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WTDBU

WisdomTree Dynamic Bearish U.S. Equity Index

The WisdomTree Dynamic Bearish U.S. Equity Index includes long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity Index consists of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index provides a dynamic allocation of exposure to the Long Equity Index ranging from 100% to 0% while employing a variable monthly hedge ratio ranging from 75% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals. During times when the market indicator shows unattractive readings on valuation and growth characteristics, the Index can move to 100% exposure to the Long Treasury Index, (and accordingly no exposure to the Long Equity Index). The Index was established with a base value of 200 as of November 9, 2015.

Index Facts

Index Facts
As of 12/13/2017
Bloomberg Index Symbol WTDBU
Exchange Index Symbol
Index Inception Date 11/10/2015
Base Index Value 200
Number of Components in Index 2
Current Index Value 211.77
Total Return Index Closing Value 212.12

Hedge Ratio

Hedge Ratio
As of 12/05/2017
Hedge Ratio 75.00%
Hedge ratios are set on a monthly basis and are implemented after the close of trading on the second business day of the month.

Components

Components
Components
As of 12/13/2017
Weight
1. WISDOMTREE DYNAMIC LONG U.S. EQUITY INDEX (WTDL) 100.00%
2. WISDOMTREE DYNAMIC SHORT U.S. EQUITY INDEX (WTDS) -75.00%
Subject to change without notice.

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

  • Total Return Index Values assume reinvestment of dividends after the deduction of withholding taxes, which apply to non-U.S. dividends.