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.
- WisdomTree Domestic
Index Performance - WisdomTree International
Index Performance - WisdomTree Emerging Markets
and International Real Estate Index Performance
| WisdomTree Domestic Index Performance | 5-Yr Period: Oct 1, 2004 - Sept 30, 2009 | |||||||||
INDEX |
Average Annual Total Returns | Std Dev (%) |
Sharpe ratio |
Beta |
Alpha (%) |
|||||
| YTD | 1 year | 3 years | 5 years | 10 years | Since Inception of WT Earnings (3/1/02 - 09/30/09) |
|||||
| WisdomTree Dividend Index | 14.07% | -11.09% | -6.87% | 0.59% | 3.78% | 2.31% | 16.85% | -0.141 | 1.019 | -0.25% |
| WisdomTree Earnings Index | 22.70% | -4.63% | -4.20% | 2.46% | N/A | 3.53% | 16.52% | -0.030 | 1.029 | 1.54% |
| Russell 3000 Index | 21.19% | -6.42% | -5.06% | 1.56% | 0.73% | 2.06% | 16.60% | -0.084 | 1.038 | 0.68% |
| Wilshire 5000 Index | 21.50% | -6.26% | -4.77% | 1.80% | 0.87% | 2.46% | 16.51% | -0.070 | 1.032 | 0.89% |
| WisdomTree LargeCap Dividend Index | 12.70% | -11.24% | -7.18% | 0.40% | 2.66% | 1.55% | 16.21% | -0.158 | 0.978 | -0.58% |
| WisdomTree Earnings 500 Index | 20.02% | -6.21% | -4.69% | 2.06% | N/A | 2.82% | 15.93% | -0.057 | 0.992 | 1.02% |
| WisdomTree LargeCap Growth Index | 19.17% | -8.60% | -4.13% | 2.28% | 0.66% | 3.46% | 17.37% | -0.039 | 1.003 | 1.49% |
| Russell 1000 Index | 21.08% | -6.14% | -5.10% | 1.49% | 0.41% | 1.85% | 16.31% | -0.090 | 1.021 | 0.54% |
| S&P 500 Index | 19.26% | -6.91% | -5.43% | 1.02% | -0.15% | 1.36% | 15.96% | -0.122 | 1.000 | 0.00% |
| Russell 1000 Growth Index | 27.11% | -1.85% | -2.50% | 1.86% | -2.55% | 0.79% | 16.18% | -0.068 | 0.984 | 0.87% |
| WisdomTree MidCap Dividend Index | 23.55% | -7.22% | -6.20% | 1.30% | 8.24% | 5.39% | 21.17% | -0.078 | 1.240 | 1.44% |
| WisdomTree MidCap Earnings Index | 40.00% | 5.54% | -0.88% | 5.18% | N/A | 8.21% | 20.87% | 0.106 | 1.234 | 5.18% |
| Russell Midcap Value Index | 27.57% | -7.12% | -5.65% | 3.53% | 7.43% | 6.18% | 20.30% | 0.028 | 1.228 | 3.48% |
| Russell Midcap Index | 32.63% | -3.55% | -4.07% | 3.89% | 6.05% | 5.75% | 19.85% | 0.047 | 1.205 | 3.72% |
| S&P MidCap 400 Index | 30.14% | -3.11% | -1.40% | 4.53% | 7.48% | 5.57% | 19.43% | 0.081 | 1.164 | 4.24% |
| WisdomTree SmallCap Dividend Index | 17.06% | -10.26% | -7.35% | 0.31% | 9.91% | 6.80% | 23.62% | -0.112 | 1.262 | 0.98% |
| WisdomTree SmallCap Earnings Index | 44.49% | 8.67% | -2.17% | 4.78% | N/A | 9.45% | 24.66% | 0.074 | 1.385 | 5.72% |
| Russell 2000 Index | 22.43% | -9.55% | -4.57% | 2.41% | 4.88% | 4.75% | 21.17% | -0.026 | 1.238 | 2.53% |
| Russell 2000 Value Index | 16.36% | -12.61% | -6.65% | 1.78% | 8.05% | 5.46% | 21.48% | -0.055 | 1.231 | 1.96% |
| S&P SmallCap 600 Index | 19.46% | -10.61% | -3.98% | 2.83% | 7.08% | 5.42% | 20.82% | -0.006 | 1.205 | 2.84% |
| WisdomTree Equity Income Index | 13.65% | -15.84% | -11.11% | -1.57% | 5.68% | 1.97% | 21.39% | -0.212 | 1.177 | -1.40% |
| WisdomTree Low P/E Index | 27.64% | -4.58% | -5.92% | 2.27% | N/A | 4.98% | 18.96% | -0.036 | 1.140 | 1.86% |
| WisdomTree LargeCap Value Index | 9.06% | -10.76% | -3.11% | 4.91% | 7.51% | 5.88% | 16.56% | 0.118 | 0.956 | 3.95% |
| Russell 1000 Value Index | 14.85% | -10.62% | -7.87% | 0.90% | 2.59% | 2.66% | 17.23% | -0.120 | 1.060 | 0.15% |
| Russell 3000 Value Index | 14.97% | -10.79% | -7.78% | 0.96% | 2.97% | 2.87% | 17.46% | -0.114 | 1.074 | 0.26% |
| WisdomTree Dividend Top 100 Index | 18.33% | -10.92% | -6.62% | 2.04% | 6.27% | 4.36% | 19.09% | -0.048 | 1.098 | 1.65% |
| WisdomTree Dividend ex-Financials Index | 21.81% | 2.24% | 1.65% | 6.88% | 8.70% | 7.29% | 16.67% | 0.235 | 1.001 | 5.92% |
| WisdomTree Dividend ex-Financials Index | 21.81% | 2.24% | 1.65% | 6.88% | 8.70% | 7.29% | 16.67% | 0.235 | 1.001 | 5.92% |
| WisdomTree Dividend ex-Financials Index | 21.81% | 2.24% | 1.65% | 6.88% | 8.70% | 7.29% | 16.67% | 0.235 | 1.001 | 5.92% |
| WisdomTree Earnings Top 100 Index | 36.12% | 1.37% | -4.28% | 3.78% | N/A | 5.90% | 20.09% | 0.041 | 1.203 | 3.64% |
| Russell 1000 Value Index | 14.85% | -10.62% | -7.87% | 0.90% | 2.59% | 2.66% | 17.23% | -0.120 | 1.060 | 0.15% |
| Dow Jones Select Dividend Index | 3.41% | -18.37% | -10.01% | -1.97% | 5.73% | 2.37% | 17.88% | -0.276 | 0.935 | -2.65% |
| S&P 500/Citigroup Value Index | 16.27% | -11.43% | -8.09% | 0.84% | 1.36% | 2.19% | 17.80% | -0.119 | 1.093 | 0.21% |
| 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.