Index Strategies

How do we compare to the traditional indexes?

The WisdomTree Dividend Index Family consists of indexes from the United States, the international developed world, a global index and the emerging markets. It includes size based segments for the United States and International developed world (large cap, mid cap, and small cap), as well as regional indexes (Europe, Japan, and Pacific ex-Japan). The international dividend index family also includes sector indexes and small cap indexes for Europe, Japan, and the Emerging Markets.

The WisdomTree Earnings Family consists of seven United States based indexes that cover the size segments (large cap, mid cap, and small cap), the style indexes (LargeCap Growth and LargeCap Value), and one international earnings-weighted index covering India.

The following table shows select WisdomTree Indexes compared to their most suitable market-cap weighted indexes.




INDEX		 Average Annual Total Returns
Std Dev (%)
Sharpe ratio
Beta
Alpha (%)
1 year 3 years 5 years 10 years Since Inception
of WT Earnings (3/1/02 - 12/31/09)
WisdomTree Dividend Index 20.46% -7.16% -0.01% 4.16% 2.95% 16.96% -0.170 1.021 -0.25%
WisdomTree Earnings Index 30.49% -4.57% 1.90% N/A 4.23% 16.58% -0.059 1.027 1.59%
Russell 3000 Index 28.34% -5.42% 0.76% -0.20% 2.74% 16.67% -0.127 1.037 0.49%
Dow Jones U.S. Total Stock Market Index 28.55% -5.19% 0.97% -0.25% 3.12% 16.58% -0.115 1.030 0.68%
WisdomTree LargeCap Dividend Index 18.82% -7.49% -0.13% 2.94% 2.19% 16.34% -0.184 0.981 -0.52%
WisdomTree Earnings 500 Index 27.68% -4.97% 1.60% N/A 3.54% 15.99% -0.080 0.991 1.16%
WisdomTree LargeCap Growth Index 27.85% -4.40% 1.98% -0.56% 4.28% 17.34% -0.052 0.996 1.78%
Russell 1000 Index 28.43% -5.36% 0.79% -0.49% 2.56% 16.39% -0.127 1.020 0.45%
S&P 500 Index 26.46% -5.63% 0.42% -0.95% 2.07% 16.05% -0.153 1.000 0.00%
Russell 1000 Growth Index 37.21% -1.89% 1.63% -3.99% 1.75% 16.30% -0.076 0.987 1.24%
WisdomTree MidCap Dividend Index 32.63% -6.22% 0.52% 9.13% 6.17% 21.38% -0.110 1.240 1.41%
WisdomTree MidCap Earnings Index 50.54% -1.27% 4.13% N/A 8.94% 21.02% 0.060 1.226 4.88%
Russell Midcap Value Index 34.21% -6.62% 1.98% 7.58% 6.67% 20.37% -0.044 1.220 2.64%
Russell Midcap Index 40.48% -4.59% 2.43% 4.98% 6.34% 19.94% -0.022 1.197 2.98%
S&P MidCap 400 Index 37.38% -1.83% 3.27% 6.36% 6.12% 19.57% 0.020 1.156 3.69%
WisdomTree SmallCap Dividend Index 22.01% -8.57% -1.21% 10.63% 7.14% 23.69% -0.173 1.248 0.15%
WisdomTree SmallCap Earnings Index 49.57% -4.15% 2.75% N/A 9.62% 24.78% -0.005 1.368 4.49%
Russell 2000 Index 27.17% -6.07% 0.51% 3.51% 5.10% 21.35% -0.111 1.224 1.36%
Russell 2000 Value Index 20.58% -8.22% -0.01% 8.27% 5.76% 21.62% -0.133 1.218 0.89%
S&P SmallCap 600 Index 25.57% -4.79% 1.36% 6.35% 5.91% 21.00% -0.072 1.192 2.08%
WisdomTree Equity Income Index 18.21% -11.74% -2.66% 6.76% 2.42% 21.54% -0.257 1.180 -1.80%
WisdomTree Low P/E Index 37.37% -6.31% 1.92% N/A 5.80% 19.03% -0.050 1.137 2.19%
WisdomTree LargeCap Value Index 17.41% -3.60% 4.06% 7.19% 6.69% 16.30% 0.072 0.933 3.61%
Russell 1000 Value Index 19.69% -8.96% -0.25% 2.47% 3.11% 17.27% -0.181 1.056 -0.39%
Russell 3000 Value Index 19.76% -8.91% -0.24% 2.88% 3.31% 17.49% -0.178 1.069 -0.33%
WisdomTree Dividend Top 100 Index 27.67% -6.44% 1.67% 7.70% 5.23% 19.26% -0.063 1.103 1.95%
WisdomTree Dividend ex Financials Index 33.77% 2.41% 6.70% 10.17% 8.34% 16.75% 0.228 1.000 6.37%
WisdomTree Earnings Top 100 Index 45.25% -4.67% 3.43% N/A 6.59% 20.16% 0.027 1.202 4.01%
Russell 1000 Value Index 19.69% -8.96% -0.25% 2.47% 3.11% 17.27% -0.181 1.056 -0.39%
Dow Jones U.S. Select Dividend Index 11.13% -10.06% -2.03% 6.53% 3.24% 17.98% -0.273 0.938 -2.15%
S&P 500/Citigroup Value Index 21.18% -9.10% -0.27% 1.20% 2.66% 17.91% -0.176 1.093 -0.26%
Note: Standard Deviation, Sharpe Ratio, Beta, and Alpha calculated using Zephyr StyleAdvisor.


YTD performance is cumulative.

Please contact us if you would like a performance table for WisdomTree sector indexes.

Prior to the live dates, performance information for the WisdomTree Indexes is based on hypothetical back-tested data for the specified time period(s). The live dates for real time calculations by an independent calculation agent are: WisdomTree Dividend Indexes - June 1, 2006; WisdomTree Earnings Indexes - February 1, 2007; WisdomTree LargeCap Growth Index - May 1, 2008; WisdomTree Dividend ex-Financials Index - May 1, 2009; WisdomTree LargeCap Value Index - June 22, 2009. A back test is an indication of how an index would have performed in the past if it existed. Hypothetical back-tested performance has inherent limitations. Starting May 8, 2009, the WisdomTree Dividend Top 100 Index is calculated on the end of day basis by WisdomTree. Starting June 22, 2009, the WisdomTree Low P/E Index is calculated on the end of day basis by WisdomTree.

March 1, 2002 was selected as the starting point of the back test for the WisdomTree Earnings Indexes because this is the earliest date for which four prior quarters of "core earnings" data, computed by Standard & Poor's, was available for the securities included in the domestic Earnings Indexes covered by the back test.

Past performance does not guarantee future results. You cannot invest directly in an index. Index performance does not represent actual fund or portfolio performance. A fund or portfolio may differ significantly from the securities included in the Index. Index performance assumes reinvestment of dividends, but does not reflect any management fees, transaction costs or other expenses that would be incurred by a portfolio or fund, or brokerage commissions on transactions in Fund shares. Such fees, expenses and commissions could reduce returns. WisdomTree Investments, its affiliates and their independent providers are not liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein.

*This Index no longer has a Fund that tracks it and is shown for informational purposes only. For more performance of this Index it please click here.

Sources: WisdomTree Investments, Bloomberg, Zephyr StyleAdvisor, S&P.