Equity

S&P 500®

AS OF SEPTEMBER 30, 2024

Description
The S&P 500® is widely regarded as the best single gauge of large-cap U.S. equities. The index includes 500 leading companies and
covers approximately 80% of available market capitalization.

Index Attributes
Created in 1957, the S&P 500 was the first U.S. market-cap-weighted stock market index. Today, it’s the basis of many listed and
over-the-counter investment instruments. This world-renowned index includes 500 of the top companies in leading industries of
the U.S. economy.
The S&P 500 is part of a series of S&P Dow Jones U.S. equity indices that can be used as mutually exclusive building blocks; the
index does not overlap holdings with the S&P MidCap 400® or S&P SmallCap 600®. Together, they constitute the S&P Composite
1500®.

Methodology Construction
The following methodology summary is provided for convenience purposes only. For complete details, please view the methodology
document at https://www.spglobal.com/spdji/en/documents/methodologies/methodology-sp-us-indices.pdf.

Universe. All constituents must be U.S. companies.

Eligibility Market Cap. To be included, companies must have an unadjusted market cap of USD 18.0 billion or greater, and must
have a float-adjusted market cap that is at least 50% of the unadjusted minimum market cap threshold.
Public Float. Companies must have an investable weight factor (IWF) of at least 0.10.
Financial Viability. Companies must have positive as-reported earnings over the most recent quarter, as well as over the most
recent four quarters (summed together).
Adequate Liquidity and Reasonable Price. Using composite pricing and volume, the ratio of annual dollar value traded (defined as
average closing price over the period multiplied by historical volume) to float-adjusted market capitalization should be at least
0.75, and the stock should trade a minimum of 250,000 shares in each of the six months leading up to the evaluation date.
Sector Representation. Sector balance, as measured by a comparison of each GICS® sector’s weight in an index with its weight in
the S&P Total Market Index, in the relevant market capitalization range, is also considered in the selection of companies for the
indices.
Company Type. All eligible U.S. common equities listed on eligible U.S. exchanges can be included. REITs are also eligible for
inclusion. Closed-end funds, ETFs, ADRs, ADS, and certain other types of securities are ineligible for inclusion.

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S&P 500®

AS OF SEPTEMBER 30, 2024

Quick Facts
WEIGHTING METHOD Float-adjusted market cap weighted
REBALANCING FREQUENCY Quarterly in March, June, September, and December
CALCULATION FREQUENCY Real time
CALCULATION CURRENCIES USD, AUD, BRL, CAD, CHF, EUR,
LAUNCH DATE March 4, 1957
FIRST VALUE DATE January 3, 1928
REGULATORY AUTHORIZATION European Union - Endorsed
METHODOLOGY S&P U.S. Indices Methodology
All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date. Back-
tested performance reflects application of an index methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have
positively affected its performance, cannot account for all financial risk that may affect results and may be considered to reflect survivor/look ahead bias. Actual returns
may differ significantly from, and be lower than, back-tested returns. Past performance is not an indication or guarantee of future results. This back-tested data may have
been created using a “Backward Data Assumption”. For more information on “Backward Data Assumption” and back-testing in general, please see the Performance
Disclosure at the end of this material.

Historical Performance
Depending on index launch date, all charts below may include back-tested data.

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S&P 500

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S&P 500®

AS OF SEPTEMBER 30, 2024

Performance
INDEX LEVEL RETURNS ANNUALIZED RETURNS

1 MO 3 MOS YTD 1 YR 3 YRS 5 YRS 10 YRS

Total Return
12,608.07 2.14% 5.89% 22.08% 36.35% 11.91% 15.98% 13.38%
Price Return
5,762.48 2.02% 5.53% 20.81% 34.38% 10.19% 14.12% 11.32%
Net Total Return
10,917.53 2.1% 5.78% 21.7% 35.76% 11.39% 15.42% 12.76%

Calendar Year Performance

2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Total Return
26.29% -18.11% 28.71% 18.4% 31.49% -4.38% 21.83% 11.96% 1.38% 13.69%
Price Return
24.23% -19.44% 26.89% 16.26% 28.88% -6.24% 19.42% 9.54% -0.73% 11.39%
Net Total Return
25.67% -18.51% 28.16% 17.75% 30.7% -4.94% 21.1% 11.23% 0.75% 12.99%

Risk
ANNUALIZED RISK ANNUALIZED RISK-ADJUSTED RETURNS

3 YRS 5 YRS 10 YRS 3 YRS 5 YRS 10 YRS

Total Return
17.53% 18.04% 15.25% 0.68 0.89 0.88
Price Return
17.5% 18.01% 15.23% 0.58 0.78 0.74
Net Total Return
17.52% 18.03% 15.24% 0.65 0.86 0.84
Risk is defined as standard deviation calculated using monthly values.

Fundamentals
P/E (TRAILING) P/E (PROJECTED) P/B INDICATED DIV YIELD P/SALES P/CASH FLOW
27.87 21.74 4.84 1.3% 2.84 33.41
P/E (Projected) and Dividend Yield are as of September 30, 2024; P/E (Trailing), P/B, P/Sales, and P/Cash Flow are as of June 28, 2024. Fundamentals are updated on
approximately the fifth business day of each month.

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S&P 500®

AS OF SEPTEMBER 30, 2024

Index Characteristics
NUMBER OF CONSTITUENTS 504
CONSTITUENT MARKET [USD MILLION]
MEAN TOTAL MARKET CAP 101,142.31
LARGEST TOTAL MARKET CAP 3,542,563.92
SMALLEST TOTAL MARKET CAP 4,038.12
MEDIAN TOTAL MARKET CAP 38,016.49
WEIGHT LARGEST CONSTITUENT [%] 7.3
WEIGHT TOP 10 CONSTITUENTS [%] 34.6

ESG Carbon Characteristics

CARBON TO VALUE INVESTED (METRIC TONS CO2e/$1M INVESTED)* 38.38
CARBON TO REVENUE (METRIC TONS CO2e/$1M REVENUES)* 148.23
WEIGHTED AVERAGE CARBON INTENSITY (METRIC TONS CO2e/$1M REVENUES)* 133
FOSSIL FUEL RESERVE EMISSIONS (METRIC TONS CO2/$1M INVESTED) 371.27
*Operational and first-tier supply chain greenhouse gas emissions.
For more information, please visit: www.spglobal.com/spdji/en/esg-metrics.

Top 10 Constituents By Index Weight

CONSTITUENT SYMBOL SECTOR*
Apple Inc. AAPL Information Technology
Microsoft Corp MSFT Information Technology
Nvidia Corp NVDA Information Technology
Amazon.com Inc AMZN Consumer Discretionary
Meta Platforms, Inc. Class A META Communication Services
Alphabet Inc A GOOGL Communication Services
Berkshire Hathaway B BRK.B Financials
Alphabet Inc C GOOG Communication Services
Broadcom Inc AVGO Information Technology
Tesla, Inc TSLA Consumer Discretionary
*Based on GICS® sectors

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S&P 500®

AS OF SEPTEMBER 30, 2024

Sector* Breakdown

*Based on GICS® sectors

The weightings for each sector of the index are rounded to the nearest tenth of a percent; therefore, the aggregate weights for the index may not equal 100%.

Country/Region Breakdown
COUNTRY/REGION NUMBER OF CONSTITUENTS TOTAL MARKET CAP [USD MILLION] INDEX WEIGHT [%]

United States 504 50,975,724.44 100

Based on index constituents’ country of domicile.

Tickers
BLOOMBERG TICKER REUTERS
Price Return SPX .SPX
Total Return SPXT .SPXT
Net Total Return SPTR500N .SPXNTR
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S&P 500®

AS OF SEPTEMBER 30, 2024

Related Products
This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried
to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers at the
end of this document or here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.
PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER
JOHANNESBURG
1nvest S&P500 Feeder ETF ETF ETF500
STOCK EXCHANGE
KOREA EXCHANGE
ACE S&P500 ETF 360200
(STOCK MARKET)
Adjusted Interest Rate S&P 500 Total Return Future CME ASR
EURONEXT -
Amundi ETF PEA S&P 500 Daily Hedged EUR ETF P500H
EURONEXT PARIS
EURONEXT -
Amundi ETF PEA S&P 500 EUR ETF PE500
EURONEXT PARIS
London Stock
Amundi ETF S&P 500 EUR C/D USD ETF 500D
Exchange
EURONEXT -
Amundi IS S&P 500 ETF C EUR ETF 500
EURONEXT PARIS
EURONEXT -
Amundi IS S&P 500 ETF C EUR Hdg ETF 500H
EURONEXT PARIS
EURONEXT -
Amundi IS S&P 500 ETF C USD ETF 500U
EURONEXT PARIS
XFMQ--Unlisted
ARIRANG S&P 500 ETF 429760
Fund Manager Quote
KOREA EXCHANGE
ARIRANG S&P500 ETF 269540
(STOCK MARKET)
AXS Change Finance ESG ETF ETF NYSE Arca CHGX
TORONTO STOCK
BetaPro S&P 500® -2x Daily Bear ETF ETF HSD
EXCHANGE
TORONTO STOCK
BetaPro S&P 500® 2x Daily Bull ETF ETF HSU
EXCHANGE
TORONTO STOCK
BetaPro S&P 500® Daily Inverse ETF ETF HIU
EXCHANGE
BetaShares US Eqs Strong Bear H CcyH ETF ETF ASX - ALL MARKETS BBUS
TORONTO STOCK
BMO S&P 500 ETF (CAD) ETF ZSP
EXCHANGE
TORONTO STOCK
BMO S&P 500 ETF (USD) ETF ZSP.U
EXCHANGE
TORONTO STOCK
BMO S&P 500 Hedged to CAD ETF ETF ZUE
EXCHANGE
XFMQ--Unlisted
BNP Paribas Easy Sust US ETF EUR Cap ETF N/A
Fund Manager Quote
XFMQ--Unlisted
BNP Paribas Easy Sust US ETF H EUR Cap ETF N/A
Fund Manager Quote
XFMQ--Unlisted
BNP Paribas Easy Sust US ETF R EUR Cap ETF N/A
Fund Manager Quote
XFMQ--Unlisted
BNP Paribas Easy Sust US ETF USD Cap ETF N/A
Fund Manager Quote
EURONEXT -
BNPP Easy S&P 500 ETF EUR C ETF ESE
EURONEXT PARIS
EURONEXT -
BNPP Easy S&P 500 ETF EUR H ETF ESEH
EURONEXT PARIS
EURONEXT -
BNPP Easy S&P 500 ETF USD C ETF ESD
EURONEXT PARIS
EURONEXT -
BNPP Easy S&P 500 ETF USD C/D ETF ESDD
EURONEXT PARIS
SHANGHAI STOCK
Bosera S&P 500 QDII Fd ETF 513500
EXCHANGE

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S&P 500®

AS OF SEPTEMBER 30, 2024

PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER

Bm&Fbovespa S.A. -
Bolsa De Valores,
BTG Pactual S&P 500 Fundo de Índice ETF SPXB11
Mercadorias E
Futuros
Shanghai Stock
China Southern S&P 500 ETF(QDII) ETF 513650
Exchange
Shenzhen Stock
ChinaAMC S&P 500 ETF (QDII) ETF 159655
Exchange
JOHANNESBURG
CoreShares S&P 500 ETF ETF CSP500
STOCK EXCHANGE
XFMQ--Unlisted
Deka S&P 500 ETF ETF D6RI
Fund Manager Quote
Direxion Daily S&P 500® Bear 1X ETF ETF NYSE Arca SPDN
Direxion Daily S&P 500® Bear 3X ETF ETF NYSE ARCA SPXS
Direxion Daily S&P 500® Bull 2X ETF ETF NYSE ARCA SPUU
Direxion Daily S&P500® Bull 3X ETF ETF NYSE ARCA SPXL
E-mini S&P 500 Future CME ES
EOM E-mini S&P 500 Index Option CME EW
EOW1 E-mini S&P 500 Option CME EW1
EOW2 E-mini S&P 500 Option CME EW2
EOW3 E-mini S&P 500 Option CME EW3
EOW4 E-mini S&P 500 Option CME EW4
Toronto Stock
Evolve S&P 500® Enhanced Yield CAD Hdg ETF ESPX
Exchange
Toronto Stock
Evolve S&P 500® Enhanced Yield CAD UnH ETF ESPX.B
Exchange
London Stock
First Trst VstUSEqModBffrETFFebA$Acc ETF GFEB LN
Exchange
XFMQ--Unlisted
FNB S&P 500 Feeder ETF A ETF N/A
Fund Manager Quote
Toronto Stock
Global X Enhanced S&P 500 ETF ETF USSL
Exchange
Toronto Stock
Global X S&P 500 ETF ETF USSX.U
Exchange
Shenzhen Stock
Guotai S&P 500 ETF (QDII) ETF 159612
Exchange
Korea Exchange
HANARO US S&P500 ETF 432840
(Stock Market)
Hong Kong
Hang Seng S&P 500 Index ETF ETF Exchanges And 09195
Clearing Ltd
Harel Sal S&P 500 ETF HRLF25
Harel Sal S&P 500 Currency Hedged ETF HRLF50
TORONTO STOCK
Horizons S&P 500 CAD Hedged ETF ETF HSH
EXCHANGE
TORONTO STOCK
Horizons S&P 500 ETF ETF HXS
EXCHANGE
LONDON STOCK
HSBC S&P 500 ETF ETF HSPD
EXCHANGE
HSBC S&P 500 ETF CHF Hedged (Acc) ETF N/A
XFMQ--Unlisted
HSBC S&P 500 ETF USD (Acc) ETF HSPA
Fund Manager Quote
Tokyo Stock
iFreeETF S&P500 (JPY HEDGED) ETF 2248
Exchange

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S&P 500®

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PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER

Tokyo Stock
iFreeETF S&P500 (NON HEDGED) ETF 2247
Exchange
LONDON STOCK
Invesco S&P 500 ETF ETF SPXS
EXCHANGE
SIX SWISS
Invesco S&P 500 ETF (Dist) ETF SPXD
EXCHANGE
Invesco S&P 500 ETF (EUR Hdg) ETF XETRA E500
LONDON STOCK
Invesco S&P 500 ETF (GBP Hdg) ETF G500
EXCHANGE
iShares Core S&P 500 ETF ETF NYSE ARCA IVV
TORONTO STOCK
iShares Core S&P 500 ETF ETF XUS
EXCHANGE
TORONTO STOCK
iShares Core S&P 500 ETF (CAD-Hedged) ETF XSP
EXCHANGE
LONDON STOCK
iShares Core S&P 500 ETF GBPH Dist ETF GSPX
EXCHANGE
BATS CHI-X EUROPE
iShares Core S&P 500 ETF MXNH Acc ETF CSPXX
-CXE ORDER BOOKS
SIX SWISS
iShares Core S&P 500 ETF USD Acc ETF CSSPX
EXCHANGE
LONDON STOCK
iShares Core S&P 500 ETF USD Dist ETF IDUS
EXCHANGE
iShares S&P 500 AUD Hedged ETF ETF ASX - ALL MARKETS IHVV
SIX SWISS
iShares S&P 500 CHF Hedged ETF Acc ETF IUSC
EXCHANGE
TOKYO STOCK
iShares S&P 500 ETF ETF 1655
EXCHANGE
iShares S&P 500 ETF ETF ASX - ALL MARKETS IVV
LONDON STOCK
iShares S&P 500 EUR Hedged ETF Acc ETF IUSE
EXCHANGE
BM&FBOVESPA S.A.
- BOLSA DE
iShares S&P 500 FIC FI IE ETF VALORES, IVVB11
MERCADORIAS E
FUTUROS
LONDON STOCK
iShares S&P 500 GBP Hedged ETF Acc ETF IGUS
EXCHANGE
TOKYO STOCK
iShares S&P 500 JPY Hedged ETF ETF 2563
EXCHANGE
BOLSA MEXICANA
DE VALORES
iShares S&P 500 Peso Hedged TRAC ETF IVVPESO
(MEXICAN STOCK
EXCHANGE)
EURONEXT -
iShares S&P 500 Swap ETF USD Acc ETF EURONEXT I500
AMSTERDAM
Euronext - Euronext
iShares S&P 500 Swap ETF USD Dis ETF I50D
Amsterdam
BM&FBOVESPA S.A.
- BOLSA DE
It Now S&P500® TRN Fund ETF ETF VALORES, SPXI11
MERCADORIAS E
FUTUROS
XFMQ--Unlisted
KODEX S&P500 (H) ETF 449180
Fund Manager Quote
Korea Exchange
KODEX S&P500 Total Return ETF 379800
(Stock Market)

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S&P 500®

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PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER

Korea Exchange
KOSEF S&P500 ETF 449770
(Stock Market)
Korea Exchange
KOSEF S&P500 (H) ETF 449780
(Stock Market)
KraneShares Value Line® Dyn Div Eq ETF ETF NYSE Arca KVLE
KSM ETF Composite Gov Bond (55%) Corp Bond (30%) Equity
ETF KSMF141
(15%) Monthly Currency Hedged
KSM ETF Composite US Equity Monthly ETF KSMF150
KSM ETF Leveraged S&P 500 x3 Monthly ETF KSMF111
KSM ETF S&P 500 ETF KSMF80
KSM ETF S&P 500 Currency Hedged ETF KSMF82
KSM ETF Short Leveraged S&P 500 x3 Monthly ETF KSMF114
TOKYO STOCK
Listed Index Fund US Eq S&P500 Ccy Hdg ETF 2521
EXCHANGE
TOKYO STOCK
Listed Index Fund US Equity (S&P500) ETF 1547
EXCHANGE
EURONEXT -
Lyxor PEA S&P 500 ETF Capi ETF PSP5
EURONEXT PARIS
EURONEXT -
Lyxor PEA S&P 500 ETF Couverte en EUR C ETF PSPH
EURONEXT PARIS
EURONEXT -
Lyxor S&P 500 ETF C EUR ETF SP5C
EURONEXT PARIS
Lyxor S&P 500 ETF D EUR ETF XETRA LYPS
LONDON STOCK
Lyxor S&P 500 ETF D USD ETF LSPU
EXCHANGE
LONDON STOCK
Lyxor S&P 500 ETF Daily Hdg to GBP Dist ETF SP5G
EXCHANGE
SIX SWISS
Lyxor S&P 500 ETF Daily Hedged C CHF ETF LYSPH
EXCHANGE
XFMQ--Unlisted
Lyxor S&P 500 ETF Daily Hedged C EUR ETF N/A
Fund Manager Quote
BORSA ITALIANA
Lyxor S&P 500 ETF Daily Hedged D EUR ETF SPXH
S.P.A.
Lyxor S&P 500 ETF S USD ETF N/A
TOKYO STOCK
MAXIS S&P500 US Equity ETF ETF 2558
EXCHANGE
Tokyo Stock
MAXIS S&P500 US Equity ETF (JPY Hedged) ETF 2630
Exchange
Micro E-mini S&P 500 Index Future CME MES
Micro S&P 500 Index (WSP) Future B3 WSP
Mini S&P 500 Index (XSP) Option CBOE XSP
More Sal S&P 500 ETF MORES1
More Sal S&P 500 Currency Hedged ETF MORES2
MTF SAL(4A) S&P 500 ETF MTFF23
MTF SAL(4A) S&P 500 - Hedged ETF MTFF52
Nanos S&P 500 Index (NANOS) Option CBOE NANOS
Tokyo Stock
NEXT FUNDS S&P 500 (Unhedged) ETF ETF 2633
Exchange
Tokyo Stock
NZAM ETF S&P500 (JPY Hedged) ETF 2086
Exchange
ProShares Short S&P500 ETF NYSE ARCA SH
ProShares Ultra S&P500 ETF NYSE ARCA SSO
ProShares UltraPro S&P500 ETF NYSE ARCA UPRO

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S&P 500®

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PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER

ProShares UltraPro Short S&P500 ETF NYSE ARCA SPXU
ProShares UltraShort S&P500 ETF NYSE ARCA SDS
Psagot ETF (4D) S&P 500 ETF PSGF65
Psagot ETF S&P 500 Currency Hedged ETF N/A
Korea Exchange
RISE S&P500 ETF 379780
(Stock Market)
Korea Exchange
RISE S&P500(H) ETF 453330
(Stock Market)
S&P 500 (SPF) Future TAIFEX SPF
S&P 500 Index Future CME N/A
S&P 500 Index (ISP) Future B4 ISP
S&P 500 Index (SPX) Option CBOE SPX
S&P 500 Total Return Index Future CME TRI
JOHANNESBURG
Satrix S&P 500 ETF ETF STX500
STOCK EXCHANGE
NEW ZEALAND
Smartshares US 500 ETF USF
EXCHANGE LTD
New Zealand
Smartshares US 500 (NZD Hedged) ETF ETF USH
Exchange Ltd
Korea Exchange
SOL S&P500 ETF 433330
(Stock Market)
SonicShares™ Global Shipping ETF ETF NYSE Arca BOAT
SPDR S&P 500 ETF EUR Acc H ETF XETRA SPPE
London Stock
SPDR S&P 500 ETF USD Acc ETF SPYL
Exchange
SPDR S&P 500 ETF USD Acc ETF XETRA SPYL
SPDR® Portfolio S&P 500 ETF ETF NYSE ARCA SPLG
SPDR® S&P 500 ETF ETF ASX - ALL MARKETS SPY
LONDON STOCK
SPDR® S&P 500 ETF ETF SPY5
EXCHANGE
SPDR® S&P 500 ETF Trust ETF NYSE ARCA SPY
JOHANNESBURG
Sygnia Itrix S&P 500 ETF ETF SYG500
STOCK EXCHANGE
Tachlit Sal Composite INT. Equity Currency-Hedged Monthly ETF TCHF40
Tachlit Sal Composite US Equity Monthly ETF TCHF134
Tachlit Sal S&P 500 ETF TCHF76
Tachlit Sal S&P 500 Currency Hedged ETF TCHF11
KOREA EXCHANGE
TIGER S&P500 ETF 360750
(STOCK MARKET)
XFMQ--Unlisted
TIGER S&P500 Total Return (H) ETF 448290
Fund Manager Quote
KOREA EXCHANGE
TIGER US S&P500 Leverage (Synth H) ETF 225040
(STOCK MARKET)
SIX SWISS
UBS ETF S&P 500 A CHF H Acc ETF SP500S
EXCHANGE
SIX SWISS
UBS ETF S&P 500 A EUR H Acc ETF SP500E
EXCHANGE
SIX SWISS
UBS ETF S&P 500 A GBP H Inc ETF SP500H
EXCHANGE
SIX SWISS
UBS ETF S&P 500 USD A dis ETF SP5USY
EXCHANGE
SIX SWISS
UBS FS S&P 500 SF USD A acc ETF ETF S5USAS
EXCHANGE

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S&P 500®

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PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER

TORONTO STOCK
Vanguard S&P 500 ETF ETF VFV
EXCHANGE
Vanguard S&P 500 ETF ETF NYSE ARCA VOO
TORONTO STOCK
Vanguard S&P 500 ETF CAD-H ETF VSP
EXCHANGE
LONDON STOCK
Vanguard S&P 500 ETF USD Acc ETF VUAA
EXCHANGE
LONDON STOCK
Vanguard S&P 500 UCITS ETF ETF VUSD
EXCHANGE
Korea Exchange
WOORI US S&P500 ETF 444490
(Stock Market)
Xtrackers S&P 500 ETF 1C - EUR H ETF XETRA XDPE
Xtrackers S&P 500 ETF 1D - EUR H ETF XETRA XDPD
LONDON STOCK
Xtrackers S&P 500 ETF 2C - GBP H ETF XDPG
EXCHANGE
SIX SWISS
Xtrackers S&P 500 ETF 3C - CHF H ETF XDPC
EXCHANGE
London Stock
Xtrackers S&P 500 ETF 4C - USD ETF XDPU
Exchange
Xtrackers S&P 500 SW 5C EUR H ETF XETRA XS5E
XFMQ--Unlisted
Xtrackers S&P 500 SW 7C GBP H ETF XS5G
Fund Manager Quote
LONDON STOCK
Xtrackers S&P 500 Swap ETF 1C ETF XSPU
EXCHANGE
London Stock
Xtrackers S&P 500 Swap ETF 1D ETF XSXD
Exchange
Yelin Lapidot ETF S&P 500 ETF N/A
Yelin Lapidot ETF S&P 500 Currency Hedged ETF N/A
TAIWAN STOCK
Yuanta S&P 500 ETF ETF 00646
EXCHANGE

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AS OF SEPTEMBER 30, 2024

Disclaimer
Performance Disclosure/Back-Tested Data
Source: S&P Dow Jones Indices LLC.

The launch date of the S&P 500 was March 4, 1957.

Where applicable, S&P Dow Jones Indices and its index-related affiliates (“S&P DJI”) defines various dates to assist our clients by providing transparency. The First Value
Date is the first day for which there is a calculated value (either live or back-tested) for a given index. The Base Date is the date at which the index is set to a fixed value for
calculation purposes. The Launch Date designates the date when the values of an index are first considered live: index values provided for any date or time period prior to the
index’s Launch Date are considered back-tested. S&P DJI defines the Launch Date as the date by which the values of an index are known to have been released to the public,
for example via the company’s public website or its data feed to external parties. For Dow Jones-branded indices introduced prior to May 31, 2013, the Launch Date (which
prior to May 31, 2013, was termed “Date of introduction”) is set at a date upon which no further changes were permitted to be made to the index methodology, but that may
have been prior to the Index’s public release date.

Please refer to the methodology for the Index for more details about the index, including the manner in which it is rebalanced, the timing of such rebalancing, criteria for
additions and deletions, as well as all index calculations.

Information presented prior to an index’s launch date is hypothetical back-tested performance, not actual performance, and is based on the index methodology in effect on
the launch date. However, when creating back-tested history for periods of market anomalies or other periods that do not reflect the general current market environment,
index methodology rules may be relaxed to capture a large enough universe of securities to simulate the target market the index is designed to measure or strategy the index
is designed to capture. For example, market capitalization and liquidity thresholds may be reduced. In addition, forks have not been factored into the back-test data with
respect to the S&P Cryptocurrency Indices. For the S&P Cryptocurrency Top 5 & 10 Equal Weight Indices, the custody element of the methodology was not considered; the
back-test history is based on the index constituents that meet the custody element as of the Launch Date. Also, the treatment of corporate actions in back-tested
performance may differ from treatment for live indices due to limitations in replicating index management decisions. Back-tested performance reflects application of an
index methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have positively affected its performance, cannot
account for all financial risk that may affect results and may be considered to reflect survivor/look ahead bias. Actual returns may differ significantly from, and be lower
than, back-tested returns. Past performance is not an indication or guarantee of future results.

Typically, when S&P DJI creates back-tested index data, S&P DJI uses actual historical constituent-level data (e.g., historical price, market capitalization, and corporate
action data) in its calculations. As ESG investing is still in early stages of development, certain datapoints used to calculate certain ESG indices may not be available for the
entire desired period of back-tested history. The same data availability issue could be true for other indices as well. In cases when actual data is not available for all relevant
historical periods, S&P DJI may employ a process of using “Backward Data Assumption” (or pulling back) of ESG data for the calculation of back-tested historical
performance. “Backward Data Assumption” is a process that applies the earliest actual live data point available for an index constituent company to all prior historical
instances in the index performance. For example, Backward Data Assumption inherently assumes that companies currently not involved in a specific business activity (also
known as “product involvement”) were never involved historically and similarly also assumes that companies currently involved in a specific business activity were involved
historically too. The Backward Data Assumption allows the hypothetical back-test to be extended over more historical years than would be feasible using only actual data.
For more information on “Backward Data Assumption” please refer to the FAQ. The methodology and factsheets of any index that employs backward assumption in the back-
tested history will explicitly state so. The methodology will include an Appendix with a table setting forth the specific data points and relevant time period for which backward
projected data was used. Index returns shown do not represent the results of actual trading of investable assets/securities. S&P DJI maintains the index and calculates the
index levels and performance shown or discussed but does not manage any assets.

Index returns do not reflect payment of any sales charges or fees an investor may pay to purchase the securities underlying the Index or investment funds that are intended
to track the performance of the Index. The imposition of these fees and charges would cause actual and back-tested performance of the securities/fund to be lower than the
Index performance shown. As a simple example, if an index returned 10% on a US $100,000 investment for a 12-month period (or US $10,000) and an actual asset-based fee
of 1.5% was imposed at the end of the period on the investment plus accrued interest (or US $1,650), the net return would be 8.35% (or US $8,350) for the year. Over a three-
year period, an annual 1.5% fee taken at year end with an assumed 10% return per year would result in a cumulative gross return of 33.10%, a total fee of US $5,375, and a
cumulative net return of 27.2% (or US $27,200).

Intellectual Property Notices/Disclaimer

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These materials have been prepared solely for informational purposes based upon information generally available to the public and from sources believed to be reliable. No
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including external factors beyond S&P DJI’s control might necessitate material changes to indices.

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including organizations whose securities or services they may recommend, rate, include in model portfolios, evaluate, or otherwise address.

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ESG Indices Disclaimer

S&P DJI provides indices that seek to select, exclude, and/or weight index constituents based on, but not limited to, certain environmental, social or governance (ESG)
indicators, or a combination of those indicators, including the following: environmental indicators (including the efficient use of natural resources, the production of waste,
greenhouse gas emissions, or impact on biodiversity); social indicators (such as, inequality and investment in human capital); governance indictors (such as sound
management structures, employee relations, remuneration of staff, tax compliance, respect for human rights, anti-corruption and anti-bribery matters), specific
sustainability or values-related company involvement indicators (for example, production/distribution of controversial weapons, tobacco products, or thermal coal), or
controversies monitoring (including research of media outlets to identify companies involved in ESG-related incidents).

S&P DJI ESG indices use ESG metrics and scores in the selection and/or weighting of index constituents. ESG scores or ratings seek to measure or evaluate a company’s, or
an asset’s, performance with respect to environmental, social and corporate governance issues.

The ESG scores, ratings, and other data used in S&P DJI ESG indices is supplied directly or indirectly by third parties (note these parties can be independent affiliates of S&P
Global or unaffiliated entities) so an S&P DJI ESG index’s ability to reflect ESG factors depends on these third parties’ data accuracy and availability.

ESG scores, ratings, and other data may be reported (meaning that the data is provided as disclosed by companies, or an asset, or as made publicly available), modelled
(meaning that the data is derived using a proprietary modelling process with only proxies used in the creation of the data), or reported and modelled (meaning that the data is
either a mix of reported and modelled data or is derived from the vendor using reported data /information in a proprietary scoring or determination process).

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ESG scores, ratings, and other data, whether from an external and/or internal source, is based on a qualitative and judgmental assessment, especially in the absence of
well-defined market standards, and due to the existence of multiple approaches and methodologies to assess ESG factors and considerations. An element of subjectivity
and discretion is therefore inherent in any ESG score, rating, or other data and different ESG scoring, rating, and/or data sources may use different ESG assessment or
estimation methodologies. Different persons (including ESG data ratings, or scoring providers, index administrators or users) may arrive at different conclusions regarding
the sustainability or impact of a particular company, asset, or index.

Where an index uses ESG scores, ratings or other data supplied directly or indirectly by third parties, S&P DJI does not accept responsibility for the accuracy of completeness
of such ESG scores, ratings, or data. No single clear, definitive test or framework (legal, regulatory, or otherwise) exists to determine ‘ESG’, ‘sustainable’, ‘good governance’,
‘no adverse environmental, social and/or other impacts’, or other equivalently labelled objectives. In the absence of well-defined market standards and due to the existence
of multitude approaches, the exercise of judgment is necessary. Accordingly, different persons may classify the same investment, product and/or strategy differently
regarding ‘ESG’, ‘sustainable’, ‘good governance’, ‘no adverse environmental, social and/or other impacts’, or other equivalently labelled objectives. Furthermore, the legal
and/or market position on what constitutes an ‘ESG’, ‘sustainable’, ‘good governance’, ‘no adverse environmental, social and/or other impacts’, or other equivalently labelled
objectives may change over time, especially as further regulatory or industry rules and guidance are issued and the ESG sustainable finance framework becomes more
sophisticated.

Prospective users of an S&P DJI ESG Index are encouraged to read the relevant index methodology and related disclosures carefully to determine whether the index is
suitable for their potential use case or investment objective.

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