FTSE Russell Factsheet

FTSE 350 Index

Data as at: 28 June 2024
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The FTSE 350 Index represents large and mid cap stocks traded on the London Stock Exchange FEATURES
(LSE), which pass screening for size and liquidity. The FTSE 350 index is made up of the
constituents of the FTSE 100 and FTSE 250 index. FTSE 350 Index constituents are traded on Objective
the LSE's SETS trading systems. The index is designed for use in the creation
10-Year Performance - Total Return of index tracking funds, derivatives and as a
(GBP) performance benchmark.
220 Investability
200
Stocks are selected and weighted to ensure
180
that the index is investable.
160
140
Liquidity
120 Stocks are screened to ensure that the index
100 is tradable.
80
Transparency
Jun-2014 Jun-2015 Jun-2016 Jun-2017 Jun-2018 Jun-2019 Jun-2020 Jun-2021 Jun-2022 Jun-2023 Jun-2024
Data as at month end The index uses a transparent, rules-based
FTSE 350 FTSE 350 ex Investment Trusts Index FTSE 100 construction process. Index Methodologies
FTSE 250 FTSE SmallCap FTSE All-Share are freely available on the FTSE Russell
website.
Performance and Volatility - Total Return Availability
Index (GBP) Return % Return pa %* Volatility %** The index is calculated based on price and
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time
FTSE 350 3.7 7.4 7.4 13.0 24.7 30.5 7.6 5.5 10.3 11.7 14.4 intra-second and end-of-day.
FTSE 350 ex Investment Trusts Index 3.7 7.5 7.5 12.8 26.4 30.7 8.1 5.5 10.4 11.8 14.6 Industry Classification Benchmark (ICB)
FTSE 100 3.7 7.9 7.9 12.8 30.2 32.4 9.2 5.8 10.2 11.5 13.8
Index constituents are categorised in
FTSE 250 3.2 4.8 4.8 13.9 -0.9 19.1 -0.3 3.6 14.0 15.3 19.5
accordance with the Industry Classification
FTSE SmallCap 6.5 6.7 6.7 14.6 1.4 40.9 0.5 7.1 8.8 11.2 17.8 Benchmark (ICB), the global standard for
FTSE All-Share 3.7 7.4 7.4 13.0 23.9 30.9 7.4 5.5 10.2 11.7 14.4 industry sector analysis.

* 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 % (GBP) 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
FTSE 350 1.2 0.7 16.8 12.9 -9.5 19.2 -10.3 18.2 0.8 8.0

FTSE 350 ex Investment Trusts

1.0 0.6 16.8 12.8 -9.7 19.1 -11.6 18.5 2.0 8.1
Index

FTSE 100 0.7 -1.3 19.1 11.9 -8.7 17.3 -11.5 18.4 4.7 7.9

FTSE 250 3.7 11.2 6.7 17.8 -13.3 28.9 -4.6 16.9 -17.4 8.0

FTSE SmallCap 0.9 9.2 14.3 18.2 -9.5 18.8 7.1 23.0 -13.6 6.7

FTSE All-Share 1.2 1.0 16.8 13.1 -9.5 19.2 -9.8 18.3 0.3 7.9

Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 1 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 350 Index Data as at: 28 June 2024

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (GBP) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE All-Share Index
FTSE 350 1.3 0.7 0.4 0.5 -6.1 -11.0 -35.2 -35.2

FTSE 350 ex Investment Trusts Index 1.3 0.7 0.4 0.5 -6.0 -10.7 -35.3 -35.3 Base Date

FTSE 100 1.3 0.8 0.4 0.5 -5.5 -9.3 -34.2 -34.2 30 December 1983
FTSE 250 1.0 0.0 0.2 0.3 -12.3 -29.5 -41.7 -41.7 Base Value
FTSE SmallCap 1.6 0.0 0.4 0.5 -9.0 -23.2 -39.8 -39.8
100
FTSE All-Share 1.3 0.7 0.4 0.5 -6.1 -11.1 -35.3 -35.3
Investability Screen
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Actual free float applied and liquidity
Drawdown - based on daily data
screened
Top 10 Constituents - FTSE 350 Index Calculation
Constituent ICB Sector Net MCap (GBPm) Wgt %
Real-time and end-of-day index available
AstraZeneca Pharmaceuticals and Biotechnology 185,056 7.89
End-of-Day Distribution
Shell Oil Gas and Coal 181,099 7.72
Via FTP and email
HSBC Hldgs Banks 128,754 5.49

Unilever Personal Care Drug and Grocery Stores 107,040 4.56 Currency
BP Oil Gas and Coal 80,230 3.42 GBP, EUR
RELX Media 67,998 2.90 Review Dates
GSK Pharmaceuticals and Biotechnology 61,140 2.61
Quarterly in March, June, September,
Rio Tinto Industrial Metals and Mining 55,576 2.37
December
Diageo Beverages 55,316 2.36
History
Glencore Industrial Metals and Mining 54,807 2.34
Available from October 1992
Totals 977,016 41.64

Top 10 Constituents - FTSE 350 ex Inv Tr

Constituent ICB Sector Net MCap (GBPm) Wgt %
AstraZeneca Pharmaceuticals and Biotechnology 185,056 8.33

Shell Oil Gas and Coal 181,099 8.15

HSBC Hldgs Banks 128,754 5.80

Unilever Personal Care Drug and Grocery Stores 107,040 4.82

BP Oil Gas and Coal 80,230 3.61

RELX Media 67,998 3.06

GSK Pharmaceuticals and Biotechnology 61,140 2.75

Rio Tinto Industrial Metals and Mining 55,576 2.50

Diageo Beverages 55,316 2.49

Glencore Industrial Metals and Mining 54,807 2.47

Totals 977,016 43.98

Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 2 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 350 Index Data as at: 28 June 2024

ICB Industry Breakdown

FTSE 350 FTSE 350 ex Investment FTSE All-Share
Trusts Index

ICB Code ICB Industry No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt %
Cons (GBPm) Cons (GBPm) Cons (GBPm)

10 Technology 13 31,360 1.34 13 31,360 1.41 16 32,298 1.35

15 Telecommunications 6 29,079 1.24 6 29,079 1.31 6 29,079 1.21

20 Health Care 9 286,160 12.20 9 286,160 12.88 10 286,415 11.95

30 Financials 136 558,013 23.78 50 432,857 19.49 257 586,881 24.50

35 Real Estate 25 57,198 2.44 25 57,198 2.57 49 62,296 2.60

Consumer
40 52 254,622 10.85 52 254,622 11.46 75 259,442 10.83
Discretionary

45 Consumer Staples 22 320,507 13.66 22 320,507 14.43 25 320,991 13.40

50 Industrials 57 288,703 12.30 57 288,703 13.00 85 295,184 12.32

55 Basic Materials 14 167,594 7.14 14 167,594 7.54 21 168,953 7.05

60 Energy 8 267,201 11.39 8 267,201 12.03 15 268,355 11.20

65 Utilities 8 86,026 3.67 8 86,026 3.87 8 86,026 3.59

Totals 350 2,346,463 100.00 264 2,221,308 100.00 567 2,395,921 100.00

Index Characteristics
Attributes FTSE 350 FTSE 350 ex Investment Trusts Index
Number of constituents 350 264

Net MCap (GBPm) 2,346,463 2,221,308

Dividend Yield % 3.69 3.75

Constituent Sizes (Net MCap GBPm)

Average 6,704 8,414

Largest 185,056 185,056

Smallest 81 81

Median 1,497 1,814

Weight of Largest Constituent (%) 7.89 8.33

Top 10 Holdings (% Index MCap) 41.64 43.98

28 June 2024

Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 3 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE 350 Index Data as at: 28 June 2024

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Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 4 of 4
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.