DJSI Diversified Family


Overview
The DJSI Diversified family was launched in May 2013 and is offered jointly by RobecoSAM Indices and S&P Dow Jones Indices. The family offers investors a similar risk profile and comparable financial performance as the S&P Global LargeMidCap Index and its regional subsets, yet with a significantly higher exposure to sustainability. The companies’ sustainability profiles are analyzed using RobecoSAM’s Corporate Sustainability Assessment (CSA) methodology.

The Diversified Approach
The indices' diversified approach selects the most sustainable companies from the global or regional S&P BMI universe while ensuring that the resulting sustainability index has minimal country, sector or size biases relative to its reference S&P BMI benchmark, and therefore, a negligible tracking error. Each of the resulting DJSI Diversified indices closely tracks its respective benchmark in terms of risk-return profile while also ensuring high sustainability standards.

Why diversified? The Dow Jones Sustainability Diversified Indices (DJSI Diversified) family is an investment solution for investors who measure their performance against a standard benchmark but wish to tilt their portfolios towards sustainable companies without taking on additional active country, company size or sector risks relative to the benchmark.

The DJSI Diversified family addresses the challenges faced by investors interested in sustainability investing who often discover that implementing a sustainability investing solution may require a substantial shift in their strategic asset allocation. This is a major obstacle for investors whose asset allocation is based on a standard benchmark, who must comply with strict investment guidelines, and who are legally restricted from deviating significantly from their benchmark allocation.

Overview of Index Range 
The Dow Jones Sustainability Diversified family comprises global and regional benchmarks. S&P Dow Jones Indices and RobecoSAM can create customized versions and sub-sets of the indices to meet investors' specific requirements for their unique investment objectives, including industry and country exclusions.


The DJSI World Diversified covers 26 developed market and 20 emerging market countries and makes a global selection of the highest scoring companies in terms of relative Total Sustainability Score from RobecoSAM’s annual Corporate Sustainability Assessment (CSA) that cover 33% of the float adjusted market capitalization of each country and each sector held in the underlying BMI benchmark. The Total Sustainability Scores are converted into relative scores, which are calculated within each GICS sector and are adjusted for company size.

For more information on the DJSI World Diversified, please see the


DJSI World Diversified Select
For Investors who wish to limit their exposure to controversial activities, RobecoSAM and S&P Dow Jones Indices offer the DJSI World Diversified Select Index. It follows the same index construction methodology as the DJSI World Diversified but excludes companies
exposed to weapons manufacturing, tobacco, alcohol, adult entertainment and gambling.



For more information on the DJSI World Diversified Select, please see the


The DJSI World Developed Diversified covers 26 developed market countries and makes a global selection of the highest scoring companies in terms of relative Total Sustainability Score from RobecoSAM’s annual Corporate Sustainability Assessment (CSA) that cover 33% of the float adjusted market capitalization of each country and each sector held in the underlying BMI benchmark. The Total Sustainability Scores are converted into relative scores, which are calculated within each GICS sector and are adjusted for company size.

This is the developed market subset of the DJSI World Diversified, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.

For more information on the DJSI World Developed Diversified, please see the


The DJSI World Diversified is further broken down into regional and local subsets, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.

For more information on the DJSI North America Diversified, please see the


The DJSI World Diversified is further broken down into regional and local subsets, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.

For more information on the DJSI Europe Diversified, please see the


The DJSI World Diversified is further broken down into regional and local subsets, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.

For more information on the DJSI Asia Pacific Diversified, please see the


The DJSI Emerging Markets Diversified covers 20 emerging market countries and makes a global selection of the highest scoring companies in terms of relative Total Sustainability Score from RobecoSAM’s annual Corporate Sustainability Assessment (CSA) that cover 33% of the float adjusted market capitalization of each country and each sector held in the underlying BMI benchmark. The Total Sustainability Scores are converted into relative scores, which are calculated within each GICS sector and are adjusted for company size.

This is the emerging market subset of the DJSI World Diversified, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.
 

For more information on the DJSI Emerging Markets Diversified, please see the

    

DJSI South Africa Composite Diversified Index

The DJSI South Africa Composite Diversified Index is a local DJSI Diversified Index designed to measure the South African equity market, offering investors a risk and performance profile similar to the S&P South Africa Composite, but with a significantly enhanced exposure to sustainability investing criteria.

For more information on the DJSI South Africa Composite Diversified, please see the