WTDLS

WisdomTree Dynamic Long/Short U.S. Equity Index

The WisdomTree Dynamic Long/Short U.S. Equity Index includes long equity 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 maintains 100% exposure to the Long Equity Index while employing a variable monthly hedge ratio ranging from 0% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals. The Index was established with a base value of 200 as of November 9, 2015.

Index Facts

Index Facts
As of 01/17/2020
Bloomberg Index Symbol WTDLS
Exchange Index Symbol
Index Inception Date 11/10/2015
Base Index Value 200
Number of Components in Index 2
Current Index Value 221.30
Total Return Index Closing Value 237.96

Hedge Ratio

Hedge Ratio
As of 01/06/2020
Aggregate Hedge Ratio 50.00%
Hedge ratios are set on a monthly basis and are implemented after the close of trading on the second business day of the month.

Top Components

As of 01/17/2020
Top Components
Components Weight
1. WISDOMTREE DYNAMIC LONG U.S. EQUITY INDEX (WTDL) 100.00%
2. WISDOMTREE DYNAMIC SHORT U.S. EQUITY INDEX (WTDS) -50.00%
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.