Index Factsheet

MSCI World Energy 35/20 Capped Index (USD)

The MSCI World Energy 35/20 Capped Index is based on MSCI World index, its parent index and is designed to measure the performance
of the large and mid cap representation across 23 Developed Markets (DM) countries*. All securities in the index are classified in the
Energy sector as per the Global Industry Classification Standard (GICS®). The weight of the largest issuer in the index is constrained to
35% and the weights of all other entities are constrained to a maximum of 20%.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD) ANNUAL PERFORMANCE (%)

(NOV 2013 – APR 2024) MSCI World Energy
Year MSCI World
35/20 Capped
300
MSCI World Energy 35/20 Capped 2023 2.54 23.79
MSCI World 2022 46.01 -18.14
245.37 2021 40.09 21.82
2020 -31.46 15.90
200 2019 11.45 27.67
2018 -15.84 -8.71
2017 4.97 22.40
137.84 2016 26.56 7.51
2015 -22.80 -0.87
100
2014 -11.60 4.94

0
Nov 13 Oct 14 Aug 15 Jul 16 May 17 Mar 18 Feb 19 Dec 19 Nov 20 Sep 21 Aug 22 Jun 23 Apr 24

INDEX PERFORMANCE — NET RETURNS (%) (APR 30, 2024) FUNDAMENTALS (APR 30, 2024)
ANNUALIZED

1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr NovSince Div Yld (%) P/E P/E Fwd P/BV

26, 2013

MSCI World Energy 35/20

0.31 11.23 12.58 10.10 23.62 8.95 2.26 3.12 3.58 11.19 11.12 1.93
Capped
MSCI World -3.71 3.59 18.39 4.84 5.63 10.46 8.87 8.98 1.88 21.24 17.91 3.26

INDEX RISK AND RETURN CHARACTERISTICS (NOV 26, 2013 – APR 30, 2024)
ANNUALIZED STD DEV (%) 2 SHARPE RATIO 2 , 3 MAXIMUM DRAWDOWN
Since
Tracking Turnover
Beta 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr Nov 26, (%) Period YYYY-MM-DD
Error (%) (%) 1 2013
MSCI World Energy 35/20
1.13 19.24 2.74 24.72 31.42 25.73 0.87 0.36 0.16 0.19 69.47 2014-06-23—2020-03-18
Capped
MSCI World 1.00 0.00 2.29 17.08 18.17 14.98 0.25 0.53 0.54 0.56 34.03 2020-02-12—2020-03-23
1 2 3
Last 12 months Based on monthly net returns data Based on NY FED Overnight SOFR from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI World Energy 35/20 Capped Index (USD) | msci.com

APR 30, 2024 Index Factsheet

MSCI World Energy 35/20 Capped Index (USD)

INDEX CHARACTERISTICS TOP 10 CONSTITUENTS

MSCI World Energy MSCI World Country Index Parent Index
35/20 Capped Wt. (%) Wt. (%)
Number of 58 1,465 EXXON MOBIL CORP US 16.25 0.76
Constituents CHEVRON CORP US 9.91 0.46
Weight (%) SHELL GB 8.02 0.37
Largest 16.25 4.40 TOTALENERGIES FR 5.48 0.25
Smallest 0.15 0.00 CONOCOPHILLIPS US 5.13 0.24
BP GB 3.84 0.18
Average 1.72 0.07
CANADIAN NAT RESOURCES CA 2.79 0.13
Median 0.92 0.02
EOG RESOURCES US 2.65 0.12
ENBRIDGE CA 2.60 0.12
MARATHON PETROLEUM US 2.37 0.11
Total 59.04 2.75

SUB-INDUSTRY WEIGHTS COUNTRY WEIGHTS

11.36% 12.7% 11.85%
23.57%
8.07% 5.48%

1.95%
4.89%
5.37%
0.68%

62.66%
51.43%

Integrated Oil & Gas 51.43% Oil & Gas Exploration & Production 23.57% United States 62.66% Canada 12.7% United Kingdom 11.85% France 5.48%

Oil & Gas Storage & Transportation 11.36% Oil & Gas Refining & Marketing 8.07% Australia 1.95% Other 5.37%

Oil & Gas Equipment & Services 4.89% Coal & Consumable Fuels 0.68%

*DM countries include: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway,
Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US.

The MSCI World Energy 35/20 Capped Index was launched on May 07, 2020. Data prior to the launch date is back-tested test (i.e. calculations of how the index might have
performed over that time period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance --
whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI World Energy 35/20 Capped Index (USD) | msci.com

APR 30, 2024 Index Factsheet

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MSCI World Energy 35/20 Capped Index (USD) | msci.com