Dow Jones Sustainability Index

Dow Jones Sustainability World Index
Guide Book
Version 11.3, September 2010

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CONTENTS
1 DOW JONES SUSTAINABILITY INDEX FAMILY

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2 DOW JONES SUSTAINABILITY WORLD INDEXES
2.1
Composite Index
2.2
Subset Indexes
2.3
Customized Indexes
2.4
Coverage

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3 CORPORATE SUSTAINABILITY ASSESSMENT
3.1
Concept
3.2
Methodology
3.3
Criteria Definition andWeightings
3.4
Information Sources
3.5
Corporate Sustainability Score

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4 CORPORATE SUSTAINABILITY MONITORING
4.1
Concept
4.2
Media & Stakeholder Analysis

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5 INDEX FEATURES & DATA DISSEMINATION
5.1
Introduction
5.2
Index Concept
5.3
Product Concept
5.4
Regional Universe
5.5
Investable Stocks Universe
5.6
Sector Classification
5.7
IndexCalculation
5.8
Stock Prices
5.9
Currency Rates
5.10
Index Dissemination Period
5.11
Real Time Dissemination
5.12
Day-End Dissemination
5.13
Dividend Treatment
5.14
Weightings
5.15
Index Divisors
5.16
Review, Implementation & Effective Dates
5.17
Historical Index Values
5.18
Data Vendor Codes
5.19
Publications

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6 ANNUAL AND QUARTERLY REVIEWS
6.1
Introduction
6.2
Investable Stocks Universe
6.3
DJSI World

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3 Guide to the Dow Jones Sustainability World Indexes

6.4
6.5
6.6

DJSI World 80
DJSI World ex US 80
Quarterly Review

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7 ONGOING MAINTENANCE
7.1
Changes
due
to
Corporate
Sustainability
Performance
7.2
Changes due to InitialPublic Offerings (IPOs)
7.3
Changes due to Spin-Offs
7.4
Changes due to Mergers & Takeovers
7.5
Changes due to Sector Classifications
7.6
Changes to Weightings
7.7
Changes to Liquidity

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8 CALCULATION MODEL
8.1
Input Data Specification
8.2
Input Data Sources
8.3
Input Data Monitoring
8.4
Input Data Corrections
8.5
Index Formula
8.6
Data Accuracy
8.7
Index DivisorAdjustments
8.8
Index Divisor Corrections

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9 INDEX MANAGEMENT & RESPONSIBILITIES
9.1
DJSI World Index Design Committee
9.2
SAM Faculty
9.3
Customer Service

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4 Guide to the Dow Jones Sustainability World Indexes

1 DOW JONES SUSTAINABILITY INDEX FAMILY
The Dow Jones Sustainability Indexes (DJSI) wereestablished to track the performance
of companies that lead the field in terms of corporate sustainability. All indexes of the DJSI
family are assessed according to the same Corporate Sustainability AssessmentTM and
respective criteria.
SAM Indexes GmbH publishes and markets the indexes.
The Dow Jones Sustainability Indexes consist of a global, European, North American,
Asia Pacific andKorean set of indexes.
The global indexes, the Dow Jones Sustainability World Indexes (DJSI World), were first
published on September 8, 1999. They consist of a broad composite index as well as
narrower, subset indexes excluding companies that generate revenue from alcohol,
tobacco, gambling, armaments & firearms, and/or adult entertainment. A subset that
excludes US companies is also availableas a benchmark for non-US portfolios. In addition,
the global benchmarks within the DJSI family also comprise two blue-chip indexes, the Dow
Jones Sustainability World 80 and Dow Jones Sustainability World ex US 80 indexes that
track the performance of the largest 80 sustainability leaders in the world respectively the
world ex US. These blue-chip indexes were launched on 26 August 2008.
TheEuropean indexes, the Dow Jones Sustainability Europe Indexes (DJSI Europe)
comprise a pan-European and a Eurozone index, as well as subset indexes excluding
companies that generate revenue from alcohol, tobacco, gambling, armaments & firearms,
and adult entertainment. This set of indexes was first published on August 4 2010. The
European indexes also include two blue chip indexes, the Dow...