USMF WisdomTree U.S. Multifactor Fund

Transcription

1 WisdomTree U.S. Multifactor Fund ETF.com segment: Equity: U.S. - Total Market Competing ETFs: DGRW, QDF, TILT, FPX, LRGF Related ETF Channels: North America, Smart-Beta ETFs, Multi-factor, Total Market, U.S., Broad-based, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. N/A 69 FUND DESCRIPTION The WisdomTree US Multifactor ETF tracks an index of 200 US-listed equities. Stocks are selected and weighted by a combination of investment factors. FACTSET ANALYTICS INSIGHT aims to provide strategic alpha with reduced risk. The underlying index scores the 800 largest US-listed stocks based on a composite of two fundamental factors (value and quality) and two technical factors (momentum and correlation to the broad market). The top 25% based on the composite score are included in the index. The components are weighted by a combination of the overall factor score and inverse volatility over the past 12 months. Individual holdings are capped at 4%, while sectors weights are set equal to those in the starting universe. The expense ratio makes competitive. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 14, 2018 the WisdomTree U.S. Multifactor Fund MSCI ESG Fund Quality Score is 4.50 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 6th percentile within its peer group and in the 17th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA WisdomTree 06/29/17 Open-Ended Fund 0.28% $114.65M $2.81M 0.23% $25.61B % 12/24/ Index Tracked Index Weighting Methodology Index Selection Methodology WisdomTree U.S. Multifactor Index Multi-Factor Multi-Factor MSCI USA IMI

2 1 Year Daily Price ($) Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 4M PERFORMANCE [as of 10/12/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -5.89% -1.77% 5.21% 12.26% (NAV) -5.99% -1.93% 5.43% 11.94% WisdomTree U.S. Multifactor Index MSCI USA IMI -4.85% -1.73% 4.60% 9.84% 13.04% 11.96% 14.46% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada % TOP 10 SECTORS Technology 18.91% Consumer Non-Cyclicals 8.51% Financials 17.77% Energy 4.72% Industrials 14.96% Utilities 2.82% Consumer Cyclicals 12.97% Telecommunications Serv 2.04% Healthcare 12.82% Basic Materials 1.38% TOP 10 HOLDINGS Verizon Communications 1.47% W. R. Berkley Corporation Marathon Petroleum Corp 1.46% Aflac Incorporated Fiserv, Inc. 1.31% Booz Allen Hamilton Hold 1.22% Fidelity National Informat 1.29% Progressive Corporation Jack Henry & Associates, 1.25% Motorola Solutions, Inc. Total Top 10 Weighting 12.88%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.28% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 75% / 25% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily

4 Daily Spread 2.0% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/15/18 1.5% 1.0% 0.5% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 2.0% TRADABILITY Avg. Daily Share 90, % Average Daily $ $2.81M -2.0% Median Daily Share 21, % 2 500k 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $659.42K 0.23% $0.07 Nov `18 Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) 0.10% Max. Premium / Discount (12 Mo) 1.48% / -2.11% Impediment to Creations None Market Hours Overlap % Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.43 Creation Unit Cost (%) 0.03% Underlying / Unit 0.02% Open Interest on ETF Options Net Asset Value (Yesterday) $28.96 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 18.91% 24.66% Financials 17.77% 17.08% Industrials 14.96% 10.42% Consumer Cyclicals 12.97% 12.99% Healthcare 12.82% 13.43% Consumer Non- Cyclicals 8.51% 6.52% Verizon Communications Inc. Marathon Petroleum Corporation Fiserv, Inc. Fidelity National Information Services, Inc. Jack Henry & Associates, Inc. W. R. Berkley Corporation Aflac Incorporated 1.47% 1.46% 1.31% 1.29% 1.25% Booz Allen Hamilton Holding Corporation Class A 1.22% Progressive Corporation Motorola Solutions, Inc. Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score % MSCI USA IMI 4.50 / 10 Energy 4.72% 5.50% Utilities 2.82% 2.76% Total Top 10 Weighting 12.88% Peer Group Percentile Rank 5.68 Telecommunications Services Basic Materials 2.04% 1.80% 1.38% 2.45% Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions % 3.33% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) United States % 99.93% Canada 0.07% BENCHMARK COMPARISON HOLDINGS REGIONS North America % % ECONOMIC DEVELOPMENT Number of Holdings Constituents Shared Holdings Shared Holdings Weight % BENCHMARK COMPARISON SUMMARY Developed Countries % % Number of Holdings Weighted Average Market Cap $25.61B $203.89B Price / Earnings Ratio Price / Book Ratio Dividend Yield % 1.71% Concentration

6 2018 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.