Dow Jones Sustainability World Index TM

Fact Sheet Stated Objective The Dow Jones SustainabilityTM World Index is composed of global sustainability leaders as identified by RobecoSAM through a corporate sustainability assessment. The index represents the top 10% of the largest 2,500 companies in the S&P Global BMI based on long-term economic, environmental and social criteria.

Key Features —

Components are selected according to a systematic corporate sustainability assessment that identifies the sustainability leaders in each of 57 industry groups.

—

The underlying research methodology accounts for general as well as industry-specific sustainability trends and evaluates corporations based on a variety of criteria including climate change strategies, energy consumption, human resources development, knowledge management, stakeholder relations and corporate governance. While no industry is excluded in the selection process and in the composition of the Dow Jones Sustainability World Index, subsets of the index provide investors with the possibility to apply filters against certain sectors.

—

The Dow Jones SustainabilityTM World Index was first calculated on September 8, 1999.

Descriptive Statistics Market Capitalization (Billions)

Component Weight (%)

Currency

Component Number

Full

FloatAdjusted

Mean

Median

Largest

Smallest

Largest

Smallest

EUR

319

8,726.5

7,727.4

24.2

10.3

458.1

0.3

5.93

0.00

USD

319

9,204.2

8,150.4

25.5

10.9

483.2

0.3

5.93

0.00

Data calculated as of end of December, 2016. Mean, median, largest component and smallest component values are based on float-adjusted market capitalization.

Performance Total Return (%)

Annualized Total Return (%)

Currency

1-Month

3-Month

YTD

2015

1-Year

3-Year

5-Year

10-Year

Since Inception*

EUR

4.10

8.88

10.69

6.49

10.69

10.72

12.54

4.54

7.21

USD

3.50

2.19

7.48

-4.40

7.48

1.28

7.96

2.23

6.96

Source: S&P Dow Jones Indices LLC and/or its affiliates. Data as of end of December, 2016. Charts and graphs are provided for illustrative purposes. Past performance is no guarantee of future results. These charts and graphs may reflect hypothetical historical performance. Please see the Performance Disclosure at the end of this document for more information regarding the inherent limitations associated with back-tested performance. *Inception date: December 31, 1993.

Dow Jones SustainabilityTM World Index Fact Sheet

Fundamentals P/E (Including Negative)

P/E (Excluding Negative)

Trailing

Projected

Trailing

Projected

P/B

Indicated Dividend Yield

P/Sales

P/Cash Flow

21.70

15.26

18.29

15.20

1.90

3.08

1.58

8.70

Data calculated in USD as of end of December, 2016.

Symbols CHF

Total Return EUR

USD

CHF

Price Return EUR

USD

Suggested Symbol

W1SGITRC

W1SGITRE

W1SGITRD

W1SGIC

W1SGIE

W1SGI

Bloomberg

W1SGITRC

W1SGITRE

W1SGITRD

W1SGIC

W1SGIE

W1SGI

US&SGIT

N/A

N/A

US&SGIC

US&SGIE

US&ISG

Bridge Comstock

W1SGITRC

N/A

N/A

W1SGIC

W1SGIE

W1SGI

Reuters

.W1SGITRC

.W1SGITRE

.W1SGITRD

.W1SGIC

.W1SGIE

.W1SGI

Thomson

.DISTF

N/A

N/A

.DISCH

.DISER

.DJSGC

Telekurs

N/A

W1SGITRE

W1SGITRD

W1SGIC

W1SGIE

W1SGI

Thomson GlobalTopic

N/A

N/A

N/A

N/A

N/A

DJSGC.CT

Dow Jones SustainabilityTM World Index Fact Sheet

Country Allocation United States

31.39%

Switzerland

9.81%

United Kingdom

9.58%

Germany

9.35%

France

8.78%

Australia

5.83%

Japan

4.93%

Spain

3.74%

Netherlands

3.33%

Canada

3.30%

Taiwan

1.72%

South Korea

1.70%

Italy

1.56%

Denmark

1.09%

Sweden

0.93%

Brazil

0.84%

Finland

0.52%

Thailand

0.31%

India

0.29%

South Africa

0.18%

Portugal

0.17%

Colombia

0.17%

Chile

0.14%

Norway

0.11%

Singapore

0.11%

Hungary

0.05%

China

0.04%

Belgium

0.03%

Data calculated in USD as of end of December, 2016.

Sector Allocation Financials

24.96%

Health Care

16.37%

Technology

13.93%

Industrials

13.71%

Consumer Goods

11.33%

Basic Materials

6.32%

Oil & Gas

5.35%

Consumer Services

3.99%

Utilities

2.08%

Telecommunications

1.95%

Data calculated in USD as of end of December, 2016. Sectors are based on the ten industries defined by the proprietary classification system as described at www.djindexes.com

Dow Jones SustainabilityTM World Index Fact Sheet

Top Components Country

ISIN/Ticker

Industry

Supersector

Float Factor

Adjusted Weight (%)

United States

MSFT

Technology

Technology

1.00

5.93%

Company Microsoft Corp Nestle SA Reg Bank of America Corp

Switzerland

CH0038863350

Consumer Goods

Food & Beverage

1.00

2.74%

United States

BAC

Financials

Banks

1.00

2.74%

Novartis AG Reg Citigroup Inc

Switzerland

CH0012005267

Health Care

Health Care

1.00

2.35%

United States

C

Financials

Banks

1.00

2.08%

Switzerland

CH0012032048

Health Care

Health Care

1.00

1.97%

Roche Hldgs AG Ptg Genus Unitedhealth Group Inc

United States

UNH

Health Care

Health Care

1.00

1.87%

Cisco Systems Inc

United States

CSCO

Technology

Technology

1.00

1.86%

France

FR0000120271

Oil & Gas

Oil & Gas

1.00

1.59%

United Kingdom

GB00B03MLX29

Oil & Gas

Oil & Gas

1.00

1.49%

TOTAL SA Royal Dutch Shell PLC

Copyright © 2017 S&P Dow Jones Indices LLC, a division of S&P Global.

Quick Facts Component Number

Variable

Weighting

Float-adjusted market capitalization

Review Frequency

Annually

Base Value/Base Date

440.11 as of December 31, 1993

Calculation Frequency

Price Return: Every 15 seconds; Total Return: Summary Only

Dividend Treatment

Price return and total return versions are available. The total return version of the index is calculated with net dividends reinvested.

Estimated Back-Tested History Availability

Available daily back to December 31, 1993

Launch Date

September 8, 1999

For more information on the Dow Jones SustainabilityTM World Index, email [email protected] or call Americas +1.212.438.2046 | Asia +86.10.6569.2770 | EMEA : +44.20.7176.8888 Learn more at www.djindexes.com.

Dow Jones SustainabilityTM World Index Fact Sheet All information as of end of December, 2016 Source: S&P Dow Jones Indices LLC, a division of S&P Global. The launch date of the Dow Jones SustainabilityTM World Index was September 8, 1999. All information presented prior to the index launch date is back-tested. 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. Past performance is not an indication or guarantee of future results. Please see the Performance Disclosure at http://www.spindices.com/regulatory-affairs-disclaimers/ for more information regarding the inherent limitations associated with back-tested performance. Copyright © 2017 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. Redistribution or reproduction in whole or in part are prohibited without written permission. STANDARD & POOR’S and S&P are registered trademarks of Standard & Poor’s Financial Services LLC, a division of S&P Global (“S&P”); DOW JONES is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by S&P Dow Jones Indices LLC. S&P Dow Jones Indices LLC, Dow Jones, S&P, their respective affiliates, and their third-party data providers and licensors (collectively “S&P Dow Jones Indices Parties”) makes no representation or warranty, express or implied, as to the ability of any index to accurately represent the asset class or market sector that it purports to represent and S&P Dow Jones Indices Parties shall have no liability for any errors, omissions, or interruptions of any index or the data included therein. Past performance of an index is not an indication or guarantee of future results. This document does not constitute an offer of any services. All information provided by S&P Dow Jones Indices is general in nature and not tailored to the needs of any person, entity or group of persons. S&P Dow Jones Indices receives compensation in connection with licensing its indices to third parties and providing custom calculation services. It is not possible to invest directly in an index. Exposure to an asset class represented by an index may be available through investable instruments offered by third parties that are based on that index. S&P Dow Jones Indices Parties do not sponsor, endorse, sell, promote or manage any investment fund or other investment product or vehicle that seeks to provide an investment return based on the performance of any Index. S&P Dow Jones Indices LLC is not an investment or tax advisor. S&P Dow Jones Indices Parties make no representation regarding the advisability of investing in any such investment fund or other investment product or vehicle. A tax advisor should be consulted to evaluate the impact of any tax-exempt securities on portfolios and the tax consequences of making any particular investment decision. Credit-related information and other analyses, including ratings, are generally provided by licensors and/or affiliates of S&P Dow Jones Indices, including but not limited to S&P Global’s other divisions such as Standard & Poor’s Financial Services LLC and S&P Capital IQ LLC. Any credit-related information and other related analyses and statements are opinions as of the date they are expressed and are not statements of fact. S&P Dow Jones Indices LLC is analytically separate and independent from any other analytical department. For more information on any of our indices please visit www.spdji.com.

Ed 01-04-17, FACT-11-554-123016