SXI Switzerland Sustainability 25 Index®

The SXI Switzerland Sustainability 25 Index® in- cludes 25 stocks from the SMI® Expanded Index with the best sustainability scores.

The index is weighted based on free-float market cap-italization, with a single component’s weight capped at a maximum of 15 percent. It is reviewed annually in September. The component rebalancing is implemented yearly as part of the ordinary review in September.

Index methodologyThe Annual Review process involves making a selec-tion of companies from the eligible universe, which is the SMI Expanded after the removal of companies that meet the exclusionary criteria according to Sustainal-ytics’ research. The top 25 companies in terms of the highest sustainability score are selected to compose the SXI Switzerland Sustainability 25 Index®.

Your advantages at a glance– Focus on the most sustainable listed companies in Switzerland– Based on the 50 largest and most liquid stocks in the Swiss equity market– Component capping to avoid concentration

Quick facts– Calculation hour: 18:00:00– Calculation frequency: end of day– Launch date: 17 June 2014– Back-casted history available since 30. December 2008

Index name (full) ISIN Symbol Bloomberg

SXI Switzerland Sustainability 25 Index® (Total Return) CH0235574404 SSUST SSUST

SXI Switzerland Sustainability 25 Index® (Preisindex) CH0235557490 SSUSTX SSUSTX

Overview of SXI Switzerland Sustainability 25 Index®

Structure of the SXI® Family

Sektor Real EstateNumber of Shares Sektor Life Sciences

Switzerland Sustainability 25

SXI Life Sciences®

SXI Bio+Medtech® SXI Switzer-

land Sustain-ability 25®

SXI Real Estate®

SXI Real Estate®Funds

SXI Real Estate®Shares

SXI SwissReal Estate®

SXI SwissReal Estate®Funds

SXI SwissReal Estate®Shares

0

5

10

15

20

25

30

35

40

22

Key figures for the Switzerland Sustainability 25 Index®

The following table represents the risk/return profile of the Switzerland Sustainability 25 Index®.

Industry weightings and basket composition as of 30.12.2016

Historical annualized dividend yield (period 30.12.2008–30.12.2016): 3.28%

ISIN Index Name ytd 1y 3y 5y Volatility

CH0235574404 SXI Switzerland Sustainability 25 Index® (Total Return) –0.20% –0.20% 3.60% 10.48% 10.05%

CH0235557490 SXI Switzerland Sustainability 25 Index® (Preisindex) –3.74% –3.74% 0.32% 7.00% 10.08%

ISIN Company Name Weight in %

CH0012005267 NOVARTIS N 15.56

CH0038863350 NESTLE N 15.29

CH0012032048 ROCHE GS 15.17

CH0244767585 UBS GROUP N 8.18

CH0011075394 ZURICH INSURANCE N 6.00

CH0012221716 ABB LTD N 5.69

CH0210483332 RICHEMONT N 5.01

CH0126881561 SWISS RE N 4.43

CH0012138530 CS GROUP N 4.11

CH0012214059 LAFARGEHOLCIM N 3.67

CH0030170408 GEBERIT N 2.15

CH0010645932 GIVAUDAN N 2.11

CH0008742519 SWISSCOM N 1.65

CH0012138605 ADECCO N 1.62

CH0002497458 SGS N 1.61

CH0000587979 SIKA I 1.50

CH0013841017 LONZA N 1.33

CH0024638196 SCHINDLER PS 1.04

CH0012549785 SONOVA N 0.96

CH0012142631 CLARIANT N 0.71

CH0012280076 STRAUMANN N 0.64

CH0024638212 SCHINDLER N 0.49

CH0001752309 FISCHER N 0.49

CH0009002962 BARRY CALLEBAUT N 0.40

CH0038388911 SULZER N 0.19

Financials23%

Telecommunications 2%

Basic Materials3%

Consumer Goods21%

Industrials18%Health Care

33%

33

Index Research MethodologyThe SXI Switzerland Sustainability 25 Index relies on Sustainalytics’ Sustainability Research to select the 25 most sustainable companies within the SMI Expanded

Index. It excludes companies that Sustainalytics assesses as non-compliant with the Global Compact principles. The research process comprises following key aspects:

Please visit our website for further information: www.six-swiss-exchange.com/indices

Aspect Detail

Accurate Ratings The selection is determined by Sustainalytics’ ESG ratings, which are based on a robust analytical framework that assesses a total of 42 different industries, on a best-in-class basis. Combining a set of 80–100 core and industry-specific indicators, weighted according to their relevance for each industry, these indicators measure company performance in the three areas of Sustainability – Environment, Social and Corporate Governance (ESG).

Reliable Sources Sustainalytics assesses the eligible universe based on publicly available information released by the issuers, but also relies on third-party sources, including the world’s leading news providers, and the Carbon Disclosure project. Upon completion of its first assessment, Sustainalytics enters into dialogue with the issuers and invites them to provide feedback.

Frequent Research Updates The ESG research is conducted and updated on an ongoing basis by Sustainalytics.

Fast Exit Sustainalytics continuously monitors the global media for controversial business conduct. In the case of serious allegations, Sustainalytics analyses the facts in its quarterly review, engages with the concerned companies, and after consultation, a committee of senior managers may decide to assess the company as non-compliant with the Global Compact principles. A non-compliant assessment will lead to the immediate removal of the issuer.

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All used data are on a yearly basis as of 31.12.2016. Source: SIX Swiss Exchange Ltd

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