MSCI Europe Financials Index

MSCI EUROPE FINANCIALS INDEX (EUR)
The MSCI Europe Financials Index captures large and mid cap representation across 15 Developed Markets (DM) countries in Europe*. All
securities in the index are classiﬁed in the Financials sector as per the Global Industry Classiﬁcation Standard (GICS®).
CUMULATIVE INDEX PERFORMANCE - NET RETURNS
ANNUAL PERFORMANCE (%)
(EUR) (OCT 2001 – OCT 2016)
Europe Financials
MSCI Europe
MSCI ACWI IMI
218.53
200
176.57
100
0
Oct 01
93.06
Jan 03
Apr 04
Jul 05
Oct 06
Jan 08
Apr 09
INDEX PERFORMANCE — NET RETURNS
Jul 10
Oct 11
Jan 13
Apr 14
Jul 15
Oct 16
Year
Europe
Financials
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
6.11
5.16
25.16
31.12
-23.93
-4.00
39.16
-58.22
-12.86
23.28
26.72
13.57
20.99
-33.50
MSCI Europe MSCI 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
FUNDAMENTALS
(%) ( OCT 31, 2016 )
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
( OCT 31, 2016 )
ANNUALIZED
Europe Financials
MSCI Europe
MSCI 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
6.18
-0.82
0.53
11.17
-0.16
1.10
-13.48
-6.76
3.13
-10.64
-4.13
3.98
0.55
4.20
10.91
9.08
9.49
13.53
-4.62
2.28
5.63
-0.09
3.46
5.21
4.66
3.59
2.51
15.74
22.42
21.43
11.00
14.52
15.59
0.84
1.71
2.00
INDEX RISK AND RETURN CHARACTERISTICS
( OCT 31, 2016 )
ANNUALIZED STD DEV (%) 2
Europe Financials
MSCI Europe
MSCI 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
9.80
2.42
3.22
17.42
12.77
11.41
18.08
11.75
10.02
24.76
15.36
13.73
0.12
0.39
0.97
0.57
0.83
1.32
-0.11
0.15
0.38
0.02
0.17
0.28
79.85
58.54
56.60
2007-06-01—2009-03-09
2007-07-16—2009-03-09
2000-09-07—2003-03-12
1
Last 12 months
2
Based on monthly net returns data
3
Based on ICE LIBOR 1M
* Developed Markets 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 Financials Index was launched on Sep 15, 1999. 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 FINANCIALS INDEX
OCT 31, 2016
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
Europe Financials
Number of
Constituents
Country
85
Mkt Cap ( EUR Millions)
Index
Largest
Smallest
Average
Median
1,331,965.07
135,972.78
1,749.67
15,670.18
7,431.63
HSBC HOLDINGS (GB)
BANCO SANTANDER
ALLIANZ
BNP PARIBAS
UBS GROUP
ING GROEP
BBVA
LLOYDS BANKING GROUP
AXA
PRUDENTIAL
Total
INDUSTRY GROUP WEIGHTS
GB
ES
DE
FR
CH
NL
ES
GB
FR
GB
Mkt Cap
( EUR Billions)
Index
Wt. (%)
135.97
65.37
64.89
55.98
47.24
46.51
43.27
40.97
39.89
38.24
578.33
10.21
4.91
4.87
4.20
3.55
3.49
3.25
3.08
2.99
2.87
43.42
COUNTRY WEIGHTS
30.4%
10.35%
25.53%
14.95%
10.41%
11.3%
12.54%
29.87%
54.65%
Banks 54.65%
Insurance 30.4%
Diversified Financials 14.95%
United Kingdom 29.87%
Germany 10.35%
Switzerland 12.54%
France 11.3%
Spain 10.41%
Other 25.53%
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 FINANCIALS INDEX

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