djsi diversified family - dow jones sustainability … robecosam at a glance • investment...
TRANSCRIPT
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Content
• RobecoSAM at a Glance
• Key messages DJSI Diversified
• DJSI Diversified universe
• DJSI Assessment
• DJSI Diversified Family
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RobecoSAM at a Glance
• Investment specialist focused exclusively on Sustainability Investing since 1995
• Offering complementary capabilities to Sustainability Investing
• Powering Dow Jones Sustainability Indices since 1999
• EUR 7.1 billion total assets (as per 31.03.2013)
• Servicing a global and diversified client base
• Approx. 110 employees headquartered in Zurich, Switzerland
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Key messages DJSI Diversified
• A new family of sustainability indices
• Leveraging the results of the RobecoSAM Corporate Sustainability Assessment (CSA)
• Index rules were set with the objective to maximize diversification while minimizing
the decrease in overall sustainability performance
• Developed to consciously consider country, sector and company size diversification
• Provides a solution to increase exposure to more sustainable companies while
maintaining low tracking error to traditional global benchmarks
• DJSI Diversified Family includes regional and local sub-indices
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Increased Corporate Sustainability Reporting: DJSI Participation Trend
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Participation of Companies in the Corporate Sustainability Assess-ment Questionnaire has been Constantly Increasing Over the YearsSource: RobecoSAM
31-5-2013
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1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Companies Participated Linear (Companies Participated)
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DJSI EmergingMarktes Diversified
151 Components58 DJSI Sectors17 Countries
DJSI World
Diversified
DJSI World Developed Diversified
DJSI North America Diversified
677 Components58 DJSI Sectors26 Countries
DJSI World
Diversified
*600 largest companies from South Korea, Australia, New Zealand, Japan, Hong Kong, Taiwan, and Singapore.Effective as of September 24, 2012 except for DJSI Emerging Markets which is as of February 21, 2013.
DJSI Assessment and Selection Process
DJSI Europe Developed Diversified
DJSI Asia Pacific Developed Diversified
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151 ComponentsDJSI Emerging Markets Diversified
163 ComponentsDJSI Asia Pacific Developed Diversified
192 ComponentsDJSI Europe Developed Diversified
as of May 30, 2013
DJSI World Diversified 677 Components
DJSI World Developed Diversified 526 Components
DJSI World Developed ex-Korea Diversified 493 Components
DJSI North America Diversified 170 Components
DJSI Emerging Markets Plus Diversified* 184 Components
DJSI World Diversified – Index Range
*DJSI Emerging Markets Plus Diversified includes Korea
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DJSI World Diversified – Country / Sector Allocations
as of April 30, 2013
Country AllocationSource: RobecoSAM and S&P Dow Jones Indices
Sector AllocationSource: RobecoSAM and S&P Dow Jones Indices
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Effective as of May 30, 2013
DJSI
Diversified
Starting
Universe
(S&P Global
BMI)
Assessed Universe(approx 2’600 companies) in 46 eligiblecountries
Eligible Universe(approx 1’300 companies)
677 components24 GICS Industry Groups43 Countries
DJSI World Diversified – Selection
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Since Launch, 09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI World Diversified – Performance
600
650
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Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI World Diversified (US Dollar) Net Total ReturnS&P Global LargeMidCap (US Dollar) Net Total Return
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DJSI World Diversified (TR, USD) Source: S&P, based on backtested data
Performance Comparison
as of April 30, 2013
30.04.2013DJSI
World Diversified USD NTR
S&P Global LargeMidCap
USD NTR
1 Month* 4.00% 3.56%3 Months 6.96% 6.29%YTD 2013 12.42% 10.80%1 Year 29.22% 27.13%3 Year 43.19% 45.14%2009** 3.83% 4.65%2010 11.48% 12.83%2011 -8.39% -7.58%2012 15.05% 16.13%
* 23.05.2013**30.09.2009
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DJSI World Diversified versus the S&P Global LargeMidCapIndex (as of April 30, 2013)
0
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50
75
100Risk & Crisis Management
Codes ofConduct/Compliance/Corruption&Bribery
Labor Practice Indicators and Human Rights
Human Capital Development
Stakeholder Engagement+Corporate Citizenship and Philanthropy
Environmental Policy/Management System
Climate Strategy
Operational Eco-Efficiency
DJSI World Diversified S&P Global LargeMidCap Index
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Effective as of May 30, 2013
DJSI World Developed Diversified – Selection
DJSI World
Diversified
Eligible Countries*(26)
526 Components24 GICS Industry Groups26 Countries
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Since Launch, 09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI World Developed Diversified – Performance
600
650
700
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950
1000
1050
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1150
1200
Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI World Developed Diversified (US Dollar) Net Total ReturnS&P Developed LargeMidCap (US Dollar) Net Total Return
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Effective as of May 30, 2013
DJSI Europe
Diversified
Eligible Countries*(17)
192 Components24 GICS Industry Groups17 Countries
DJSI Europe Diversified – Selection
*Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, United Kingdom
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09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI Europe Diversified - Performance
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1200
Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI Europe Diversified (US Dollar) Net Total Return
S&P Europe LargeMidCap (US Dollar) Net Total Return
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Effective as of May 30, 2013
DJSI North
America
Diversified
Eligible Countries*(2)
170 Components24 GICS Industry Groups2 Countries
DJSI North America Diversified – Selection
*Canada, United States
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09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI North America Diversified– Performance
600
650
700
750
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850
900
950
1000
1050
1100
1150
1200
Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI North America Diversified (US Dollar) Net Total ReturnS&P North America LargeMidCap (US Dollar) Net Total Return
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Effective as of May 30, 2013
DJSI Asia
Pacific
Diversified
Eligible Countries*(6)
163 Components22 GICS Industry Groups6 Countries
DJSI Asia Pacific Diversified – Selection
*Australia, Hong Kong, Japan, New Zealand, Singapore, South Korea
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09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI Asia Pacific Diversified – Performance
600
650
700
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800
850
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950
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1200
Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI Asia Pacific Diversified (US Dollar) Net Total ReturnS&P Asia Pacific LargeMidCap (US Dollar) Net Total Return
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Effective as of May 30, 2013
DJSI
Emerging
Markets
Diversified
Eligible Countries*(20)
151 Components24 GICS Industry Groups17 Countries
DJSI Emerging Markets Diversified – Selection
*Brazil, Chile, China, Colombia, the Czech Republic, Egypt, Hungary, India, Indonesia, Malaysia, Mexico, Morocco, Peru, the Philippines, Poland, Russia, South Africa, Taiwan, Thailand and Turkey
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09/09 – 04/13 (USD, Net Return)*Source: S&P, *based on backtested data
DJSI Emerging Markets Diversified – Performance
600
650
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1100
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1200
Sep-09 Mar-10 Sep-10 Mar-11 Sep-11 Mar-12 Sep-12 Mar-13
DJSI Emerging Markets Diversified (US Dollar) Net Total ReturnS&P Emerging LargeMidCap (US Dollar) Net Total Return
25Robeco
RobecoSAM AG
Josefstrasse 2188005 ZurichSwitzerlandPhone: +41 44 653 1800Fax: +41 44 653 1810E-Mail: indices@robecosam.comwww.robecosam.comwww.sustainability-indices.com
RobecoSAM Indices
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Disclaimer
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The Dow Jones Sustainability Indices are a joint product of S&P Dow Jones Indices LLC and/or its affiliates and RobecoSAM AG (“RobecoSAM”). S&P® is a registered trademark of Standard & Poor’s Financial Services LLC, Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and RobecoSAM® is a registered trademark of Robeco Groep N.V. The trademarks have been licensed to S&P Dow Jones Indices LLC and its affiliates. Inclusion of a company within a Dow Jones Sustainability Index is not a recommendation to buy, sell, or hold such company, nor is it investment advice. Investment products based on the Dow Jones Sustainability Indices are not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices LLC, RobecoSAM, Dow Jones or their affiliates.