FTSE Russell Factsheet | March 29, 2019

FTSE All-World + FTSE World Government Bond Indexes
FTSE Multi-Asset Composite Index SeriesMulti-Asset | Multi-Currency
The FTSE Multi-Asset Composite Index Series is designed to measure cross-asset market returns for a range of regions and risk exposures. Eachindex is constructed as an index-level composite of at least one broad-market equity and one fixed income index. Some indexes also include a cash
component. Each family within the series includes a selection of weighting ratios to proxy a range of asset class allocations.
Each series is produced in four weightings as standard: 80/20, 60/40, 50/50, 30/70 (EQ/FI). Versions inclusive of cash are also available, with cash
weighted at 2% as standard. Composite index weightings are reset monthly, whilst underlying indexes retain their respective rebalance schedules.
Reporting is across four major currencies (USD, EUR, GBP, JPY). These indexes are fully customisable on request.
Underlying Indexes
The FTSE All-World Index is a market-capitalisation weighted index representing the performance of the large and mid cap stocks from the FTSEGlobal Equity Index Series and covers 90-95% of the investable market capitalisation. The index covers Developed and Emerging markets.
The FTSE World Government Bond Index (WGBI) measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. TheWGBI is a widely used benchmark that currently includes sovereign debt from over 20 countries, denominated in a variety of currencies, and has morethan 30 years of history available. The WGBI provides a broad benchmark for the global sovereign fixed income market.
Please refer to individual factsheets for FTSE All-World Index and FTSE World Government Bond Index for design criteria. These can be found at
ftserussell.com.

PERFORMANCE STATISTICSHISTORICAL INDEX LEVEL (Unhedged, in USD)

Returns vs Volatilities*
FTSE All-World Weight100%

80%60%50%30%0%

FTSE WGBI Weight

0%

20%

40%

50%

70%

100%

Returns / Volatilities*

0.94

0.98

1.01

1.01

0.92

0.38

*Annualized over 10 Years

Annualised
ReturnAnnualised
Volatility

ftserussell.com
Source: FTSE Russell as of March 29, 2019. Past performance is no guarantee of future results.
Returns shown prior to November 1, 1986 reflect hypothetical historical performance.
Please see the end for important legal disclosures.

FTSE All-World + FTSE World Government Bond Indexes | 01

FTSE Russell Factsheet | FTSE All-World + FTSE World Government Bond Indexes | March 29, 2019

ANNUALIZED RETURNS AND RISKS* (in %)FTSE All-WorldFTSE All-World + FTSE WGBIFTSE WGBI

100%

80% FTSE All-World +20% FTSE WGBI

60% FTSE All-World +40% FTSE WGBI

50% FTSE All-World +50% FTSE WGBI

30% FTSE All-World +70% FTSE WGBI

100%1 Year2.87

2.14

1.33

0.89

-0.04

-1.57

3 Years

11.20

9.18

7.14

6.11

4.06

0.95

5 Years

7.05

5.84

4.58

3.94

2.63

0.59

10 Years

12.62

10.62

8.58

7.54

5.43

2.20

Inception

5.10

5.15

5.09

5.02

4.80

4.28

1 Year

11.42

9.09

6.87

5.84

4.10

3.57

3 Years

10.02

8.10

6.40

5.70

4.79

5.23

5 Years

10.78

8.56

6.60

5.81

4.84

5.59

10 Years

13.44

10.88

8.52

7.48

5.90

5.76

Inception

15.50

12.35

9.51

8.28

6.49

6.67

1 Month

6 Months

1 Year

3 Years

5 Years

10 Years-0.39-0.16

-0.06

0.04

-0.09

0.08Returns

Volatilities*Unhedged in USD

CORRELATIONS (in %)FTSE All-World and
FTSE WGBI

Compound annual returns (unhedged in USD) measured over time period shown. Annualized volatility data based on daily return data over stated period; annualized using 252 trading-day year.

ACCESS TO INDEXESBLOOMBERGAWL6WGBI4 60% FTSE All-World + 40% FTSE WGBI, in USD
GAC6WBG4 60% FTSE Global All Cap + 40% FTSE WorldBIG, in USD
AWL6EBG4 60% FTSE All World + 40% EuroBIG, in EUR
AWL6UBG4 60% FTSE All World + 40% FTSE USBIG, in USD
RU16UBG4 60% Russell 1000 + 40% FTSE USBIG, in USD
R1V6UBG4 60% Russell 1000 Value + 40% FTSE USBIG, in USD
RU16UST4 60% Russell 1000 + 40% FTSE US Treasury, in USD
RU36UBG4 60% Russell 3000 + 40% FTSE USBIG, in USD

AWE6EMG4 60% FTSE Emerging + 40% FTSE EMGBI, in USD
AWE6EGU4 60% FTSE Emerging + 40% FTSE EMUSDGBI, in USD
EZN6EBG4 60% FTSE Eurozone + 40% FTSE EuroBIG, in EUR
EZN6EGB4 60% FTSE Eurozone + 40% FTSE EGBI, in EUR
CN56CGB4 60% FTSE China A50 + 40% FTSE CGBI, in CNY
CNA6CGP4 60% FTSE China A + 40% FTSE CNGPBI, in CNY
CAC6CBB4 60% FTSE China A All Cap + 40% FTSE CNYBBI, in CNY© 2019 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt CapitalMarkets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”) and (7) The Yield Book Inc. (“YB”). All rights
reserved.
FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI and YB. “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE4Good®”, “ICB®”, “Mergent®” , “WorldBIG®”, “USBIG®”, “EuroBIG®”,“AusBIG®”, “The Yield Book®”, and all other trademarks and service marks used herein (whether registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSE Group or theirrespective licensors and are owned, or used under license, by FTSE, Russell, MTSNext, FTSE Canada, Mergent, FTSE FI or YB.
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Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect
back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same
methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change frommonth to month based on revisions to the underlying economic data used in the calculation of the index.
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member ofthe LSE Group. Use and distribution of the LSE Group data requires a license from FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and/or their respective licensors.

Source: FTSE Russell as of March 29, 2019. Past performance is no guarantee of future results.
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