a market-capitalization weighted index representing the performance of FEATURES
large and mid cap Chinese stocks included in the FTSE Global Equity Index Series universe.
The FTSE China Index is a subset of FTSE All World Index and FTSE Emerging Index. The Objective
FTSE China Index include constituents of A Shares, B Shares, H Shares, Red Chips, P Chips, S The index is designed for use in the creation
Chips and N Shares. S Chips and N shares were included in the FTSE China Index from of index tracking funds, derivatives and as a
September 2017. A Shares were included from June 2019. performance benchmark.
Investability
An All Cap verison of the FTSE China Index is also availalbe.
Stocks are selected and weighted to ensure
that the indexes are investable.
10 -Year Performance - Total Return
(USD) Liquidity

200 Stocks are screened to ensure that the index

180 is tradable.
160
Transparency
140
120
Index methodologies are freely available on
100 the FTSE Russell website.
80 Availability
60
The index is calculated based on price and
Feb-2015 Feb-2016 Feb-2017 Feb-2018 Feb-2019 Feb-2020 Feb-2021 Feb-2022 Feb-2023 Feb-2024 Feb-2025
Data as at month end total return methodologies, both real time
and end-of-day.
FTSE China FTSE China All Cap FTSE Emerging FTSE Emerging All Cap
Industry Classification Benchmark (ICB)
Index constituents are categorized in
Performance and Volatility - Total Return accordance with the Industry Classification
Index (USD) Return % Return pa %* Volatility %** Benchmark (ICB), the global standard for
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR industry sector analysis.

FTSE China 14.8 29.4 12.2 38.3 -1.1 -0.2 -0.4 0.0 24.7 27.7 27.4

FTSE China All Cap 14.0 29.5 11.8 36.7 -2.9 -1.8 -1.0 -0.4 24.3 27.4 27.0

FTSE Emerging 1.8 2.5 1.2 13.5 7.0 31.9 2.3 5.7 12.6 15.6 17.6

FTSE Emerging All Cap 0.7 1.5 0.4 12.0 6.4 32.4 2.1 5.8 12.3 15.3 17.5

* 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 % (USD) 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
FTSE China -6.1 2.4 45.4 -18.7 23.4 31.4 -20.9 -22.0 -11.6 19.7

FTSE China All Cap -5.3 1.6 43.5 -18.9 22.8 30.9 -20.1 -22.2 -12.0 18.3

FTSE Emerging -15.2 13.5 32.5 -13.0 20.6 15.5 0.1 -16.9 9.1 12.8

FTSE Emerging All Cap -14.7 12.9 32.5 -13.6 20.3 15.5 1.5 -17.2 10.0 12.0

Source: FTSE Russell as at 28 February 2025. 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 China Index Data as at: 28 February 2025

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (USD) Return/Risk Ratio Drawdown (%)
Launch Date
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
01 June 2000
FTSE China 1.5 0.0 0.0 0.1 -20.6 -38.9 -61.9 -61.9

FTSE China All Cap 1.5 0.0 0.0 0.1 -20.2 -38.4 -61.3 -61.3 Base Date

FTSE Emerging 1.1 0.2 0.3 0.3 -11.9 -24.6 -34.8 -35.1 12 July 2012
FTSE Emerging All Cap 1.0 0.2 0.3 0.3 -12.0 -24.3 -33.7 -35.7 Base Value

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
1000
Drawdown - based on daily data
Investability Screen
Top 10 Constituents Actual free-float applied and liquidity
Constituent ICB Sector Net MCap (USDm) Wgt % screened
Tencent Holdings (P Chip) Software and Computer Services 381,000 14.50 Index Calculation
Alibaba Group Holding (P Chip) Retailers 277,925 10.57
Real-time and end-of-day
Meituan Dianping (P Chip) Software and Computer Services 114,612 4.36
End-of-Day Distribution
Xiaomi (P Chip) Telecommunications Equipment 108,408 4.12
Via FTP and email
PDD Holdings Inc ADS (N Shares) Software and Computer Services 80,320 3.06

China Construction Bank (H) Banks 79,107 3.01 Currency

Industrial and Commercial Bank of China (H) Banks 55,702 2.12 USD, GBP, EUR, JPY, HKD
JD.com (P Chip) Retailers 52,601 2.00
Review Dates
BYD (H) Automobiles and Parts 52,396 1.99
Semi-annually in March and September
Bank of China (H) Banks 47,422 1.80

Totals 1,249,494 47.54

ICB Supersector Breakdown

ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt %
1010 Technology 147 717,344 27.29

1510 Telecommunications 26 136,824 5.21

2010 Health Care 139 107,975 4.11

3010 Banks 47 299,035 11.38

3020 Financial Services 72 61,628 2.34

3030 Insurance 14 90,918 3.46

3510 Real Estate 48 54,033 2.06

4010 Automobiles and Parts 50 138,609 5.27

4020 Consumer Products and Services 54 98,998 3.77

4030 Media 25 18,518 0.70

4040 Retailers 19 354,117 13.47

4050 Travel and Leisure 18 72,372 2.75

4510 Food Beverage and Tobacco 61 86,436 3.29

4520 Personal Care Drug and Grocery Stores 21 19,806 0.75

5010 Construction and Materials 39 24,548 0.93

5020 Industrial Goods and Services 178 134,768 5.13

5510 Basic Resources 83 52,364 1.99

5520 Chemicals 65 20,810 0.79

6010 Energy 60 83,016 3.16

6510 Utilities 65 56,132 2.14

Totals 1231 2,628,251 100.00

Source: FTSE Russell as at 28 February 2025. 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 China Index Data as at: 28 February 2025

Index Characteristics
Attributes FTSE China
Number of constituents 1231

Dividend Yield % 2.54

Constituent (Wgt %)

Average 0.08

Largest 14.50

Median 0.01

Top 10 Holdings (Wgt %) 47.53

28 Febr uary 2025

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Source: FTSE Russell as at 28 February 2025. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.