FTSE FACTSHEET
FTSE Global Small Cap Index
bmkTitle1The FTSE Global Small Cap Index is derived from FTSE's flagship Global Equity Series universe,
which comprises around 7,000 securities worldwide, giving the international investor
unparalleled access to stock markets around the world. The FTSE Global Small Cap Index covers
around 4,400 liquid small cap stocks in 47 countries.
5-Year Performance - Total Return
70 80 90 100 110 120 130 140 150Jun-2011 Jun-2012 Jun-2013 Jun-2014 Jun-2015 Jun-2016
Data as at month end
FTSE Global Small Cap FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap
(USD)
Performance and Volatility - Total Return
Index (USD)
Return %
Return pa %*
Volatility %**
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE Global Small Cap
1.9
2.7
2.7
-4.8
22.2
31.8
6.9
5.7
15.6
13.5
15.1
FTSE Dev Small Cap
1.9
2.6
2.6
-4.5
24.6
36.6
7.6
6.4
16.0
13.7
15.1
FTSE Emerging Small Cap
2.4
4.0
4.0
-9.5
-0.8
-8.7
-0.3
-1.8
17.0
15.0
18.6
FTSE Global All Cap
1.3
1.7
1.7
-3.3
21.5
33.4
6.7
5.9
15.4
12.9
13.7
* 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)
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
FTSE Global Small Cap
24.3
9.6
-45.9
48.0
26.8
-10.4
17.8
28.0
2.5
-2.0
FTSE Dev Small Cap
23.5
6.1
-43.8
43.0
27.0
-8.5
17.0
30.9
2.6
-1.3
FTSE Emerging Small Cap
34.8
53.8
-63.3
117.2
25.8
-27.1
25.2
2.3
1.5
-10.5
FTSE Global All Cap
22.5
12.3
-42.2
37.5
14.8
-7.6
17.2
23.9
4.5
-1.7
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
-0.3
0.5
0.4
0.3
-19.9
-21.9
-26.0
-62.0
FTSE Dev Small Cap
-0.3
0.5
0.4
0.3
-20.0
-21.8
-25.8
-61.1
FTSE Emerging Small Cap
-0.5
0.0
-0.1
0.2
-23.5
-28.4
-28.7
-71.4
FTSE Global All Cap
-0.2
0.5
0.4
0.3
-17.5
-19.2
-21.8
-58.4
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
FEATURES
Coverage
The small cap segment within the FTSE
Global Equity Index universe.
Objective
The index is designed for use in the creation
of index tracking funds, derivatives and as a
performance benchmark.
Investability
Stocks are selected and weighted to ensure
that the index is investable.
Liquidity
Stocks are screened to ensure that the index
is tradable.
Transparency
The index uses a transparent, rules-based
construction process. Index Rules are freely
available on the FTSE website.
Availability
The index is calculated based on price and
total return methodologies.
Industry Classification Benchmark
Index constituents are categorized in
accordance with the Industry Classification
Benchmark (ICB), the global standard for
industry sector analysis.
Top 10 Constituents - FTSE Global Small Cap Index
Constituent
Country
ICB Sector
Net MCap (USDm)
Wgt %
Waste Connections Inc
Canada
Support Services
12,640
0.27
Global Payments Inc
USA
Support Services
10,822
0.23
Albemarle
USA
Chemicals
8,919
0.19
Resmed Inc
USA
Health Care Equipment & Services
8,873
0.19
Vantiv
USA
Support Services
8,664
0.18
Valspar Cp
USA
Construction & Materials
8,585
0.18
Ingredion
USA
Food Producers
8,463
0.18
Cooper Cos Inc
USA
Health Care Equipment & Services
8,337
0.18
Idexx Labs
USA
Health Care Equipment & Services
8,324
0.18
Atmos Energy
USA
Gas Water & Multiutilities
8,243
0.17
Totals
91,869
1.93
INFORMATION
Index Universe
FTSE Global Equity Index Series
Index Launch
1 September 2003
Base Date
31 December 2002
Base Value
200
Investability Screen
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
Country Breakdown
FTSE Global Small Cap
FTSE Global All Cap
Country
No. of Cons
Net MCap (USDm)
Wgt %
No. of Cons
Net MCap (USDm)
Wgt %
Australia
150
88,254
1.86
246
970,191
2.39
Austria
21
16,190
0.34
28
36,534
0.09
Belgium & Lux.
24
24,594
0.52
37
202,217
0.50
Brazil
55
21,689
0.46
120
301,221
0.74
Canada
153
297,419
6.26
215
1,307,986
3.22
Chile
9
5,184
0.11
30
51,066
0.13
China
187
58,823
1.24
423
854,037
2.10
Colombia
2
1,191
0.03
15
22,358
0.06
Czech Rep.
2
451
0.01
5
6,775
0.02
Denmark
20
21,529
0.45
39
256,445
0.63
Egypt
13
1,884
0.04
22
10,183
0.03
Finland
23
25,831
0.54
36
147,830
0.36
France
62
52,698
1.11
144
1,134,912
2.79
Germany
73
73,446
1.55
142
1,099,860
2.71
Greece
11
2,488
0.05
22
15,575
0.04
Hong Kong
121
40,944
0.86
213
482,904
1.19
Hungary
-
-
-
4
10,401
0.03
India
143
54,170
1.14
275
445,380
1.10
Indonesia
37
15,339
0.32
64
102,960
0.25
Ireland
7
8,816
0.19
11
35,023
0.09
Israel
28
6,007
0.13
57
93,734
0.23
Italy
67
49,773
1.05
100
292,905
0.72
Japan
781
320,589
6.75
1264
3,282,132
8.08
Korea
247
92,601
1.95
372
642,842
1.58
Malaysia
53
20,615
0.43
98
154,688
0.38
Mexico
23
9,511
0.20
69
173,055
0.43
Netherlands
24
31,392
0.66
49
387,532
0.95
New Zealand
21
15,553
0.33
36
49,173
0.12
Norway
34
26,576
0.56
44
98,440
0.24
Pakistan
12
5,824
0.12
16
8,252
0.02
Peru
-
-
-
2
10,453
0.03
Philippines
18
10,648
0.22
44
72,563
0.18
Poland
14
3,862
0.08
40
46,759
0.12
Portugal
10
5,882
0.12
15
24,607
0.06
Russia
8
1,295
0.03
42
149,750
0.37
Singapore
58
28,239
0.59
98
197,278
0.49
South Africa
32
11,462
0.24
113
303,153
0.75
Spain
32
34,028
0.72
62
381,321
0.94
Sweden
67
76,567
1.61
102
405,955
1.00
Switzerland
55
58,632
1.23
102
1,167,025
2.87
Taiwan
333
120,791
2.54
428
575,480
1.42
Thailand
63
25,802
0.54
100
110,211
0.27
Turkey
40
5,828
0.12
74
57,379
0.14
UAE
6
1,249
0.03
27
40,033
0.10
UK
187
236,475
4.98
326
2,619,625
6.45
USA
1330
2,739,118
57.67
1954
21,768,830
53.61
Totals
4656
4,749,262
100.00
7725
40,607,032
100.00
ICB Supersector Breakdown
ICB Code
ICB Supersector
No. of Cons
Net MCap (USDm)
Wgt %
0500
Oil & Gas
194
216,209
4.55
1300
Chemicals
150
125,817
2.65
1700
Basic Resources
200
178,666
3.76
2300
Construction & Materials
253
185,010
3.90
2700
Industrial Goods & Services
853
826,473
17.40
3300
Automobiles & Parts
109
65,652
1.38
3500
Food & Beverage
171
151,492
3.19
3700
Personal & Household Goods
281
216,116
4.55
4500
Health Care
347
428,588
9.02
5300
Retail
300
283,738
5.97
5500
Media
104
103,061
2.17
5700
Travel & Leisure
199
197,071
4.15
6500
Telecommunications
37
37,468
0.79
7500
Utilities
122
179,270
3.77
8300
Banks
189
219,209
4.62
8500
Insurance
79
111,259
2.34
8600
Real Estate
435
607,256
12.79
8700
Financial Services
197
176,084
3.71
9500
Technology
436
440,824
9.28
Totals
4656
4,749,262
100.00
Index Characteristics
Attributes
FTSE Global Small Cap
FTSE Global All Cap
Number of constituents
4656
7725
Net MCap (USDm)
4,749,262
40,607,032
Dividend Yield %
2.10
2.60
Constituent Sizes (Net MCap USDm)
Average
1,020
5,257
Largest
12,640
523,642
Smallest
0
0
Median
555
1,081
Weight of Largest Constituent (%)
0.27
1.29
Top 10 Holdings (% Index MCap)
1.93
7.87
30 June 2016
Data definitions available from info@ftse.com
To learn more, visit www.ftserussell.com;
email index@russell.com, info@ftse.com; or
call your regional Client Services Team office:
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