FTSE Russell Factsheet

FTSE Global Small Cap Index

Data as at: 29 March 2024
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FTSE GEIS provides coverage of small and micro cap companies across both developed and FEATURES
emerging markets. The FTSE Global Small Cap Index includes companies that represent
approximately the smallest 10% of the total market cap of the global investable equity universe. Coverage

5-Year Performance - Total Return The small cap segment within the FTSE
(USD) Global Equity Index universe.

170 Objective
160
150 The index is designed for use in the creation
140 of index tracking funds, derivatives and as a
130
120 performance benchmark.
110
100 Investability
90
80 Stocks are selected and weighted to ensure
70 that the index is investable.
Mar-2019 Mar-2020 Mar-2021 Mar-2022 Mar-2023 Mar-2024
Data as at month end Liquidity

FTSE Global Small Cap FTSE Developed Small Cap Stocks are screened to ensure that the index
FTSE Emerging Small Cap FTSE Global Equity Index Series wi All Cap is tradable.
Transparency
Performance and Volatility - Total Return
The index uses a transparent, rules-based
Index (USD) Return % Return pa %* Volatility %** construction process. Index methodologies
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR are freely available on the FTSE Russell
FTSE Global Small Cap 5.3 18.4 5.3 19.0 7.6 51.3 2.5 8.6 13.5 18.3 21.8 website.
FTSE Developed Small Cap 6.0 19.7 6.0 19.5 8.1 53.0 2.6 8.9 14.5 19.2 22.3 Availability
FTSE Emerging Small Cap -0.4 7.9 -0.4 14.4 3.8 36.4 1.2 6.4 8.9 14.1 19.3
The index is calculated based on price and
FTSE Global Equity Index Series wi All total return methodologies.
7.9 19.9 7.9 23.1 22.0 69.4 6.9 11.1 9.8 15.5 18.1
Cap
Industry Classification Benchmark (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 Global Small Cap 2.5 -2.0 11.8 22.6 -13.7 26.0 18.4 15.4 -19.6 18.4

FTSE Developed Small Cap 2.6 -1.3 12.1 21.8 -13.2 26.8 18.7 15.3 -19.6 18.4

FTSE Emerging Small Cap 1.5 -10.5 8.2 32.7 -18.6 17.4 15.7 16.4 -19.6 18.6

FTSE Global Equity Index Series

4.5 -1.7 9.0 24.4 -9.6 27.1 16.8 18.5 -17.9 22.2
wi All Cap

Return/Risk Ratio and Drawdown - Total Return

Index (USD) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE Global Small Cap 1.5 0.1 0.4 0.4 -14.6 -29.7 -40.5 -40.5

FTSE Developed Small Cap 1.5 0.1 0.4 0.4 -15.5 -30.4 -40.8 -40.8

FTSE Emerging Small Cap 1.7 0.1 0.3 0.3 -7.8 -27.5 -37.4 -41.9

FTSE Global Equity Index Series wi All Cap 2.5 0.4 0.6 0.6 -10.8 -26.1 -34.3 -34.3

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data

Source: FTSE Russell as at 29 March 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 Global Small Cap Index Data as at: 29 March 2024

Top 10 Constituents - FTSE Global Small Cap Index INFORMATION

Constituent Country ICB Sector Net MCap (USDm) Wgt %
Index Universe
Super Micro Computer USA Technology Hardware and Equipment 50,847 0.65
FTSE Global Equity Index Series
Vertiv Holdings Co (A) USA Technology Hardware and Equipment 27,971 0.36

Microstrategy Class A USA Software and Computer Services 25,055 0.32 Index Launch
Deckers Outdoor USA Personal Goods 24,029 0.31 1 September 2003
Entegris Inc USA Technology Hardware and Equipment 20,942 0.27 Base Date
Williams Sonoma USA Retailers 20,192 0.26
31 December 2002
WSP Global Canada Construction and Materials 19,552 0.25
Base Value
Reliance Inc USA Industrial Metals and Mining 19,044 0.24

Booz Allen Hamilton USA Industrial Support Services 18,987 0.24

200

DraftKings Inc (A) USA Travel and Leisure 18,944 0.24 Investability Screen
Totals 245,562 3.14 Actual free float applied and liquidity
screened
Index Calculation
2200 GMT

Distribution
End of day
Currency
USD, EUR, GBP, JPY, Local
Review Dates
Semi-annually in March and September
History
Available from 1993

Source: FTSE Russell as at 29 March 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 Global Small Cap Index Data as at: 29 March 2024

Country Breakdown
FTSE Global Equity Index Series wi All
FTSE Global Small Cap
Cap

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

Australia 189 144,797 1.85 297 1,510,733 1.87

Austria 19 20,319 0.26 26 56,313 0.07

Belgium 22 29,040 0.37 37 198,878 0.25

Brazil 83 45,808 0.59 165 464,978 0.58

Canada 122 437,391 5.60 170 2,186,526 2.71

Chile 10 4,260 0.05 31 45,220 0.06

China 1182 148,723 1.90 2423 2,066,282 2.56

Colombia - - - 3 8,610 0.01

Czech Rep. - - - 4 10,027 0.01

Denmark 23 53,787 0.69 40 642,331 0.80

Egypt 6 3,247 0.04 9 7,531 0.01

Finland 19 28,405 0.36 33 195,882 0.24

France 63 78,394 1.00 132 2,082,009 2.58

Germany 83 87,994 1.13 153 1,580,501 1.96

Greece 4 872 0.01 32 45,288 0.06

Hong Kong 51 15,332 0.20 123 372,658 0.46

Hungary - - - 4 18,733 0.02

Iceland 4 793 0.01 15 8,670 0.01

India 277 205,505 2.63 505 1,718,685 2.13

Indonesia 35 15,150 0.19 77 162,291 0.20

Ireland 1 1,075 0.01 6 50,105 0.06

Israel 40 25,047 0.32 70 139,944 0.17

Italy 54 60,740 0.78 89 575,145 0.71

Japan 928 415,394 5.32 1434 5,058,406 6.26

Korea 320 121,826 1.56 479 1,080,551 1.34

Kuwait 13 8,006 0.10 21 69,099 0.09

Malaysia 42 22,368 0.29 81 144,721 0.18

Mexico 10 10,306 0.13 48 236,286 0.29

Netherlands 23 28,739 0.37 54 890,932 1.10

New Zealand 12 8,625 0.11 27 61,156 0.08

Norway 40 48,943 0.63 58 161,757 0.20

Pakistan 13 3,473 0.04 14 3,755 0.00

Philippines 7 2,863 0.04 31 54,802 0.07

Poland 20 24,154 0.31 30 82,564 0.10

Portugal 11 8,589 0.11 15 36,944 0.05

Qatar 4 2,540 0.03 21 68,078 0.08

Romania 1 138 0.00 8 10,876 0.01

Saudi Arabia 28 17,412 0.22 88 353,221 0.44

Singapore 31 18,266 0.23 67 239,461 0.30

South Africa 36 24,101 0.31 76 235,001 0.29

Spain 30 33,309 0.43 55 508,940 0.63

Sweden 89 118,852 1.52 141 678,026 0.84

Switzerland 63 82,092 1.05 115 1,661,401 2.06

Taiwan 377 250,812 3.21 499 1,570,456 1.94

Thailand 75 30,471 0.39 125 166,061 0.21

Turkiye 39 5,356 0.07 148 90,814 0.11

UAE 5 3,072 0.04 36 123,257 0.15

UK 171 267,239 3.42 274 2,866,552 3.55

USA 1159 4,851,523 62.08 1737 50,191,158 62.12

Totals 5834 7,815,150 100.00 10126 80,791,615 100.00

Source: FTSE Russell as at 29 March 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 Global Small Cap Index Data as at: 29 March 2024

ICB Supersector Breakdown

ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt %
1010 Technology 782 1,070,237 13.69

1510 Telecommunications 128 94,837 1.21

2010 Health Care 551 692,331 8.86

3010 Banks 213 393,042 5.03

3020 Financial Services 232 375,455 4.80

3030 Insurance 76 221,743 2.84

3510 Real Estate 435 573,619 7.34

4010 Automobiles and Parts 149 99,713 1.28

4020 Consumer Products and Services 320 510,700 6.53

4030 Media 107 69,001 0.88

4040 Retailers 168 273,311 3.50

4050 Travel and Leisure 172 239,052 3.06

4510 Food Beverage and Tobacco 212 188,141 2.41

4520 Personal Care Drug and Grocery Stores 104 107,879 1.38

5010 Construction and Materials 281 471,933 6.04

5020 Industrial Goods and Services 949 1,281,305 16.40

5510 Basic Resources 331 349,297 4.47

5520 Chemicals 243 165,526 2.12

6010 Energy 216 418,454 5.35

6510 Utilities 165 219,574 2.81

Totals 5834 7,815,150 100.00

Index Characteristics
Attributes FTSE Global Small Cap FTSE Global Equity Index Series wi
All Cap
Number of constituents 5834 10126

Net MCap (USDm) 7,815,150 80,791,615

Dividend Yield % 1.89 1.92

Constituent Sizes (Net MCap USDm)

Average 1,340 7,979

Largest 50,847 3,127,258

Smallest 25 22

Median 492 855

Weight of Largest Constituent (%) 0.65 3.87

Top 10 Holdings (% Index MCap) 3.14 17.26

29 March 2024

Source: FTSE Russell as at 29 March 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 Global Small Cap Index Data as at: 29 March 2024

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Source: FTSE Russell as at 29 March 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.