NTSX
WisdomTree U.S. Efficient Core Fund
S&P 500 TR USD
NAV as of
4 Week: 34.85 - 35.56
52 Week: 30.36 - 37.75
Latest Closing Price
35.44
Premium / Discount
0.07
Expense Ratio
0.2%
Investment Objective
The investment seeks total return. The fund is actively managed using a models-based approach. It seeks to achieve its investment objective by investing in large-capitalization U.S. equity securities and U.S. Treasury futures contracts. Under normal circumstances, the fund will invest approximately 90% of its net assets in U.S. equity securities. It is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 9.22 | 0.94 | 9.86 |
| 1 Day | 1.21 | 0.00 | 0.00 |
| 1 Week | -0.02 | 2.30 | -0.01 |
| 1 Month | 2.17 | 3.06 | 0.71 |
| 3 Months | 6.09 | 6.60 | 0.92 |
| 6 Months | 3.73 | 11.60 | 0.32 |
| 1 Year | -1.35 | 21.40 | -0.06 |
| 2 Years | -9.95 | 27.47 | -0.36 |
| 3 Years | 19.91 | 31.77 | 0.63 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 31.5283 | 24.9064 | 22.1776 | -25.7144 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 22.0000 | 5.0000 | 87.0000 | 98.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 506
Number of Bond Holdings: 5
Number of Equity Holdings: 500
Total Market Value: 1,185,978,660
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Future on 2 Year Treasury Note | 7.8842 | 91,200,000 | 0 | 93,504,938 |
| 2 | Us 5yr Note (Cbt) Sep23 Xcbt 20230929 | 7.8172 | 85,700,000 | 0 | 92,709,993 |
| 3 | Future on 10 Year Treasury Note | 7.7973 | 81,700,000 | 0 | 92,474,188 |
| 4 | Future on Ultra 10 Year US Treasury Note | 7.7659 | 77,600,000 | 0 | 92,101,500 |
| 5 | Us Long Bond(Cbt) Sep23 Xcbt 20230920 | 7.5906 | 71,500,000 | 0 | 90,022,969 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 30.46 |
| Large | 20.81 |
| Medium | 9.88 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
19.7132
Price/Book*
3.6785
Price/Sales*
2.2871
Price/Cash Flow*
12.2901
Dividend Yield*
1.6776
Growth Measures
Long-Term Earnings
11.5296
Historical Earnings
16.5447
Sales Growth
11.6403
Cash-Flow Growth
8.8008
Book-Value Growth
5.0762
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
5
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 113.60 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 38.86 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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