FFIUS – Fossil Free Indexes US

The Fossil Free Indexes US index is based on the capitalization-weighted Solactive US Large Cap Index negatively screened for The Carbon Underground 200, the largest public fossil fuel companies globally, ranked on the carbon content of their reported reserves.

21-Oct-16 Close Ticker Current % Change
Fossil Free Indexes US FFIUS 204.59 0.03
Fossil Free Indexes US TR FFIUST 266.02 0.03


FFIUS Current

Fossil Free Indexes US (^FFIUS)

FFIUS % Change

3 Mo 6.73% 6.45% 7.30% 7.04%
6 Mo 0.09% -0.93% 1.15% 0.15%
YTD 0.78% -0.73% 2.86% 1.38%
1 Yr 0.78% -0.73% 2.86% 1.38%
3 Yr 49.68% 43.31% 59.12% 52.59%
5 Yr 70.76% 62.52% 89.57% 80.75%
10 Yr 73.84% 63.74% 114.00% 102.42%
Research Analysis on Hypothetical Historical Returns

Economic Period FFIUS SPX
2-Jan-04 to 31-Dec-15 5.70% 5.20%
Annualized 2-Jan-04 to 9-Oct-07 9.21% 9.52%
Return 10-Oct-07 to 23-Apr-10 -8.60% -9.32%
2-Jan-04 to 31-Dec-15 10.50% 9.55%
2-Jan-04 to 31-Dec-15 19.45% 19.46%
Standard 2-Jan-04 to 9-Oct-07 11.45% 11.40%
Deviation 10-Oct-07 to 23-Apr-10 31.89% 31.95%
2-Jan-04 to 31-Dec-15 16.04% 16.05%
2-Jan-04 to 31-Dec-15 0.21 0.19
Sharpe 2-Jan-04 to 9-Oct-07 0.48 0.51
Ratio 10-Oct-07 to 23-Apr-10 -0.31 -0.33
2-Jan-04 to 31-Dec-15 0.64 0.58

FFIUS Daily Close (31-Mar-2016)

FFIUS Daily Returns Q1-2016

FFIUS % Annual Change

FFIUS Annual Returns

*Note: Beginning 1 June 2016, FFIUS is based on the Solactive US Large Cap Index. Prior to this date, the underlying index was the Standard and Poor’s 500 Index. Currently all historical prices and comparisons are based on the Standard and Poor’s 500.


FFIUS is a benchmark index built to be the basis for investable products. These products will be attractive to market participants concerned about carbon risk in their portfolios and/or climate risk in the world. Companies owning fossil fuel reserves have valuations based on development of their reserves. They have the corresponding risk that those assets will be “stranded” and their valuations will drop if reserves cannot all be extracted due to regulation or market forces. FFIUS removes from the Solactive US Large Cap Index those public companies ranked by The Carbon Underground 200 as having the reserves with the greatest carbon emissions potential.

Methodology Highlights

Investability & Liquidity: Highly tradable common stocks, with active and deep markets, at least 50% of shares outstanding available for trading. Market cap > US$4.6b.

Screen: Excludes all members of The Carbon Underground 200.

Rebalancing: Quarterly concurrent with underlying index.

Screen Updates: The Carbon Underground 200 updated quarterly, 3 weeks prior to rebalancing. (Annual prior to April 2014).

Weighting: Modified market cap – float-adjusted. See FFIUS Methodology for full details.

Constituents & Sectors

Top 10 Constituents (31-Dec-2015)

Company Index Weight Sector Weight in Sector
General Electric Co 1.26% Industrials 11.78%
Alphabet Inc A 1.26% Information Technology 6.75%
Alphabet Inc B 1.26% Information Technology 6.74%
JP Morgan Chase & Co 1.26% Financials 7.15%
Microsoft Corp 1.26% Information Technology 6.73%
AT&T Inc 1.26% Telecommunication Services 47.27%
Berkshire Hathaway B 1.25% Financials 7.10%
Amazon.com Inc 1.25% Consumer Discrentionary 8.84%
Procter & Gamble 1.25% Consumer Staples 11.20%
Wells Fargo & Co 1.24% Financials 7.04%
Sector Weights (31-Dec-2015)

Information Technology 18.70% 20.69%
Financials 17.60% 16.47%
Health Care 16.49% 15.16%
Consumer Discretionary 14.12% 12.89%
Consumer Staples 11.14% 10.06%
Industrials 10.72% 10.05%
Utilities 3.19% 2.99%
Materials 3.06% 2.76%
Telecommunication Services 2.66% 2.43%
Energy 2.33% 6.50%

Fossil Free Indexes LLC and its third-party data providers and licensors do not guarantee the accuracy, completeness, timeliness or availability of the information contained herein. Nothing in this document shall constitute financial or investment advice, or an offer to buy or sell, or a promotion or recommendation of any security, financial instrument or product or trading strategy. It is not possible to invest in an index directly. Index returns shown do not represent the results of the actual trading of investable assets. All performance presented prior to the index launch date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. Past performance is no guarantee of future results nor of the relationship of returns between Fossil Free Indexes US and the S&P 500. Please see fossilfreeindexes.com for additional legal disclosures and complete index methodology details. Any use of these materials beyond the licenses or rights expressly granted herein without prior written permission of Fossil Free Indexes LLC is strictly prohibited.

The trademarks, service marks, and logos of FossilFreeIndexes (“FossilFreeIndexes Trademarks”) used and displayed on this Web Site are registered and unregistered trademarks or service marks of FossilFreeIndexes. Other company, product, and service names located on the Web Site may be trademarks or service marks owned by third-parties (the “Third-Party Trademarks”, and, collectively with the FossilFreeIndexes Trademarks, the “Trademarks”). Nothing on this Web Site should be construed as granting, by implication, estoppel, or otherwise, any license or right to use any Trademark displayed on this Web Site without the prior written consent of FossilFreeIndexes specific for each such use. The Trademarks may not be used to disparage FossilFreeIndexes or the applicable third-party, FossilFreeIndexes or third-party’s products or services, or in any manner that may damage any goodwill in the Trademarks.