WTDFAHD

WisdomTree Dynamic Currency Hedged International Equity Index

The WisdomTree Dynamic Currency Hedged International Equity Index is a fundamentally weighted Index that measures the performance of dividend-paying companies in the industrialized world, excluding Canada and the United States, and is designed to remove from index performance the impact of changes to the value of foreign currencies relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. The Index is comprised of companies incorporated in 15 developed European countries, Japan, Australia, Hong Kong, Israel and Singapore. Companies are weighted in the Index based on annual cash dividends paid. The Index was established with a base value of 200 on October 30, 2015 and is calculated in US dollars and is updated to reflect market prices and exchange rates. Closing or last-sale prices are used when non-U.S. markets are closed.

WTDFAHD INFORMATION AND RESEARCH

Index Facts

Index Facts
As of 07/26/2024
Bloomberg Index Symbol WTDFAHD
Exchange Index Symbol
Index Inception Date 11/02/2015
Base Index Value 200
Number of Components in Index 2292
Current Index Value 277.18
Total Return Index Closing Value 375.96
Total Index Market Capitalization ($ Trillion) 20.85
Index MarketCap Breakdown
Large Cap (> $10 Billion) 80.67%
Mid Cap (≥ $2 Billion and ≤ $10 Billion) 14.39%
Small Cap (< $2 Billion) 4.94%

Index Statistics

Index Statistics
As of 07/26/2024
Dividend Yield 4.14
Price/Earnings 11.99
Estimated Price/Earnings 11.64
Price/Book 1.53
Price/Sales 1.03
Price/Cash Flow 7.69
Gross Buyback Yield 1.78
Net Buyback Yield 1.45

Hedge Ratio

Hedge Ratio
As of 06/28/2024
Aggregate Hedge Ratio 20.27%
AUD 25.00%
CHF 12.50%
CNY 0.00%
DKK 12.50%
EUR 12.50%
GBP 12.50%
HKD 0.00%
ILS 50.00%
NOK 37.50%
NZD 37.50%
SEK 37.50%
SGD 50.00%
CAD 25.00%
JPY 37.50%
Hedge ratios are implemented after the close of trading on the last business day of each month.

Top Components

As of 07/26/2024
*Holdings are subject to change without notice.

Industry Group Breakdown

As of 07/26/2024
*Sectors are subject to change without notice

Country Allocation

As of 07/26/2024
Country Allocation
Country Weight
1. Japan 18.25%
2. United Kingdom 14.52%
3. France 11.66%
4. Switzerland 9.89%
5. Germany 8.76%
6. Australia 7.08%
7. Spain 5.19%
8. Netherlands 4.80%
9. Italy 4.65%
10. Sweden 3.01%

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.
  • 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.