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1 Monthly Update January 2004
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1
Monthly UpdateJanuary 2004
2
Dow Jones Sustainability World Index(DJSI World)
Dow Jones STOXX Sustainability Index (DJSI STOXX)
Dow Jones EURO STOXX Sustainability Index (DJSI EURO STOXX)
Licenses & Assets
Content
3
80
130
180
230
280
330
12/93 6/94 12/94 6/95 12/95 6/96 12/96 6/97 12/97 6/98 12/98 6/99 12/99 6/00 12/00 6/01 12/01 6/02 12/02 6/03 12/03
DJSI World (in USD) DJGI World (in USD)
DJSI World – USD Performance and Risk (I)December 1993 - January 2004, USD, Total Return Index
DJSI World / DJGI World:
Correlation: 0.9640 Tracking Error: 4.34%
DJSI Volatility: 16.14% DJGI Volatility: 14.91%
148%
105%
4
80
130
180
230
280
330
12/93 6/94 12/94 6/95 12/95 6/96 12/96 6/97 12/97 6/98 12/98 6/99 12/99 6/00 12/00 6/01 12/01 6/02 12/02 6/03 12/03
DJSI World (in USD) MSCI World (in USD)
148%103%
DJSI World / MSCI World:
Correlation: 0.9764 Tracking Error: 3.65%
DJSI Volatility: 16.14% MSCI Volatility: 14.68%
DJSI World – USD Performance and Risk (II)December 1993 - January 2004, USD, Total Return Index
5
DJSI World – USD Performance and Risk (III)1 Year Performance (January 2003 - January 2004, USD, Total Return Index)
43.14% 42.55%
38.99% 39.49% 40.12%
0%
5%
10%
15%
20%
25%
30%
35%
40%
45%
50%
DJSI World DJGI World DJ Large Cap MSCI WorldFTSE Developed
Index
6
DJSI World – USD Performance and Risk (IV)USD, Total Return Index
Risk Annualized (Annualized Standard Deviation) Return Return
5 Year 3 Year 1 YearSince
Launch 5 Year 3 YearSince
Launch 1 Year YTD 1 Month
01/99 - 01/04
01/01 - 01/04
01/03 - 01/04
09/99 - 01/04
01/99 - 01/04
01/01 - 01/04
09/99 - 01/04
01/03 - 01/04
12/03 - 01/04
12/03 - 01/04
DJSI World 18.22% 19.29% 12.07% 18.81% -0.80% -3.41% -12.28% 43.14% 1.10% 1.10%
DJGI World 16.68% 17.92% 10.60% 17.22% 0.99% -2.39% -4.25% 42.55% 2.18% 2.18%
MSCI World 16.26% 17.69% 10.83% 16.86% -0.88% -4.02% -11.21% 39.49% 1.60% 1.60%
7
80
130
180
230
280
330
380
12/93 6/94 12/94 6/95 12/95 6/96 12/96 6/97 12/97 6/98 12/98 6/99 12/99 6/00 12/00 6/01 12/01 6/02 12/02 6/03 12/03
DJSI World (in EUR) DJGI World (in EUR)
DJSI World / DJGI World:
Correlation: 0.9667 Tracking Error: 4.71%
DJSI Volatility: 18.35% DJGI Volatility: 17.34%
124%
83%
DJSI World – Euro Performance and Risk (I)December 1993 - January 2004, Euro, Total Return Index
8
80
130
180
230
280
330
380
12/93 6/94 12/94 6/95 12/95 6/96 12/96 6/97 12/97 6/98 12/98 6/99 12/99 6/00 12/00 6/01 12/01 6/02 12/02 6/03 12/03
DJSI World (in EUR) MSCI World (in EUR)
DJSI World / MSCI World:
Correlation: 0.9761 Tracking Error: 4.05%
DJSI Volatility: 18.35% MSCI Volatility: 17.18%
124%81%
DJSI World – Euro Performance and Risk (II)December 1993 - January 2004, Euro, Total Return Index
9
DJSI World – Euro Performance and Risk (III)Euro, Total Return Index
Risk Annualized (Annualized Standard Deviation) Return Return
5 Year 3 Year 1 YearSince
Launch 5 Year 3 YearSince
Launch 1 Year YTD 1 Month01/99 - 01/04
01/01 - 01/04
01/03 - 01/04
09/99 - 01/04
01/99 - 01/04
01/01 - 01/04
09/99 - 01/04
01/03 - 01/04
12/03 - 01/04
12/03 - 01/04
DJSI World 20.09% 20.26% 13.47% 20.67% -2.41% -12.21% -24.73% 23.61% 2.07% 2.07%
DJGI World 18.84% 19.30% 12.98% 19.34% -0.84% -11.28% -18.65% 23.10% 3.17% 3.17%
MSCI World 18.47% 19.11% 12.83% 19.05% -2.68% -12.76% -24.81% 20.46% 2.58% 2.58%
10
DJSI World – Market Sector Allocationas of January 31, 2004
0% 2% 4% 6% 8% 10% 12% 14% 16% 18%
UtilitiesTelecommunications
TechnologyRetail
Noncyclical Goods & ServicesMedia
InsuranceIndustrial Goods & Services
HealthcareFinancial ServicesFood & Beverage
EnergyConstruction
ChemicalsCyclical Goods & Services
BanksBasic Resources
Automobiles
DJSI World DJGI World
11
DJSI World – Regional Allocationas of January 31, 2004
53%
27%
37%
57%
10% 16%
0%
20%
40%
60%
80%
100%
DJSI World DJGI World
Europe Americas Asia/Pacific
12
Dow Jones Sustainability World Index (DJSI World)
Dow Jones STOXX Sustainability Index (DJSI STOXX)
Dow Jones EURO STOXX Sustainability Index (DJSI EURO STOXX)
Licenses & Assets
Content
13
50
60
70
80
90
100
110
120
130
140
150
160
12/98 4/99 8/99 12/99 4/00 8/00 12/00 4/01 8/01 12/01 4/02 8/02 12/02 4/03 8/03 12/03
DJSI STOXX (in Euro, TR) DJ STOXX 600 (in Euro, TR)
DJSI STOXX – Euro Performance and Risk (I)December 1998 - January 2004, EUR, Total Return Index
-6.93%-6.86%
DJSI STOXX/DJ STOXX 600:
Correlation: 0.9895 Tracking Error: 2.86%
DJSI STOXX Volatility: 19.35% DJ STOXX 600 Volatility: 18.52%
14
DJSI STOXX – Euro Performance and Risk (II)1 Year Performance (January 2003 - January 2004, EUR, Total Return Index)
26.44%28.18%
24.02%
27.13%28.21%
0%
5%
10%
15%
20%
25%
30%
35%
DJSI STOXX DJ STOXX 600 DJ STOXX 50 MSCI EuropeFTSE Developed
Europe
15
DJSI STOXX – Euro Performance and Risk (III)EUR, Total Return Index
Risk AnnualizedReturn Return
3 Years 1 YearSince
Launch 3 YearsSince
Launch 1 Year YTD 1 Month01/01 - 01/04
01/03 - 01/04
10/01 - 01/04
01/01 - 01/04
10/01 - 01/04
01/03 - 01/04
12/03- 01/04
12/03 - 01/04
DJSI STOXX 21.34% 15.44% 21.79% -11.81% -12.35% 26.44% 2.05% 2.05%
DJ STOXX 600 20.57% 14.81% 20.66% -11.40% -9.24% 28.18% 2.90% 2.90%
DJ STOXX 50 20.79% 14.40% 20.97% -14.21% -16.79% 24.02% 1.39% 1.39%
(Annualized Standard Deviation)
16
DJSI STOXX – Market Sector Allocationas of January 30, 2004
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% 22% 24%
UtilitiesTelecommunications
TechnologyRetail
Non-cyclical Goods & ServicesMedia
InsuranceIndustrial Goods & Services
HealthcareFood & Beverage
Financial ServicesEnergy
Cyclical Goods & ServicesConstruction
ChemicalsBasic Resources
BanksAutomobiles
DJSI STOXX DJ STOXX 600
17
DJSI STOXX – Country Allocationas of January 30, 2004
18
Dow Jones Sustainability World Index (DJSI World)
Dow Jones STOXX Sustainability Index (DJSI STOXX)
Dow Jones EURO STOXX Sustainability Index (DJSI EURO STOXX)
Licenses & Assets
Content
19
50
60
70
80
90
100
110
120
130
140
150
160
12/98 4/99 8/99 12/99 4/00 8/00 12/00 4/01 8/01 12/01 4/02 8/02 12/02 4/03 8/03 12/03
DJSI Euro STOXX (in Euro, TR) DJ Euro STOXX (in Euro, TR)
-11.48%-9.05%
DJSI EURO STOXX/DJ EURO STOXX:
Correlation: 0.9867 Tracking Error: 5.10%
DJSI EURO STOXX Volatility: 25.45% DJ EURO STOXX Volatility: 22.12%
DJSI EURO STOXX – Euro Performance and Risk (I)December 1998 - January 2004, EUR, Total Return Index
20
DJSI EURO STOXX – Euro Performance and Risk (II)EUR, Total Return Index
Risk AnnualizedReturn Return
3 Years 1 YearSince
Launch 3 YearsSince
Launch 1 Year YTD 1 Month01/01 - 01/04
01/03 - 01/04
10/01 - 01/04
01/01 - 01/04
10/01 - 01/04
01/03 - 01/04
12/03- 01/04
12/03 - 01/04
DJSI EURO STOXX 28.85% 21.95% 29.10% -13.96% -9.75% 32.55% 3.01% 3.01%
DJ EURO STOXX 24.75% 18.38% 24.71% -12.62% -7.11% 30.89% 3.27% 3.27%
DJ EURO STOXX 50 25.88% 20.15% 26.24% -14.34% -12.61% 29.28% 2.95% 2.95%
(Annualized Standard Deviation)
21
DJSI EURO STOXX – Market Sector Allocation as of January 30, 2004
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% 22%
Utilities
Telecommunications
Technology
Retail
Non-cyclical Goods & Services
Media
Insurance
Industrial Goods & Services
Healthcare
Food & Beverage
Financial Services
Energy
Cyclical Goods & Services
Construction
Chemicals
Basic Resources
Banks
Automobiles
DJSI EURO STOXX DJ EURO STOXX
22
DJSI EURO STOXX – Country Allocationas of January 30, 2004
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% 22% 24% 26% 28% 30% 32%
Spain
Portugal
Netherlands
Italy
Ireland
Greece
Germany
France
Finland
Begium
Austria
DJSI EURO STOXX DJ EURO STOXX
23
Dow Jones Sustainability World Index (DJSI World)
Dow Jones STOXX Sustainability Index (DJSI STOXX)
Dow Jones EURO STOXX Sustainability Index (DJSI EURO STOXX)
Licenses & Assets
Content
24
DJSI – Assets & Sold Licenses September 1999 - January 2004
0
5
10
15
20
25
30
35
40
45
50
55
09/99 12/99 03/00 06/00 09/00 12/00 03/01 06/01 09/01 12/01 03/02 06/02 09/02 12/02 03/03 06/03 09/03 12/03
0
200
400
600
800
1000
1200
1400
1600
1800
2000
2200
2400
2600
Assets based on D
JSI (in m
io EU
R)
Number of sold DJSI Licenses Assets based on DJSI (in mio EUR)
Num
ber
of s
old
DJS
I Li
cens
es
25
DJSI Licenseesas of January 31, 2004
Aegon (NL)Baloise Insurance (CH)BNL Gestioni (IT)CIC Asset Management (FR)Credit Suisse Asset Management (CH)Credit Union Central Alberta (CA)Credit Union Central of Ontario (CA)Danske Invest / BG Invest (DK)Dexia Asset Management (BE)Deutsche Postbank (DE)DWS (DE)DZ Bank (DE)Folksam Sak (SE)Gerling Investment (DE)Gestnord (IT)HypoVereinsbank (DE)Invesco (DE)MEAG MUNICH ERGO (DE)Kepler Fonds KAG (AT)Merrill Lynch (UK)
Mandatum Asset Management (FI)Nikko Asset Management (JP)Oppenheim (DE)OP Fund Management Company (FI)Private Client Bank (CH)Raiffeisen (AT)Rabo Bank (UK)Rothschild & Cie Gestion (FR)Sagitta Wealth Management Limited (AU)SAM Sustainable Asset Management (CH)Sparinvest (DK)SPP (SE)State Street Global Advisors (US)Sustainable Performance Group (CH)Swiss Life Asset Management (CH)Synchrony Asset Management (CH)Theodoor Gilissen Bankiers (NL)UBS Global Asset Management (Japan) LtdUnion Investment (DE)WestLB (DE)VZ VermögensZentrum (CH)Zenit (IT)
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SAM IndexesPhone +41 1 395 2828info@sustainability-indexes.comwww.sustainability-indexes.com
