Factsheet

MSCI EUROPE INDEX (EUR)
The MSCI Europe Index captures large and mid cap representation across 15 Developed Markets (DM) countries in Europe*. With 447
constituents, the index covers approximately 85% of the free ﬂoat-adjusted market capitalization across the European Developed Markets
equity universe.
CUMULATIVE INDEX PERFORMANCE - NET RETURNS
ANNUAL PERFORMANCE (%)
(EUR) (JUL 2001 – JUL 2016)
Year
MSCI Europe
MSCI World
ACWI IMI
186.47
168.43
155.41
100
50
Oct 02
Jan 04
Apr 05
Jul 06
Oct 07
Jan 09
INDEX PERFORMANCE — NET RETURNS
Apr 10
Jul 11
Oct 12
Jan 14
Apr 15
MSCI World
ACWI IMI
8.22
6.84
19.82
17.29
-8.08
11.10
31.60
-43.65
2.69
19.61
26.09
12.18
15.26
-30.74
10.42
19.50
21.20
14.05
-2.38
19.53
25.94
-37.64
-1.66
7.40
26.17
6.46
10.74
-32.02
8.96
18.24
18.21
14.60
-4.81
22.29
32.16
-39.36
0.26
8.19
28.54
8.04
12.77
-30.07
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
200
Jul 01
MSCI Europe
Jul 16
FUNDAMENTALS ( JUL 29, 2016 )
(%) ( JUL 29, 2016 )
ANNUALIZED
MSCI Europe
MSCI World
ACWI IMI
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
Dec 31, 1998
Div Yld (%)
P/E
P/E Fwd
P/BV
3.51
3.54
3.77
1.37
6.15
6.43
-11.38
-1.65
-1.36
-3.98
1.91
2.85
6.89
12.88
12.22
7.84
13.46
12.20
3.14
6.19
6.29
3.52
4.49
5.22
3.60
2.57
2.50
20.77
20.98
20.89
14.95
16.32
16.06
1.72
2.17
2.02
INDEX RISK AND RETURN CHARACTERISTICS ( JUL 29, 2016 )
ANNUALIZED STD DEV (%) 2
MSCI Europe
MSCI World
ACWI IMI
SHARPE RATIO 2 , 3
MAXIMUM DRAWDOWN
Turnover
(%) 1
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Since
Dec 31, 1998
(%)
Period YYYY-MM-DD
2.58
2.51
3.17
13.11
11.70
11.61
13.33
10.99
11.20
15.41
13.32
13.77
0.58
1.10
1.06
0.62
1.19
1.07
0.19
0.42
0.42
0.17
0.23
0.28
58.54
59.39
56.60
2007-07-16—2009-03-09
2000-08-31—2009-03-09
2000-09-07—2003-03-12
1
Last 12 months
2
Based on monthly net returns data
3
Based on BBA LIBOR 1M
* DM countries in Europe include: Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the UK.
The MSCI Europe Index was launched on Mar 31, 1986. Data prior to the launch date is back-tested data (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 EUROPE INDEX
JUL 29, 2016
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
MSCI Europe
Number of
Constituents
Country
447
NESTLE
NOVARTIS
ROCHE HOLDING GENUSS
HSBC HOLDINGS (GB)
BRITISH AMERICAN TOBACCO
GLAXOSMITHKLINE
ROYAL DUTCH SHELL A
NOVO NORDISK B
TOTAL
BP
Total
Mkt Cap ( EUR Millions)
Index
Largest
Smallest
Average
Median
6,951,208.13
229,232.15
1,295.25
15,550.80
7,176.97
SECTOR WEIGHTS
Mkt Cap
( EUR Billions)
Index
Wt. (%)
229.23
169.07
160.89
115.72
106.79
97.60
97.16
94.61
94.44
93.69
1,259.21
3.30
2.43
2.31
1.66
1.54
1.40
1.40
1.36
1.36
1.35
18.11
CH
CH
CH
GB
GB
GB
GB
DK
FR
GB
Sector Sector
Wt. (%)
Cons Staples
Health Care
Health Care
Financials
Cons Staples
Health Care
Energy
Health Care
Energy
Energy
20.4
16.8
16.0
8.9
9.5
9.7
20.6
9.4
20.0
19.8
COUNTRY WEIGHTS
7.36%
11.18%
5.15%
14%
6.8%
21.06%
4.7%
11.84%
4.55%
14.29%
4.15%
14.48%
18.78%
15.28%
30.23%
16.16%
United Kingdom 30.23%
Financials 18.78%
Consumer Staples 16.16%
Industrials 11.84%
Consumer Discretionary 11.18%
Information Technology 4.7%
Health Care 14.48%
Materials 7.36%
Telecommunication Services 4.55%
Netherlands 5.15%
France 15.28%
Switzerland 14.29%
Germany 14%
Other 21.06%
Energy 6.8%
Utilities 4.15%
INDEX METHODOLOGY
The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology—a comprehensive and consistent approach to index
construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style
segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong
emphasis on index liquidity, investability and replicability. The index is reviewed quarterly—in February, May, August and November—with
the objective of reﬂecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May
and November semi-annual index reviews, the index is rebalanced and the large and mid capitalization cutoﬀ points are recalculated.
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MSCI EUROPE INDEX

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