FTSE Russell Factsheet
FTSE Global Artificial Intelligence Index
Data as at: 30 November 2023
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The FTSE Global Artificial Intelligence Index is a liquidity-weighted index based on the FTSE FEATURES
Global All Cap Index which includes large, mid, and small-cap securities globally. The index
employs natural language processing techniques in selecting constituents associated with the Objective
underlying theme. The index is designed to represent the performance of companies that The indexes are designed for the creation of
provide products and services to facilitate use of artificial intelligence and machine learning, or index tracking funds, derivatives and as a
are expected to benefit from the utilization of artificial intelligence.
performance benchmark.
1-Year Performance - Total Return
Investability
(USD)
The index follows a liquidity weighting
130
125 scheme with a weight cap mechanism to
120 achieve an overall more diversified, better
115
liquidity investable opportunity set.
110
105 Capping
100
Constituents are capped quarterly in March,
95
90 June, September and December so that no
Nov-2022 Jan-2023 Mar-2023 May-2023 Jul-2023 Sep-2023 Nov-2023 more than 5% of the indexes weight may be
allocated to a single constituent.
FTSE Global Artificial Intelligence FTSE Global Artificial Intelligence Net Tax FTSE Global Equity Index Series wi All Cap Liquidity
Stocks in the underlying universe are
Performance and Volatility - Total Return liquidity screened to ensure tradability.
Index (USD) Return % Return pa %* Volatility %** Transparency
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR The index uses a transparent, rules-based
FTSE Global Artificial Intelligence -0.3 5.0 27.1 18.3 -12.4 - -4.3 - 24.0 31.2 - construction process. Index methodologies
FTSE Global Artificial Intelligence Net
-0.3 4.8 26.7 17.9 -13.1 - -4.6 - 24.0 31.2 - are freely available on the FTSE Russell
Tax
website.
FTSE Global Equity Index Series wi All
1.4 8.3 16.2 11.8 18.7 55.8 5.9 9.3 11.4 15.6 18.5
Cap Availability
* Compound annual returns measured over 3 and 5 years respectively The indexes are calculated based on price,
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
total return, and net total return
Year-on-Year Performance - Total Return methodologies, and available end-of-day.
Index % (USD) 2018 2019 2020 2021 2022 Industry Classification Benchmark
FTSE Global Artificial Intelligence - - - 10.7 -42.4 (ICB)
FTSE Global Artificial Intelligence
Net Tax
- - - 10.5 -42.6 Index constituents are categorized in
FTSE Global Equity Index Series accordance with the Industry Classification
-9.6 27.1 16.8 18.5 -17.9
wi All Cap Benchmark (ICB), the global standard for
industry sector analysis.
Return/Risk Ratio and Drawdown - Total Return
Index (USD) Return/Risk Ratio Drawdown (%)
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE Global Artificial Intelligence 0.7 -0.1 - - -17.8 -52.3 - -
FTSE Global Artificial Intelligence Net Tax 0.7 -0.1 - - -17.8 -52.4 - -
FTSE Global Equity Index Series wi All Cap 1.0 0.3 0.5 0.5 -10.8 -26.1 -34.3 -34.3
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data
Source: FTSE Russell as at 30 November 2023. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Global Artificial Intelligence Index Data as at: 30 November 2023
Top 10 Constituents INFORMATION
Constituent Country ICB Sector Net MCap (USDm) Wgt %
Index Universe
Intel Corp USA Technology Hardware and Equipment 1,253,045 5.86
Snowflake USA Software and Computer Services 1,205,030 5.63
FTSE Global All Cap Index
Salesforce Inc USA Software and Computer Services 1,194,170 5.58 Index Launch
International Bus Machns. USA Software and Computer Services 1,144,008 5.35 3 September 2021
Nvidia USA Technology Hardware and Equipment 1,093,519 5.11
Base Date
Accenture Cl A USA Industrial Support Services 1,090,619 5.10
18 June 2021
Workday USA Software and Computer Services 1,082,145 5.06
Microchip Technology USA Technology Hardware and Equipment 1,012,270 4.73 Base Value
Zhejiang Dahua Technology (A) (SC SZ) China Software and Computer Services 801,645 3.75 1000
C3 ai USA Software and Computer Services 627,743 2.93 Index Calculation
Totals 10,504,192 49.09
Available end-of-day
ICB Industry Breakdown End-of-Day Distribution
ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt % Via FTP and email
10 Technology 54 16,705,173 78.06
Currency
15 Telecommunications 2 567,946 2.65
USD, GBP, EUR, JPY, AUD, CNY, HKD, CAD
20 Health Care 7 700,755 3.27
30 Financials 2 238,028 1.11
Review Dates
35 Real Estate 2 110,349 0.52 Annually in June
40 Consumer Discretionary 6 920,895 4.30 History
50 Industrials 10 2,005,413 9.37
Available from June 2020
55 Basic Materials 1 119,209 0.56
60 Energy 1 31,642 0.15
Totals 85 21,399,410 100.00
Country Breakdown
Country No. of Cons Net MCap (USDm) Wgt %
Canada 2 24,192 0.11
China 13 2,738,150 12.80
France 1 178,948 0.84
Japan 4 240,796 1.13
Taiwan 3 893,392 4.17
UK 1 18,332 0.09
USA 61 17,305,599 80.87
Totals 85 21,399,410 100.00
Index Characteristics
Attributes FTSE Global Artificial Intelligence
Number of constituents 85
Dividend Yield % 1.11
Constituent (Wgt %)
Average 1.18
Largest 5.86
Median 0.54
Top 10 Holdings (Wgt %) 49.10
30 Novem ber 2023
Source: FTSE Russell as at 30 November 2023. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Global Artificial Intelligence Index Data as at: 30 November 2023
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purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested
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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-
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tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from
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Mergent, FTSE FI, YB, BR and/or their respective licensors.
Source: FTSE Russell as at 30 November 2023. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
