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DJSI 2012 Review Results
A cooperation of S&P Dow Jones Indices and SAM
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Content
- Key Facts
- Assessment 2012
- Overview of global and regional review results
- Additional Resources
DJSI 2012 Review Results A cooperation of S&P Dow Jones - - PowerPoint PPT Presentation
DJSI 2012 Review Results A cooperation of S&P Dow Jones - - PowerPoint PPT Presentation
DJSI 2012 Review Results A cooperation of S&P Dow Jones Indices and SAM Content Key Facts Assessment 2012 Overview of global and regional review results Additional Resources 1 Key Facts SAM Indexes
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Key Facts – SAM Indexes
- Cooperation between SAM and S&P Dow Jones Indices for the publication and
licensing of the Dow Jones Sustainability Indexes (DJSI).
- Launched in 1999, the DJSI are the first global indexes tracking the financial
performance of the leading sustainability-driven companies worldwide.
- Broad family of global, regional and country DJSI benchmarks.
- 6 billion USD in DJSI-based investment vehicles including mutual funds,
separate accounts, notes, as well as exchange traded funds (ETF), in 15 countries worldwide.
- Local partnership with Korea Productivity Centre (KPC).
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Key Facts – Dow Jones Sustainability Indexes (DJSI)
- Integrated assessment of economic, environmental and social criteria with a
strong focus on long-term shareholder value.
- Consistent rules-based methodology, primary research (direct contact to
companies).
- Focus on best-in-class companies. Yearly review and continuous monitoring of
companies.
- Assurance of the assessment process by Deloitte.
Overview
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Assessment 2012 – DJSI Assessment Universe 2012
Number of invited companies
- Total number of invited companies = 3,208
- DJSI World Universe = 2,500
- DJSI Europe Universe = 600
- DJSI North America Universe = 600
- DJSI Asia Pacific = 600
- DJSI Korea = 200
Number of assessed companies
- Total number of companies analyzed = 1,544
- Completed questionnaires = 790
- Completed assessments based exclusively on public information = 754
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In 2012, for the first time, SAM has opened up part of the reporting criteria for company input in order to be able to assess reporting on materiality analysis as well as links between companies’ sustainability initiatives and their financial performance in a more comprehensive manner. At the same time, the focus on integrated reporting remains, as the questions are looking for reporting both in the Annual Report and in the Sustainability Report. Specifically, the new questions focus on reporting on frameworks for materiality analysis as well as specific examples relating to sustainability initiatives leading to cost savings and revenue generation for the company. Social / Environmental Reporting For the 2012 assessment, SAM made a complete review of the criterion ‘Standards for Suppliers’ and based on this review the new criterion ‘Supply Chain Management’ was developed. The rationale for the new criteria is that companies are not only outsourcing production, services and business processes but also corporate responsibilities and reputational risks. This means that the risks and opportunities associated with the supply chain need to be managed
- carefully. The new framework consists of four major parts: supply chain
awareness and risk exposure, risk management, sustainability strategy and
- pportunities in the supply chain and transparency with regards to supply chain
risks and performance. Supply Chain Management Criteria Key changes compared to 2011
Assessment 2012 - Criteria Changes (1)
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SAM believes that companies that have a long-term commitment to equal gender
- pportunities reap the benefits by turning the resulting senior management
diversity into a competitive advantage. In this year’s assessment, the approach was refined and updated by looking at two main indicators for gender equality: retention of female talent and equal remuneration. Labor Practice Indicators & Human Rights In addition to the changes to the general criteria described above, a set of sector specific and cross-industry criteria were introduced or significantly improved. These criteria include Strategy for Emerging Markets (for selected industrial sectors), Antitrust Policy (across several sectors), Fleet Management (airlines), Online Risks & Opportunities (media), Human Rights – freedom of expression & privacy (selected technology sectors) and Innovation Management (healthcare). Various sector specific criteria In light of the “UN Framework and Guiding Principles on Business and Human Rights” (“the Ruggie framework”) which was endorsed by the UN Human Rights’ Council in June 2011, SAM introduced a new question on the topic. The question assesses the degree of awareness and adoption of the “Ruggie Framework”. Labor Practice Indicators & Human Rights Criteria Key changes compared to 2011
Assessment 2012 - Criteria Changes (2)
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Assessment 2012 - Global Supersector Leaders (1)
Effective as of September 24, 2012
Industrial Goods & Services Germany Siemens AG Healthcare Switzerland Roche Holding AG Food & Beverage Netherlands Unilever NV Financial Services Brazil Itausa - Investimentos Itau SA Construction & Materials South Korea GS Engineering & Construction Corp Chemicals Netherlands Akzo Nobel NV Basic Resources Finland UPM-Kymmene OYJ Banks Australia Australia & New Zealand Banking Group Ltd Automobiles & Parts Germany Bayerische Motoren Werke AG
SUPERSECTOR COUNTRY NAME
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Assessment 2012 - Global Supersector Leaders (2)
Effective as of September 24, 2012
Travel & Leisure France Air France-KLM Utilities Spain Iberdrola SA Telecommunications South Korea KT Corp Technology France Alcatel-Lucent SA Retail South Korea Lotte Shopping Co Ltd Real Estate Australia GPT Group Personal & Household Netherlands Koninklijke Philips Electronics NV Oil & Gas Spain Repsol SA Media Netherlands Telenet Group Holding NV Insurance Switzerland Swiss Re AG
SUPERSECTOR COUNTRY NAME
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Assessment 2012 – DJSI Index Range
Effective as of September 24, 2012
Index Components Free-float market cap Sustainability Score DJSI World 340
- DJSI World Enlarged
592
- DJSI World ex US
278
- DJSI World 80
80
- DJSI World ex US 80
80
- DJSI Europe
166
- DJSI Eurozone
96
- DJSI Europe 40
40
- DJSI Eurozone 40
40
- DJSI North America
140
- DJSI United States
117
- DJSI North America 40
40
- DJSI United States 40
40
- DJSI Asia Pacific
154
- DJSI Asia Pacific 40
40
- DJSI Japan 40
40
- DJSI Korea
52
- DJSI Korea 20
20
- Weighted by
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DJSI World – Index Range
338 Components DJSI World ex Tobacco 325 Components DJSI World ex Gambling 305 Components DJSI World ex Alcohol, Tobacco, Gambling, Armaments & Firearms 296 Components DJSI World ex Alcohol, Tobacco, Gambling, Armaments & Firearms, Adult Entertainment 80 Components DJSI World 80 80 Components DJSI World ex US 80 340 Components DJSI World
Effective as of September 24, 2012
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DJSI World – Largest Additions & Deletions
Technology United States Dell Inc Banks France Societe Generale SA Industrial Goods/Svc Japan Mitsubishi Corp Insurance Netherlands ING Groep NV Banks Switzerland UBS AG Utilities United States Duke Energy Corp Telecommunications Spain Telefonica SA Industrial Goods/Svc United States United Technologies Corp Health Care United Kingdom GlaxoSmithKline PLC Technology United States International Business Machines Corp SUPERSECTOR COUNTRY NAME Industrial Goods/Svc United States Ecolab Inc Oil & Gas United States Baker Hughes Inc Oil & Gas Canada Cenovus Energy Inc Chemicals Germany Linde AG Oil & Gas Canada Enbridge Inc Technology United States Hewlett-Packard Co Retail Sweden Hennes & Mauritz AB Retail United States Target Corp Industrial Goods/Svc Canada Canadian National Railway Co Technology United States Microsoft Corp SUPERSECTOR COUNTRY NAME
Largest 10 Additions
(Listed by descending Free Float Market Capitalization)
Largest 10 Deletions
(Listed by descending Free Float Market Capitalization)
Values as of August 31, 2012
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DJSI World – Selection
2,500 largest companies of the Dow Jones Total Global Stock Market Index 58 DJSI Sectors 52 Countries Selection of top 10% in terms of Sustainability in each sector 15% target market cap coverage in each supersector 340 Components 58 DJSI Sectors 30 Countries Review 2012: 41 ADD / 41 DEL
DJSI World
Effective as of September 24, 2012
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DJSI World – Performance
Since Launch, 08/99 – 08/12 (EUR, Total Return)
40 60 80 100 120 140 Aug-99 Oct-01 Dec-03 Feb-06 Apr-08 Jun-10 Aug-12
Dow Jones Sustainability World Index (in EUR, TR) MSCI World (in EUR, TR)
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DJSI Europe – Index Range
145 Components DJSI Europe ex Alcohol, Tobacco, Gambling, Armaments & Firearms 139 Components DJSI Europe ex Alcohol, Tobacco, Gambling, Armaments & Firearms, Adult Entertainment 40 Components DJSI Europe 40 96 Components Dow Jones Sustainability Eurozone Index (DJSI Eurozone) 84 Components DJSI Eurozone ex Alcohol, Tobacco, Gambling, Armaments & Firearms 80 Components DJSI Eurozone ex Alcohol, Tobacco, Gambling, Armaments & Firearms, Adult Entert. 40 Components DJSI Eurozone 40 166 Components Dow Jones Sustainability Europe Index (DJSI Europe)
Effective as of September 24, 2012
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DJSI Europe – Largest Additions & Deletions
Basic Resources Finland UPM-Kymmene OYJ Industrial Goods/Svc Spain Amadeus IT Holding SA Insurance Netherlands Aegon NV Telecommunications Switzerland Swisscom AG Telecommunications Norway Telenor ASA Retail Netherlands Koninklijke Ahold NV Basic Resources Luxembourg ArcelorMittal Industrial Goods/Svc United Kingdom BAE Systems PLC Chemicals Germany Linde AG Oil & Gas United Kingdom BG Group PLC
SUPERSECTOR COUNTRY NAME
Industrial Goods/Svc Sweden Sandvik AB Industrial Goods/Svc Germany Deutsche Post AG Utilities Germany RWE AG Banks France Societe Generale SA Personal & Household Goods France L'Oreal SA Chemicals Switzerland Syngenta AG Retail United Kingdom TESCO PLC Personal & Household Goods France LVMH Moet Hennessy Louis Vuitton SA Utilities Germany E.ON AG Banks United Kingdom HSBC Holdings PLC
SUPERSECTOR COUNTRY NAME
Largest 10 Additions
(Listed by descending Free Float Market Capitalization)
Largest 10 Deletions
(Listed by descending Free Float Market Capitalization)
Values as of August 31, 2012
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DJSI Europe – Selection
600 largest European companies of the Dow Jones Total Global Stock Market Index 54 DJSI Sectors 16 Countries Selection of top 20% in terms of Sustainability in each sector 45% target market cap coverage in each supersector 166 Components 50 DJSI Sectors 16 Countries Review 2012: 17 ADD / 23 DEL
DJSI Europe
Effective as of September 24, 2012
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DJSI Europe - Performance
01/06 – 08/12 (EUR, Total Return)*
40 60 80 100 120 140 Jan-06 Feb-07 Mar-08 Apr-09 May-10 Jun-11 Jul-12
Dow Jones Sustainability Europe Index (EUR, TR) DJ STOXX 600 (EUR, TR)
* Based on backtracking data
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DJSI Asia/Pacific – Index Range
40 Components DJSI Japan 40 40 Components DJSI Asia Pacific 40 138 Components DJSI Asia Pacific ex Alcohol, Tobacco, Gambling, Armaments & Firearms 154 Components DJSI Asia Pacific
Effective as of September 24, 2012
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DJSI Asia/Pacific – Largest Additions & Deletions
Real Estate Japan Tokyu Land Corp Construction & Materials Japan Kajima Corp Chemicals Japan JSR Corp Health Care Japan Sysmex Corp Chemicals Australia Incitec Pivot Ltd Insurance South Korea Samsung Life Insurance Co Ltd Chemicals Japan Nitto Denko Corp Basic Resources Taiwan China Steel Corp Utilities Hong Kong Power Assets Holdings Ltd Food & Beverage Japan Kirin Holdings Co Ltd
SUPERSECTOR COUNTRY NAME
Personal & Household Goods Japan Sekisui Chemical Co Ltd Chemicals Japan Kuraray Co Ltd Insurance Japan T&D Holdings Inc Automobiles & Parts Japan Sumitomo Electric Industries Ltd Basic Resources Japan Nippon Steel Corp Insurance Australia AMP Ltd Industrial Goods/Svc Japan ITOCHU Corp Basic Resources Australia Newcrest Mining Ltd Health Care Australia CSL Ltd Industrial Goods/Svc Japan Mitsubishi Corp
SUPERSECTOR COUNTRY NAME
Largest 10 Additions
(Listed by descending Free Float Market Capitalization)
Largest 10 Deletions
(Listed by descending Free Float Market Capitalization)
Values as of August 31, 2012
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DJSI Asia/Pacific – Selection
600 largest companies from the developed Asia Pacific* countries 56 DJSI Sectors 7 Countries Selection of top 20% in terms of Sustainability in each sector 45% target market cap coverage in each supersector 154 Components DJSI Sectors 44 Countries Review 2012: 14 ADD / 15 DEL
DJSI Asia Pacific
* 600 largest companies from Australia, Hong Kong, Japan, New Zealand, Singapore, South Korea and Taiwan Effective as of September 24, 2012
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DJSI Asia/Pacific – Performance
Since Launch, 01/09 – 08/12 (USD, Total Return)
80 100 120 140 160 180 Jan-09 Mar-10 May-11 Jul-12
DJSI Asia/Pacific Total Return (USD) MSCI Asia Pacific
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DJSI North America – Index Range
117 Components DJSI United States 40 Components DJSI United States 40 40 Components DJSI North America 40 107 Components DJSI United States ex Alcohol, Tobacco, Gambling, Armaments & Firearms 130 Components DJSI North America ex Alcohol, Tobacco, Gambling, Armaments & Firearms 140 Components DJSI North America
Effective as of September 24, 2012
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DJSI North America – Largest Additions & Deletions
Technology United States Intuit Inc Technology United States Dell Inc Utilities United States Consolidated Edison Inc Health Care United States Allergan Inc Financial Services United States Bank of New York Mellon Corp Oil & Gas Canada TransCanada Corp Basic Resources United States Freeport-McMoRan Copper & Gold Inc Chemicals Canada Potash Corp of Saskatchewan Inc Media United States Time Warner Inc Telecommunications United States Verizon Communications Inc
SUPERSECTOR COUNTRY NAME
Media United States Liberty Global Inc Industrial Goods/Svc United States Waste Management Inc Industrial Goods/Svc United States TE Connectivity Ltd Industrial Goods/Svc United States Ecolab Inc Oil & Gas Canada Enbridge Inc Basic Resources Canada Goldcorp Inc Chemicals United States EI du Pont de Nemours & Co Personal & Household Goods United States Altria Group Inc Technology United States Microsoft Corp Oil & Gas United States ExxonMobil Corp
SUPERSECTOR COUNTRY NAME
Largest 10 Additions
(Listed by descending Free Float Market Capitalization)
Largest 10 Deletions
(Listed by descending Free Float Market Capitalization)
Values as of August 31, 2012
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DJSI North America – Selection
600 largest North American companies* of the Dow Jones Total Global Stock Market Index 55 Sectors 2 Countries Selection of top 20% in terms of Sustainability in each sector 45% target market cap coverage in each supersector 140 Components 49 DJSI Sectors Review 2012: 17 ADD / 16 DEL
DJSI North America
* 600 largest companies from Canada and the United States Effective as of September 24, 2012
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DJSI North America – Performance
Since Launch, 09/05 – 08/12 (USD, Total Return)
40 60 80 100 120 140 Sep-05 Jun-06 Mar-07 Dec-07 Sep-08 Jun-09 Mar-10 Dec-10 Sep-11 Jun-12 DJSI North America (TR, USD) DJTSM US LrgTr (TR, USD)
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DJSI Korea – Index Range
20 Components DJSI Korea 20 52 Components DJSI Korea
Effective as of September 24, 2012
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DJSI Korea – Largest Additions & Deletions
Construction & Materials South Korea Asia Cement Co Ltd Media South Korea Woongjin Thinkbig Co Ltd Financial Services South Korea Daishin Securities Co Ltd
SUPERSECTOR COUNTRY NAME
Industrial Goods/Svc South Korea Hanjin Shipping Co Ltd Construction & Materials South Korea KCC Corp Insurance South Korea Samsung Life Insurance Co Ltd
SUPERSECTOR COUNTRY NAME
Largest 3 Additions
(Listed by descending Free Float Market Capitalization)
Largest 3 Deletions
(Listed by descending Free Float Market Capitalization)
*Market Capitalization taken as of August 31, 2012
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DJSI Korea – Selection
200 largest Korean companies of the Dow Jones Total Global Stock Market Index 44 DJSI Sectors Selection of top 30% in terms of Sustainability in each sector 50% target market cap coverage in each supersector 52 Components 27 DJSI Sectors Review 2012: 3 ADD / 3 DEL
DJSI Korea
Effective as of September 24, 2012
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DJSI Korea – Performance
Since Launch, 10/09 – 08/12 (KRW, Total Return)
60 80 100 120 140 160 180 200 Dec-05 Jan-07 Feb-08 Mar-09 Apr-10 May-11 Jun-12 DJSI Korea Total Return (KRW) DJ Korea TSM Total Return (KRW)
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Australian SAM Sustainability Index (AuSSI) Largest Additions & Deletions
Health Care Australia Cochlear Ltd Oil & Gas Australia WorleyParsons Ltd Banks Australia National Australia Bank Ltd SUPERSECTOR COUNTRY NAME Basic Resources Australia PanAust Ltd Retail Australia Metcash Ltd Basic Resources Australia Iluka Resources Ltd SUPERSECTOR COUNTRY NAME
Largest 3 Additions
(Listed by descending Free Float Market Capitalization)
Largest 3 Deletions
(Listed by descending Free Float Market Capitalization)
Values as of August 31, 2012
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AuSSI – Selection
200 largest Australian companies of the Dow Jones Total Global Stock Market Index 20 AuSSI Sectors Selection of top 30% in terms of Sustainability in each sector 50% target market cap coverage in each supersector 59 Components 19 AuSSI Sectors Review 2012: 4 ADD / 15 DEL
AuSSI
Effective as of September 24, 2012
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AuSSI – Performance
Since Launch, 17/02/05 – 08/12 (AUD, Total Return)
80 100 120 140 160 180 200 Feb- 05 Sep- 05 Apr- 06 Nov- 06 Jun- 07 Jan- 08 Aug- 08 Mar- 09 Oct- 09 May- 10 Dec- 10 Jul- 11 Feb- 12 Sep- 12 AuSSI Total Return (AUD) ASX 200 Total Return (AUD)
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Additional Resources – DJSI 2012
DJSI Licensees can access a full component list at:
- http://www.sustainability-indexes.com/index/index.jsp
Companies who would like further information on the Corporate Sustainability Assessment (CSA) can find more details at:
- https://assessments.sam-group.com/
Further information about the 2012 DJSI Review:
- http://www.sustainability-indexes.com/review/annual-review-2012.jsp
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