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 11/21/2019
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 166.14
Total Return Index Closing Value 165.85

Hedge Ratio

Hedge Ratio
As of 11/05/2019
Aggregate Hedge Ratio 100.00%
Hedge ratios are implemented after the close of trading on the last business day of each month.

Top Components

Top Components
Components
As of 11/21/2019
Weight
1. WISDOMTREE DYNAMIC SHORT U.S. EQUITY INDEX (WTDS) -100.00%
Subject to change without notice.

Definitions

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