WTLVI

WisdomTree LargeCap Value Index

Add this index to My WisdomTree Add this index to My WisdomTree
The WisdomTree LargeCap Value Index is a fundamentally weighted index that measures the performance of large-cap value companies. The Index consists of U.S. companies that have positive cumulative earnings over the past four fiscal quarters and that meet WisdomTree’s requirements as of the Index measurement date. WisdomTree Investments uses "Core Earnings", computed by Standard & Poor’s, as the weighting metric. Core Earnings is a standardized calculation of earnings developed by Standard & Poor’s designed to include expenses, incomes and activities that reflect the actual profitability of an enterprises ongoing operations. WisdomTree creates a "value" score for each company based on the company’s Price to Earnings Ratio, Price to Sales Ratio, and Price to Book Value and 1-year change in stock price. After selecting the 1000 largest market capitalization securities that pass the initial selection requirements, the bottom 10% based on 1-year change in stock price are excluded and the top 300 companies ranked by their combined value score are selected for inclusion. Companies are weighted in the Index annually based on earnings.

Index Facts

  • As of 09/28/2016
Bloomberg Index Symbol WTLVI
Exchange Index Symbol N/A
Index Inception Date 06/22/2009
Base Index Value 200
Number of Components in Index 281
Current Index Value 430.34
Total Return Index Closing Value 495.03
Total Index Market Capitalization ($ Trillion) 3.64
Index MarketCap Breakdown
Large Cap (> $10 Billion) 74.04%
Mid Cap (≥ $2 Billion and ≤ $10 Billion) 25.14%
Small Cap (< $2 Billion) 0.82%

Index Statistics

  • As of 09/28/2016
Dividend Yield 1.72
Price/Earnings 14.88
Estimated Price/Earnings 14.73
Price/Book 2.46
Price/Sales 0.83
Price/Cash Flow 9.31
Gross Buyback Yield 4.11
Net Buyback Yield 3.55

Top Components

  • As of 09/28/2016
Components Weight
1. Mondelez International Inc. 4.39%
2. UnitedHealth Group Inc 3.70%
3. Home Depot Inc 3.36%
4. Boeing Co/The 2.80%
5. CVS Caremark Corp 2.46%
6. Phillips 66 2.28%
7. Lockheed Martin Corp 2.25%
8. Dow Chemical Co/The 1.99%
9. Valero Energy Corp 1.99%
10. American International Group Inc 1.97%
  • Subject to change without notice.

Industry Group Breakdown

  • As of 09/28/2016
Industry Group Weight
1. Health Care Equipment & Services 12.09%
2. Insurance 10.98%
3. Capital Goods 10.49%
4. Retailing 9.68%
5. Food Beverage & Tobacco 8.29%
6. Food & Staples Retailing 7.45%
7. Energy 6.92%
8. Software & Services 4.26%
9. Automobiles & Components 4.14%
10. Consumer Durables & Apparel 4.11%

Country Allocation

  • As of 09/28/2016
Country Weight
1. United States 100.00%

Important Information about Index Performance

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.

WisdomTree vs. Comparative Cap-weighted Benchmark Performance

Hypothetical Investment of $10,000

Correlation Matrix of Indexes

Index Volatility

Definitions

  • Index Dividend Yield is a measure of the annual dividends of the shares of all Index components divided by the Index value.
  • Price/Book Ratio is a ratio used to compare a stock's market value to its book value.
  • Price/Earnings Ratio is a valuation ratio of a company's current share price compared to its per-share earnings.
  • Estimated Price/Earnings is a valuation ratio of a company's current share price compared to the consensus estimates for per-share earnings over the next 12 months.
  • Price/Cash Flow Ratio is a measure of the market's expectations of a firm's future financial health.
  • Price/Sales Ratio is a ratio for valuing a stock relative to its own past performance, other companies or the market itself.
  • The S&P 500 Index is a capitalization-weighted index of 500 stocks selected by the Standard & Poors Index Committee designed to represent the performance of the leading industries in the United States economy.
  • The Russell 1000 Value Index is a measure of to the large-cap value segment of the U.S. equity universe, selecting from the Russell 1000 Index.
  • S&P 500/Citigroup Value Index is a capitalization weighted index which measures the performance of stocks in the S&P 500 Index determined to be value stocks as defined by the S&P/Citigroup methodology.
  • Total Return Index Values assume reinvestment of dividends after the deduction of withholding taxes, which apply to non-U.S. dividends.
  • Gross Buyback Yield is the amount of a company’s gross share repurchase over the past year to its market capitalization.
  • Net Buyback Yield is the amount of a company’s net share repurchase over the past year to its market capitalization.
  • You cannot invest directly in an index.