WTENCMTWisdomTree Enhanced Commodity IndexThe Index uses a multi-factor strategy and is designed to track the performance of a diversified basket of approximately 20 commodities across 4 main commodity sectors: energy, agriculture, industrial metals and precious metals.
The base weightings for each commodity are determined by the Bloomberg® Commodity Index (BCOM). On a daily basis, the Index applies a systematic factor-based weighting overlay to overweight or underweight each commodity (excluding gold and silver) within defined caps and floors, based on three key factors: roll yield (Cross-sectional Backwardation), slope momentum (Time-series Backwardation), and price momentum (Time-series Momentum).
Excess and Total Return versions of the Index are calculated and published.
The Index uses a multi-factor strategy and is designed to track the performance of a diversified basket of approximately 20 commodities across 4 main commodity sectors: energy, agriculture, industrial metals and precious metals.
The base weightings for each commodity are determined by the Bloomberg® Commodity Index (BCOM). On a daily basis, the Index applies a systematic factor-based weighting overlay to overweight or underweight each commodity (excluding gold and silver) within defined caps and floors, based on three key factors: roll yield (Cross-sectional Backwardation), slope momentum (Time-series Backwardation), and price momentum (Time-series Momentum).
Excess and Total Return versions of the Index are calculated and published.
Index Facts | As of |
|---|---|
| Bloomberg Index Symbol | WTENCMT |
| Exchange Index Symbol | - |
| Index Inception Date | - |
| Base Index Value | - |
| Number of Components in Index | - |
| Current Index Value | - |
| Total Return Index Closing Value | 0.00 |
| Total Index Market Capitalization ($ Trillion) | - |
| Index MarketCap Breakdown | |
| Large Cap (> $10 Billion) | 0.00% |
| Mid Cap (≥ $2 Billion and ≤ $10 Billion) | 0.00% |
| Small Cap (< $2 Billion) | 0.00% |
Documents
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 Mid-cap Index measures the performance of the 800 smallest companies in the Russell 1000 Index.
- The S&P MidCap 400 Index is a capitalization weighted index which measures the performance of the mid-cap range of the U.S. stock market with stocks selected by the Standard & Poors Index Committee.
- 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.